| Trading Metrics calculated at close of trading on 03-Nov-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Nov-2010 |
03-Nov-2010 |
Change |
Change % |
Previous Week |
| Open |
2,822.0 |
2,853.0 |
31.0 |
1.1% |
2,886.0 |
| High |
2,859.0 |
2,862.0 |
3.0 |
0.1% |
2,890.0 |
| Low |
2,815.0 |
2,808.0 |
-7.0 |
-0.2% |
2,811.0 |
| Close |
2,852.0 |
2,817.0 |
-35.0 |
-1.2% |
2,839.0 |
| Range |
44.0 |
54.0 |
10.0 |
22.7% |
79.0 |
| ATR |
47.5 |
48.0 |
0.5 |
1.0% |
0.0 |
| Volume |
895,671 |
1,223,544 |
327,873 |
36.6% |
5,329,300 |
|
| Daily Pivots for day following 03-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,991.0 |
2,958.0 |
2,846.7 |
|
| R3 |
2,937.0 |
2,904.0 |
2,831.9 |
|
| R2 |
2,883.0 |
2,883.0 |
2,826.9 |
|
| R1 |
2,850.0 |
2,850.0 |
2,822.0 |
2,839.5 |
| PP |
2,829.0 |
2,829.0 |
2,829.0 |
2,823.8 |
| S1 |
2,796.0 |
2,796.0 |
2,812.1 |
2,785.5 |
| S2 |
2,775.0 |
2,775.0 |
2,807.1 |
|
| S3 |
2,721.0 |
2,742.0 |
2,802.2 |
|
| S4 |
2,667.0 |
2,688.0 |
2,787.3 |
|
|
| Weekly Pivots for week ending 29-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,083.7 |
3,040.3 |
2,882.5 |
|
| R3 |
3,004.7 |
2,961.3 |
2,860.7 |
|
| R2 |
2,925.7 |
2,925.7 |
2,853.5 |
|
| R1 |
2,882.3 |
2,882.3 |
2,846.2 |
2,864.5 |
| PP |
2,846.7 |
2,846.7 |
2,846.7 |
2,837.8 |
| S1 |
2,803.3 |
2,803.3 |
2,831.8 |
2,785.5 |
| S2 |
2,767.7 |
2,767.7 |
2,824.5 |
|
| S3 |
2,688.7 |
2,724.3 |
2,817.3 |
|
| S4 |
2,609.7 |
2,645.3 |
2,795.6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,866.0 |
2,796.0 |
70.0 |
2.5% |
48.0 |
1.7% |
30% |
False |
False |
1,101,649 |
| 10 |
2,890.0 |
2,796.0 |
94.0 |
3.3% |
44.1 |
1.6% |
22% |
False |
False |
1,090,773 |
| 20 |
2,890.0 |
2,733.0 |
157.0 |
5.6% |
44.0 |
1.6% |
54% |
False |
False |
849,594 |
| 40 |
2,890.0 |
2,670.0 |
220.0 |
7.8% |
49.1 |
1.7% |
67% |
False |
False |
939,490 |
| 60 |
2,890.0 |
2,537.0 |
353.0 |
12.5% |
49.8 |
1.8% |
79% |
False |
False |
631,269 |
| 80 |
2,890.0 |
2,537.0 |
353.0 |
12.5% |
51.5 |
1.8% |
79% |
False |
False |
473,832 |
| 100 |
2,890.0 |
2,481.0 |
409.0 |
14.5% |
52.6 |
1.9% |
82% |
False |
False |
379,938 |
| 120 |
2,890.0 |
2,424.0 |
466.0 |
16.5% |
55.3 |
2.0% |
84% |
False |
False |
317,607 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,091.5 |
|
2.618 |
3,003.4 |
|
1.618 |
2,949.4 |
|
1.000 |
2,916.0 |
|
0.618 |
2,895.4 |
|
HIGH |
2,862.0 |
|
0.618 |
2,841.4 |
|
0.500 |
2,835.0 |
|
0.382 |
2,828.6 |
|
LOW |
2,808.0 |
|
0.618 |
2,774.6 |
|
1.000 |
2,754.0 |
|
1.618 |
2,720.6 |
|
2.618 |
2,666.6 |
|
4.250 |
2,578.5 |
|
|
| Fisher Pivots for day following 03-Nov-2010 |
| Pivot |
1 day |
3 day |
| R1 |
2,835.0 |
2,831.0 |
| PP |
2,829.0 |
2,826.3 |
| S1 |
2,823.0 |
2,821.7 |
|