| Trading Metrics calculated at close of trading on 04-Nov-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Nov-2010 |
04-Nov-2010 |
Change |
Change % |
Previous Week |
| Open |
2,853.0 |
2,847.0 |
-6.0 |
-0.2% |
2,886.0 |
| High |
2,862.0 |
2,887.0 |
25.0 |
0.9% |
2,890.0 |
| Low |
2,808.0 |
2,842.0 |
34.0 |
1.2% |
2,811.0 |
| Close |
2,817.0 |
2,872.0 |
55.0 |
2.0% |
2,839.0 |
| Range |
54.0 |
45.0 |
-9.0 |
-16.7% |
79.0 |
| ATR |
48.0 |
49.6 |
1.6 |
3.3% |
0.0 |
| Volume |
1,223,544 |
0 |
-1,223,544 |
-100.0% |
5,329,300 |
|
| Daily Pivots for day following 04-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,002.0 |
2,982.0 |
2,896.8 |
|
| R3 |
2,957.0 |
2,937.0 |
2,884.4 |
|
| R2 |
2,912.0 |
2,912.0 |
2,880.3 |
|
| R1 |
2,892.0 |
2,892.0 |
2,876.1 |
2,902.0 |
| PP |
2,867.0 |
2,867.0 |
2,867.0 |
2,872.0 |
| S1 |
2,847.0 |
2,847.0 |
2,867.9 |
2,857.0 |
| S2 |
2,822.0 |
2,822.0 |
2,863.8 |
|
| S3 |
2,777.0 |
2,802.0 |
2,859.6 |
|
| S4 |
2,732.0 |
2,757.0 |
2,847.3 |
|
|
| 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 |
2,887.0 |
2,796.0 |
91.0 |
3.2% |
50.2 |
1.7% |
84% |
True |
False |
899,733 |
| 10 |
2,890.0 |
2,796.0 |
94.0 |
3.3% |
43.1 |
1.5% |
81% |
False |
False |
948,687 |
| 20 |
2,890.0 |
2,733.0 |
157.0 |
5.5% |
43.5 |
1.5% |
89% |
False |
False |
788,468 |
| 40 |
2,890.0 |
2,670.0 |
220.0 |
7.7% |
48.8 |
1.7% |
92% |
False |
False |
937,804 |
| 60 |
2,890.0 |
2,537.0 |
353.0 |
12.3% |
50.0 |
1.7% |
95% |
False |
False |
631,168 |
| 80 |
2,890.0 |
2,537.0 |
353.0 |
12.3% |
51.3 |
1.8% |
95% |
False |
False |
473,811 |
| 100 |
2,890.0 |
2,481.0 |
409.0 |
14.2% |
52.7 |
1.8% |
96% |
False |
False |
379,536 |
| 120 |
2,890.0 |
2,424.0 |
466.0 |
16.2% |
54.7 |
1.9% |
96% |
False |
False |
317,606 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,078.3 |
|
2.618 |
3,004.8 |
|
1.618 |
2,959.8 |
|
1.000 |
2,932.0 |
|
0.618 |
2,914.8 |
|
HIGH |
2,887.0 |
|
0.618 |
2,869.8 |
|
0.500 |
2,864.5 |
|
0.382 |
2,859.2 |
|
LOW |
2,842.0 |
|
0.618 |
2,814.2 |
|
1.000 |
2,797.0 |
|
1.618 |
2,769.2 |
|
2.618 |
2,724.2 |
|
4.250 |
2,650.8 |
|
|
| Fisher Pivots for day following 04-Nov-2010 |
| Pivot |
1 day |
3 day |
| R1 |
2,869.5 |
2,863.8 |
| PP |
2,867.0 |
2,855.7 |
| S1 |
2,864.5 |
2,847.5 |
|