| Trading Metrics calculated at close of trading on 05-Nov-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Nov-2010 |
05-Nov-2010 |
Change |
Change % |
Previous Week |
| Open |
2,847.0 |
2,877.0 |
30.0 |
1.1% |
2,860.0 |
| High |
2,887.0 |
2,886.0 |
-1.0 |
0.0% |
2,887.0 |
| Low |
2,842.0 |
2,846.0 |
4.0 |
0.1% |
2,796.0 |
| Close |
2,872.0 |
2,861.0 |
-11.0 |
-0.4% |
2,861.0 |
| Range |
45.0 |
40.0 |
-5.0 |
-11.1% |
91.0 |
| ATR |
49.6 |
48.9 |
-0.7 |
-1.4% |
0.0 |
| Volume |
0 |
1,356,081 |
1,356,081 |
|
4,691,834 |
|
| Daily Pivots for day following 05-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,984.3 |
2,962.7 |
2,883.0 |
|
| R3 |
2,944.3 |
2,922.7 |
2,872.0 |
|
| R2 |
2,904.3 |
2,904.3 |
2,868.3 |
|
| R1 |
2,882.7 |
2,882.7 |
2,864.7 |
2,873.5 |
| PP |
2,864.3 |
2,864.3 |
2,864.3 |
2,859.8 |
| S1 |
2,842.7 |
2,842.7 |
2,857.3 |
2,833.5 |
| S2 |
2,824.3 |
2,824.3 |
2,853.7 |
|
| S3 |
2,784.3 |
2,802.7 |
2,850.0 |
|
| S4 |
2,744.3 |
2,762.7 |
2,839.0 |
|
|
| Weekly Pivots for week ending 05-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,121.0 |
3,082.0 |
2,911.1 |
|
| R3 |
3,030.0 |
2,991.0 |
2,886.0 |
|
| R2 |
2,939.0 |
2,939.0 |
2,877.7 |
|
| R1 |
2,900.0 |
2,900.0 |
2,869.3 |
2,919.5 |
| PP |
2,848.0 |
2,848.0 |
2,848.0 |
2,857.8 |
| S1 |
2,809.0 |
2,809.0 |
2,852.7 |
2,828.5 |
| S2 |
2,757.0 |
2,757.0 |
2,844.3 |
|
| S3 |
2,666.0 |
2,718.0 |
2,836.0 |
|
| S4 |
2,575.0 |
2,627.0 |
2,811.0 |
|
|
| 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% |
50.6 |
1.8% |
71% |
False |
False |
938,366 |
| 10 |
2,890.0 |
2,796.0 |
94.0 |
3.3% |
44.6 |
1.6% |
69% |
False |
False |
1,002,113 |
| 20 |
2,890.0 |
2,733.0 |
157.0 |
5.5% |
43.8 |
1.5% |
82% |
False |
False |
856,272 |
| 40 |
2,890.0 |
2,670.0 |
220.0 |
7.7% |
49.2 |
1.7% |
87% |
False |
False |
964,177 |
| 60 |
2,890.0 |
2,537.0 |
353.0 |
12.3% |
49.7 |
1.7% |
92% |
False |
False |
653,706 |
| 80 |
2,890.0 |
2,537.0 |
353.0 |
12.3% |
50.6 |
1.8% |
92% |
False |
False |
490,735 |
| 100 |
2,890.0 |
2,481.0 |
409.0 |
14.3% |
52.7 |
1.8% |
93% |
False |
False |
392,924 |
| 120 |
2,890.0 |
2,424.0 |
466.0 |
16.3% |
54.2 |
1.9% |
94% |
False |
False |
328,892 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,056.0 |
|
2.618 |
2,990.7 |
|
1.618 |
2,950.7 |
|
1.000 |
2,926.0 |
|
0.618 |
2,910.7 |
|
HIGH |
2,886.0 |
|
0.618 |
2,870.7 |
|
0.500 |
2,866.0 |
|
0.382 |
2,861.3 |
|
LOW |
2,846.0 |
|
0.618 |
2,821.3 |
|
1.000 |
2,806.0 |
|
1.618 |
2,781.3 |
|
2.618 |
2,741.3 |
|
4.250 |
2,676.0 |
|
|
| Fisher Pivots for day following 05-Nov-2010 |
| Pivot |
1 day |
3 day |
| R1 |
2,866.0 |
2,856.5 |
| PP |
2,864.3 |
2,852.0 |
| S1 |
2,862.7 |
2,847.5 |
|