Trading Metrics calculated at close of trading on 01-Nov-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Oct-2010 |
01-Nov-2010 |
Change |
Change % |
Previous Week |
Open |
4,677.0 |
4,667.0 |
-10.0 |
-0.2% |
4,661.0 |
High |
4,692.0 |
4,707.0 |
15.0 |
0.3% |
4,733.0 |
Low |
4,641.0 |
4,667.0 |
26.0 |
0.6% |
4,639.0 |
Close |
4,647.0 |
4,700.0 |
53.0 |
1.1% |
4,647.0 |
Range |
51.0 |
40.0 |
-11.0 |
-21.6% |
94.0 |
ATR |
55.3 |
55.7 |
0.3 |
0.6% |
0.0 |
Volume |
31,439 |
22,887 |
-8,552 |
-27.2% |
140,255 |
|
Daily Pivots for day following 01-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,811.3 |
4,795.7 |
4,722.0 |
|
R3 |
4,771.3 |
4,755.7 |
4,711.0 |
|
R2 |
4,731.3 |
4,731.3 |
4,707.3 |
|
R1 |
4,715.7 |
4,715.7 |
4,703.7 |
4,723.5 |
PP |
4,691.3 |
4,691.3 |
4,691.3 |
4,695.3 |
S1 |
4,675.7 |
4,675.7 |
4,696.3 |
4,683.5 |
S2 |
4,651.3 |
4,651.3 |
4,692.7 |
|
S3 |
4,611.3 |
4,635.7 |
4,689.0 |
|
S4 |
4,571.3 |
4,595.7 |
4,678.0 |
|
|
Weekly Pivots for week ending 29-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,955.0 |
4,895.0 |
4,698.7 |
|
R3 |
4,861.0 |
4,801.0 |
4,672.9 |
|
R2 |
4,767.0 |
4,767.0 |
4,664.2 |
|
R1 |
4,707.0 |
4,707.0 |
4,655.6 |
4,690.0 |
PP |
4,673.0 |
4,673.0 |
4,673.0 |
4,664.5 |
S1 |
4,613.0 |
4,613.0 |
4,638.4 |
4,596.0 |
S2 |
4,579.0 |
4,579.0 |
4,629.8 |
|
S3 |
4,485.0 |
4,519.0 |
4,621.2 |
|
S4 |
4,391.0 |
4,425.0 |
4,595.3 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,718.0 |
4,639.0 |
79.0 |
1.7% |
48.0 |
1.0% |
77% |
False |
False |
25,664 |
10 |
4,733.0 |
4,587.0 |
146.0 |
3.1% |
48.6 |
1.0% |
77% |
False |
False |
27,410 |
20 |
4,733.0 |
4,573.0 |
160.0 |
3.4% |
48.7 |
1.0% |
79% |
False |
False |
26,908 |
40 |
4,733.0 |
4,551.0 |
182.0 |
3.9% |
45.4 |
1.0% |
82% |
False |
False |
26,955 |
60 |
4,733.0 |
4,320.0 |
413.0 |
8.8% |
40.5 |
0.9% |
92% |
False |
False |
18,002 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,877.0 |
2.618 |
4,811.7 |
1.618 |
4,771.7 |
1.000 |
4,747.0 |
0.618 |
4,731.7 |
HIGH |
4,707.0 |
0.618 |
4,691.7 |
0.500 |
4,687.0 |
0.382 |
4,682.3 |
LOW |
4,667.0 |
0.618 |
4,642.3 |
1.000 |
4,627.0 |
1.618 |
4,602.3 |
2.618 |
4,562.3 |
4.250 |
4,497.0 |
|
|
Fisher Pivots for day following 01-Nov-2010 |
Pivot |
1 day |
3 day |
R1 |
4,695.7 |
4,691.3 |
PP |
4,691.3 |
4,682.7 |
S1 |
4,687.0 |
4,674.0 |
|