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 |
4,686.0 |
4,713.0 |
27.0 |
0.6% |
4,661.0 |
High |
4,707.0 |
4,735.0 |
28.0 |
0.6% |
4,733.0 |
Low |
4,675.0 |
4,697.0 |
22.0 |
0.5% |
4,639.0 |
Close |
4,701.0 |
4,727.0 |
26.0 |
0.6% |
4,647.0 |
Range |
32.0 |
38.0 |
6.0 |
18.8% |
94.0 |
ATR |
54.0 |
52.8 |
-1.1 |
-2.1% |
0.0 |
Volume |
19,761 |
22,015 |
2,254 |
11.4% |
140,255 |
|
Daily Pivots for day following 03-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,833.7 |
4,818.3 |
4,747.9 |
|
R3 |
4,795.7 |
4,780.3 |
4,737.5 |
|
R2 |
4,757.7 |
4,757.7 |
4,734.0 |
|
R1 |
4,742.3 |
4,742.3 |
4,730.5 |
4,750.0 |
PP |
4,719.7 |
4,719.7 |
4,719.7 |
4,723.5 |
S1 |
4,704.3 |
4,704.3 |
4,723.5 |
4,712.0 |
S2 |
4,681.7 |
4,681.7 |
4,720.0 |
|
S3 |
4,643.7 |
4,666.3 |
4,716.6 |
|
S4 |
4,605.7 |
4,628.3 |
4,706.1 |
|
|
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 |
4,735.0 |
4,641.0 |
94.0 |
2.0% |
43.0 |
0.9% |
91% |
True |
False |
24,693 |
10 |
4,735.0 |
4,623.0 |
112.0 |
2.4% |
47.4 |
1.0% |
93% |
True |
False |
24,888 |
20 |
4,735.0 |
4,587.0 |
148.0 |
3.1% |
46.6 |
1.0% |
95% |
True |
False |
25,516 |
40 |
4,735.0 |
4,573.0 |
162.0 |
3.4% |
45.6 |
1.0% |
95% |
True |
False |
27,898 |
60 |
4,735.0 |
4,320.0 |
415.0 |
8.8% |
40.5 |
0.9% |
98% |
True |
False |
18,694 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,896.5 |
2.618 |
4,834.5 |
1.618 |
4,796.5 |
1.000 |
4,773.0 |
0.618 |
4,758.5 |
HIGH |
4,735.0 |
0.618 |
4,720.5 |
0.500 |
4,716.0 |
0.382 |
4,711.5 |
LOW |
4,697.0 |
0.618 |
4,673.5 |
1.000 |
4,659.0 |
1.618 |
4,635.5 |
2.618 |
4,597.5 |
4.250 |
4,535.5 |
|
|
Fisher Pivots for day following 03-Nov-2010 |
Pivot |
1 day |
3 day |
R1 |
4,723.3 |
4,718.3 |
PP |
4,719.7 |
4,709.7 |
S1 |
4,716.0 |
4,701.0 |
|