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 |
4,713.0 |
4,737.0 |
24.0 |
0.5% |
4,661.0 |
High |
4,735.0 |
4,769.0 |
34.0 |
0.7% |
4,733.0 |
Low |
4,697.0 |
4,737.0 |
40.0 |
0.9% |
4,639.0 |
Close |
4,727.0 |
4,757.0 |
30.0 |
0.6% |
4,647.0 |
Range |
38.0 |
32.0 |
-6.0 |
-15.8% |
94.0 |
ATR |
52.8 |
52.1 |
-0.8 |
-1.5% |
0.0 |
Volume |
22,015 |
28,595 |
6,580 |
29.9% |
140,255 |
|
Daily Pivots for day following 04-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,850.3 |
4,835.7 |
4,774.6 |
|
R3 |
4,818.3 |
4,803.7 |
4,765.8 |
|
R2 |
4,786.3 |
4,786.3 |
4,762.9 |
|
R1 |
4,771.7 |
4,771.7 |
4,759.9 |
4,779.0 |
PP |
4,754.3 |
4,754.3 |
4,754.3 |
4,758.0 |
S1 |
4,739.7 |
4,739.7 |
4,754.1 |
4,747.0 |
S2 |
4,722.3 |
4,722.3 |
4,751.1 |
|
S3 |
4,690.3 |
4,707.7 |
4,748.2 |
|
S4 |
4,658.3 |
4,675.7 |
4,739.4 |
|
|
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 |
4,769.0 |
4,641.0 |
128.0 |
2.7% |
38.6 |
0.8% |
91% |
True |
False |
24,939 |
10 |
4,769.0 |
4,626.0 |
143.0 |
3.0% |
46.0 |
1.0% |
92% |
True |
False |
25,040 |
20 |
4,769.0 |
4,587.0 |
182.0 |
3.8% |
46.6 |
1.0% |
93% |
True |
False |
25,726 |
40 |
4,769.0 |
4,573.0 |
196.0 |
4.1% |
45.8 |
1.0% |
94% |
True |
False |
28,553 |
60 |
4,769.0 |
4,320.0 |
449.0 |
9.4% |
41.0 |
0.9% |
97% |
True |
False |
19,171 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,905.0 |
2.618 |
4,852.8 |
1.618 |
4,820.8 |
1.000 |
4,801.0 |
0.618 |
4,788.8 |
HIGH |
4,769.0 |
0.618 |
4,756.8 |
0.500 |
4,753.0 |
0.382 |
4,749.2 |
LOW |
4,737.0 |
0.618 |
4,717.2 |
1.000 |
4,705.0 |
1.618 |
4,685.2 |
2.618 |
4,653.2 |
4.250 |
4,601.0 |
|
|
Fisher Pivots for day following 04-Nov-2010 |
Pivot |
1 day |
3 day |
R1 |
4,755.7 |
4,745.3 |
PP |
4,754.3 |
4,733.7 |
S1 |
4,753.0 |
4,722.0 |
|