Trading Metrics calculated at close of trading on 08-Nov-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Nov-2010 |
08-Nov-2010 |
Change |
Change % |
Previous Week |
Open |
4,825.0 |
4,830.0 |
5.0 |
0.1% |
4,667.0 |
High |
4,828.0 |
4,831.0 |
3.0 |
0.1% |
4,828.0 |
Low |
4,798.0 |
4,791.0 |
-7.0 |
-0.1% |
4,667.0 |
Close |
4,810.0 |
4,805.0 |
-5.0 |
-0.1% |
4,810.0 |
Range |
30.0 |
40.0 |
10.0 |
33.3% |
161.0 |
ATR |
53.4 |
52.5 |
-1.0 |
-1.8% |
0.0 |
Volume |
28,913 |
25,404 |
-3,509 |
-12.1% |
122,171 |
|
Daily Pivots for day following 08-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,929.0 |
4,907.0 |
4,827.0 |
|
R3 |
4,889.0 |
4,867.0 |
4,816.0 |
|
R2 |
4,849.0 |
4,849.0 |
4,812.3 |
|
R1 |
4,827.0 |
4,827.0 |
4,808.7 |
4,818.0 |
PP |
4,809.0 |
4,809.0 |
4,809.0 |
4,804.5 |
S1 |
4,787.0 |
4,787.0 |
4,801.3 |
4,778.0 |
S2 |
4,769.0 |
4,769.0 |
4,797.7 |
|
S3 |
4,729.0 |
4,747.0 |
4,794.0 |
|
S4 |
4,689.0 |
4,707.0 |
4,783.0 |
|
|
Weekly Pivots for week ending 05-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,251.3 |
5,191.7 |
4,898.6 |
|
R3 |
5,090.3 |
5,030.7 |
4,854.3 |
|
R2 |
4,929.3 |
4,929.3 |
4,839.5 |
|
R1 |
4,869.7 |
4,869.7 |
4,824.8 |
4,899.5 |
PP |
4,768.3 |
4,768.3 |
4,768.3 |
4,783.3 |
S1 |
4,708.7 |
4,708.7 |
4,795.2 |
4,738.5 |
S2 |
4,607.3 |
4,607.3 |
4,780.5 |
|
S3 |
4,446.3 |
4,547.7 |
4,765.7 |
|
S4 |
4,285.3 |
4,386.7 |
4,721.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,831.0 |
4,675.0 |
156.0 |
3.2% |
34.4 |
0.7% |
83% |
True |
False |
24,937 |
10 |
4,831.0 |
4,639.0 |
192.0 |
4.0% |
41.2 |
0.9% |
86% |
True |
False |
25,300 |
20 |
4,831.0 |
4,587.0 |
244.0 |
5.1% |
47.2 |
1.0% |
89% |
True |
False |
26,688 |
40 |
4,831.0 |
4,573.0 |
258.0 |
5.4% |
45.7 |
1.0% |
90% |
True |
False |
28,062 |
60 |
4,831.0 |
4,320.0 |
511.0 |
10.6% |
41.0 |
0.9% |
95% |
True |
False |
20,072 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,001.0 |
2.618 |
4,935.7 |
1.618 |
4,895.7 |
1.000 |
4,871.0 |
0.618 |
4,855.7 |
HIGH |
4,831.0 |
0.618 |
4,815.7 |
0.500 |
4,811.0 |
0.382 |
4,806.3 |
LOW |
4,791.0 |
0.618 |
4,766.3 |
1.000 |
4,751.0 |
1.618 |
4,726.3 |
2.618 |
4,686.3 |
4.250 |
4,621.0 |
|
|
Fisher Pivots for day following 08-Nov-2010 |
Pivot |
1 day |
3 day |
R1 |
4,811.0 |
4,798.0 |
PP |
4,809.0 |
4,791.0 |
S1 |
4,807.0 |
4,784.0 |
|