| 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 |
6,583.5 |
6,666.5 |
83.0 |
1.3% |
6,667.5 |
| High |
6,640.0 |
6,680.0 |
40.0 |
0.6% |
6,684.0 |
| Low |
6,578.0 |
6,565.5 |
-12.5 |
-0.2% |
6,562.5 |
| Close |
6,619.5 |
6,612.5 |
-7.0 |
-0.1% |
6,619.5 |
| Range |
62.0 |
114.5 |
52.5 |
84.7% |
121.5 |
| ATR |
85.5 |
87.6 |
2.1 |
2.4% |
0.0 |
| Volume |
119,896 |
143,846 |
23,950 |
20.0% |
630,312 |
|
| Daily Pivots for day following 01-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,962.8 |
6,902.2 |
6,675.5 |
|
| R3 |
6,848.3 |
6,787.7 |
6,644.0 |
|
| R2 |
6,733.8 |
6,733.8 |
6,633.5 |
|
| R1 |
6,673.2 |
6,673.2 |
6,623.0 |
6,646.3 |
| PP |
6,619.3 |
6,619.3 |
6,619.3 |
6,605.9 |
| S1 |
6,558.7 |
6,558.7 |
6,602.0 |
6,531.8 |
| S2 |
6,504.8 |
6,504.8 |
6,591.5 |
|
| S3 |
6,390.3 |
6,444.2 |
6,581.0 |
|
| S4 |
6,275.8 |
6,329.7 |
6,549.5 |
|
|
| Weekly Pivots for week ending 29-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,986.5 |
6,924.5 |
6,686.3 |
|
| R3 |
6,865.0 |
6,803.0 |
6,652.9 |
|
| R2 |
6,743.5 |
6,743.5 |
6,641.8 |
|
| R1 |
6,681.5 |
6,681.5 |
6,630.6 |
6,651.8 |
| PP |
6,622.0 |
6,622.0 |
6,622.0 |
6,607.1 |
| S1 |
6,560.0 |
6,560.0 |
6,608.4 |
6,530.3 |
| S2 |
6,500.5 |
6,500.5 |
6,597.2 |
|
| S3 |
6,379.0 |
6,438.5 |
6,586.1 |
|
| S4 |
6,257.5 |
6,317.0 |
6,552.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,680.0 |
6,562.5 |
117.5 |
1.8% |
78.7 |
1.2% |
43% |
True |
False |
133,782 |
| 10 |
6,684.0 |
6,463.0 |
221.0 |
3.3% |
76.6 |
1.2% |
68% |
False |
False |
115,567 |
| 20 |
6,684.0 |
6,125.0 |
559.0 |
8.5% |
81.2 |
1.2% |
87% |
False |
False |
96,510 |
| 40 |
6,684.0 |
6,074.5 |
609.5 |
9.2% |
89.2 |
1.3% |
88% |
False |
False |
100,475 |
| 60 |
6,684.0 |
5,830.0 |
854.0 |
12.9% |
91.8 |
1.4% |
92% |
False |
False |
67,253 |
| 80 |
6,684.0 |
5,830.0 |
854.0 |
12.9% |
94.1 |
1.4% |
92% |
False |
False |
50,529 |
| 100 |
6,684.0 |
5,818.0 |
866.0 |
13.1% |
95.4 |
1.4% |
92% |
False |
False |
40,865 |
| 120 |
6,684.0 |
5,625.0 |
1,059.0 |
16.0% |
101.1 |
1.5% |
93% |
False |
False |
34,223 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,166.6 |
|
2.618 |
6,979.8 |
|
1.618 |
6,865.3 |
|
1.000 |
6,794.5 |
|
0.618 |
6,750.8 |
|
HIGH |
6,680.0 |
|
0.618 |
6,636.3 |
|
0.500 |
6,622.8 |
|
0.382 |
6,609.2 |
|
LOW |
6,565.5 |
|
0.618 |
6,494.7 |
|
1.000 |
6,451.0 |
|
1.618 |
6,380.2 |
|
2.618 |
6,265.7 |
|
4.250 |
6,078.9 |
|
|
| Fisher Pivots for day following 01-Nov-2010 |
| Pivot |
1 day |
3 day |
| R1 |
6,622.8 |
6,622.8 |
| PP |
6,619.3 |
6,619.3 |
| S1 |
6,615.9 |
6,615.9 |
|