| 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 |
6,609.5 |
6,674.0 |
64.5 |
1.0% |
6,667.5 |
| High |
6,684.0 |
6,693.5 |
9.5 |
0.1% |
6,684.0 |
| Low |
6,603.0 |
6,608.5 |
5.5 |
0.1% |
6,562.5 |
| Close |
6,664.0 |
6,617.5 |
-46.5 |
-0.7% |
6,619.5 |
| Range |
81.0 |
85.0 |
4.0 |
4.9% |
121.5 |
| ATR |
87.1 |
87.0 |
-0.2 |
-0.2% |
0.0 |
| Volume |
110,579 |
134,306 |
23,727 |
21.5% |
630,312 |
|
| Daily Pivots for day following 03-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,894.8 |
6,841.2 |
6,664.3 |
|
| R3 |
6,809.8 |
6,756.2 |
6,640.9 |
|
| R2 |
6,724.8 |
6,724.8 |
6,633.1 |
|
| R1 |
6,671.2 |
6,671.2 |
6,625.3 |
6,655.5 |
| PP |
6,639.8 |
6,639.8 |
6,639.8 |
6,632.0 |
| S1 |
6,586.2 |
6,586.2 |
6,609.7 |
6,570.5 |
| S2 |
6,554.8 |
6,554.8 |
6,601.9 |
|
| S3 |
6,469.8 |
6,501.2 |
6,594.1 |
|
| S4 |
6,384.8 |
6,416.2 |
6,570.8 |
|
|
| 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 |
6,693.5 |
6,565.5 |
128.0 |
1.9% |
83.0 |
1.3% |
41% |
True |
False |
128,475 |
| 10 |
6,693.5 |
6,514.0 |
179.5 |
2.7% |
76.4 |
1.2% |
58% |
True |
False |
127,545 |
| 20 |
6,693.5 |
6,230.0 |
463.5 |
7.0% |
79.7 |
1.2% |
84% |
True |
False |
100,806 |
| 40 |
6,693.5 |
6,118.5 |
575.0 |
8.7% |
88.9 |
1.3% |
87% |
True |
False |
106,259 |
| 60 |
6,693.5 |
5,830.0 |
863.5 |
13.0% |
91.0 |
1.4% |
91% |
True |
False |
71,325 |
| 80 |
6,693.5 |
5,830.0 |
863.5 |
13.0% |
93.7 |
1.4% |
91% |
True |
False |
53,575 |
| 100 |
6,693.5 |
5,818.0 |
875.5 |
13.2% |
94.9 |
1.4% |
91% |
True |
False |
43,161 |
| 120 |
6,693.5 |
5,625.0 |
1,068.5 |
16.1% |
100.6 |
1.5% |
93% |
True |
False |
36,259 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,054.8 |
|
2.618 |
6,916.0 |
|
1.618 |
6,831.0 |
|
1.000 |
6,778.5 |
|
0.618 |
6,746.0 |
|
HIGH |
6,693.5 |
|
0.618 |
6,661.0 |
|
0.500 |
6,651.0 |
|
0.382 |
6,641.0 |
|
LOW |
6,608.5 |
|
0.618 |
6,556.0 |
|
1.000 |
6,523.5 |
|
1.618 |
6,471.0 |
|
2.618 |
6,386.0 |
|
4.250 |
6,247.3 |
|
|
| Fisher Pivots for day following 03-Nov-2010 |
| Pivot |
1 day |
3 day |
| R1 |
6,651.0 |
6,629.5 |
| PP |
6,639.8 |
6,625.5 |
| S1 |
6,628.7 |
6,621.5 |
|