| 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 |
6,674.0 |
6,670.5 |
-3.5 |
-0.1% |
6,667.5 |
| High |
6,693.5 |
6,766.5 |
73.0 |
1.1% |
6,684.0 |
| Low |
6,608.5 |
6,665.0 |
56.5 |
0.9% |
6,562.5 |
| Close |
6,617.5 |
6,738.0 |
120.5 |
1.8% |
6,619.5 |
| Range |
85.0 |
101.5 |
16.5 |
19.4% |
121.5 |
| ATR |
87.0 |
91.4 |
4.4 |
5.1% |
0.0 |
| Volume |
134,306 |
0 |
-134,306 |
-100.0% |
630,312 |
|
| Daily Pivots for day following 04-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,027.7 |
6,984.3 |
6,793.8 |
|
| R3 |
6,926.2 |
6,882.8 |
6,765.9 |
|
| R2 |
6,824.7 |
6,824.7 |
6,756.6 |
|
| R1 |
6,781.3 |
6,781.3 |
6,747.3 |
6,803.0 |
| PP |
6,723.2 |
6,723.2 |
6,723.2 |
6,734.0 |
| S1 |
6,679.8 |
6,679.8 |
6,728.7 |
6,701.5 |
| S2 |
6,621.7 |
6,621.7 |
6,719.4 |
|
| S3 |
6,520.2 |
6,578.3 |
6,710.1 |
|
| S4 |
6,418.7 |
6,476.8 |
6,682.2 |
|
|
| 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 |
6,766.5 |
6,565.5 |
201.0 |
3.0% |
88.8 |
1.3% |
86% |
True |
False |
101,725 |
| 10 |
6,766.5 |
6,562.5 |
204.0 |
3.0% |
74.8 |
1.1% |
86% |
True |
False |
111,423 |
| 20 |
6,766.5 |
6,230.0 |
536.5 |
8.0% |
80.3 |
1.2% |
95% |
True |
False |
93,711 |
| 40 |
6,766.5 |
6,118.5 |
648.0 |
9.6% |
88.9 |
1.3% |
96% |
True |
False |
106,073 |
| 60 |
6,766.5 |
5,830.0 |
936.5 |
13.9% |
91.4 |
1.4% |
97% |
True |
False |
71,321 |
| 80 |
6,766.5 |
5,830.0 |
936.5 |
13.9% |
93.6 |
1.4% |
97% |
True |
False |
53,572 |
| 100 |
6,766.5 |
5,818.0 |
948.5 |
14.1% |
95.2 |
1.4% |
97% |
True |
False |
42,993 |
| 120 |
6,766.5 |
5,625.0 |
1,141.5 |
16.9% |
99.3 |
1.5% |
98% |
True |
False |
36,257 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,197.9 |
|
2.618 |
7,032.2 |
|
1.618 |
6,930.7 |
|
1.000 |
6,868.0 |
|
0.618 |
6,829.2 |
|
HIGH |
6,766.5 |
|
0.618 |
6,727.7 |
|
0.500 |
6,715.8 |
|
0.382 |
6,703.8 |
|
LOW |
6,665.0 |
|
0.618 |
6,602.3 |
|
1.000 |
6,563.5 |
|
1.618 |
6,500.8 |
|
2.618 |
6,399.3 |
|
4.250 |
6,233.6 |
|
|
| Fisher Pivots for day following 04-Nov-2010 |
| Pivot |
1 day |
3 day |
| R1 |
6,730.6 |
6,720.3 |
| PP |
6,723.2 |
6,702.5 |
| S1 |
6,715.8 |
6,684.8 |
|