Trading Metrics calculated at close of trading on 05-Nov-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Nov-2010 |
05-Nov-2010 |
Change |
Change % |
Previous Week |
Open |
6,670.5 |
6,745.0 |
74.5 |
1.1% |
6,666.5 |
High |
6,766.5 |
6,786.0 |
19.5 |
0.3% |
6,786.0 |
Low |
6,665.0 |
6,720.0 |
55.0 |
0.8% |
6,565.5 |
Close |
6,738.0 |
6,756.0 |
18.0 |
0.3% |
6,756.0 |
Range |
101.5 |
66.0 |
-35.5 |
-35.0% |
220.5 |
ATR |
91.4 |
89.6 |
-1.8 |
-2.0% |
0.0 |
Volume |
0 |
135,592 |
135,592 |
|
524,323 |
|
Daily Pivots for day following 05-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,952.0 |
6,920.0 |
6,792.3 |
|
R3 |
6,886.0 |
6,854.0 |
6,774.2 |
|
R2 |
6,820.0 |
6,820.0 |
6,768.1 |
|
R1 |
6,788.0 |
6,788.0 |
6,762.1 |
6,804.0 |
PP |
6,754.0 |
6,754.0 |
6,754.0 |
6,762.0 |
S1 |
6,722.0 |
6,722.0 |
6,750.0 |
6,738.0 |
S2 |
6,688.0 |
6,688.0 |
6,743.9 |
|
S3 |
6,622.0 |
6,656.0 |
6,737.9 |
|
S4 |
6,556.0 |
6,590.0 |
6,719.7 |
|
|
Weekly Pivots for week ending 05-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,364.0 |
7,280.5 |
6,877.3 |
|
R3 |
7,143.5 |
7,060.0 |
6,816.6 |
|
R2 |
6,923.0 |
6,923.0 |
6,796.4 |
|
R1 |
6,839.5 |
6,839.5 |
6,776.2 |
6,881.3 |
PP |
6,702.5 |
6,702.5 |
6,702.5 |
6,723.4 |
S1 |
6,619.0 |
6,619.0 |
6,735.8 |
6,660.8 |
S2 |
6,482.0 |
6,482.0 |
6,715.6 |
|
S3 |
6,261.5 |
6,398.5 |
6,695.4 |
|
S4 |
6,041.0 |
6,178.0 |
6,634.7 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
6,786.0 |
6,565.5 |
220.5 |
3.3% |
89.6 |
1.3% |
86% |
True |
False |
104,864 |
10 |
6,786.0 |
6,562.5 |
223.5 |
3.3% |
77.6 |
1.1% |
87% |
True |
False |
115,463 |
20 |
6,786.0 |
6,230.0 |
556.0 |
8.2% |
80.2 |
1.2% |
95% |
True |
False |
100,491 |
40 |
6,786.0 |
6,118.5 |
667.5 |
9.9% |
89.7 |
1.3% |
96% |
True |
False |
108,939 |
60 |
6,786.0 |
5,830.0 |
956.0 |
14.2% |
90.9 |
1.3% |
97% |
True |
False |
73,578 |
80 |
6,786.0 |
5,830.0 |
956.0 |
14.2% |
92.1 |
1.4% |
97% |
True |
False |
55,261 |
100 |
6,786.0 |
5,818.0 |
968.0 |
14.3% |
95.2 |
1.4% |
97% |
True |
False |
44,307 |
120 |
6,786.0 |
5,625.0 |
1,161.0 |
17.2% |
98.4 |
1.5% |
97% |
True |
False |
37,384 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,066.5 |
2.618 |
6,958.8 |
1.618 |
6,892.8 |
1.000 |
6,852.0 |
0.618 |
6,826.8 |
HIGH |
6,786.0 |
0.618 |
6,760.8 |
0.500 |
6,753.0 |
0.382 |
6,745.2 |
LOW |
6,720.0 |
0.618 |
6,679.2 |
1.000 |
6,654.0 |
1.618 |
6,613.2 |
2.618 |
6,547.2 |
4.250 |
6,439.5 |
|
|
Fisher Pivots for day following 05-Nov-2010 |
Pivot |
1 day |
3 day |
R1 |
6,755.0 |
6,736.4 |
PP |
6,754.0 |
6,716.8 |
S1 |
6,753.0 |
6,697.3 |
|