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 |
1,179.25 |
1,180.50 |
1.25 |
0.1% |
1,180.75 |
High |
1,182.50 |
1,192.75 |
10.25 |
0.9% |
1,193.00 |
Low |
1,172.00 |
1,173.75 |
1.75 |
0.1% |
1,167.75 |
Close |
1,179.75 |
1,183.00 |
3.25 |
0.3% |
1,179.75 |
Range |
10.50 |
19.00 |
8.50 |
81.0% |
25.25 |
ATR |
15.68 |
15.92 |
0.24 |
1.5% |
0.00 |
Volume |
1,751,544 |
2,027,182 |
275,638 |
15.7% |
9,504,008 |
|
Daily Pivots for day following 01-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,240.25 |
1,230.50 |
1,193.50 |
|
R3 |
1,221.25 |
1,211.50 |
1,188.25 |
|
R2 |
1,202.25 |
1,202.25 |
1,186.50 |
|
R1 |
1,192.50 |
1,192.50 |
1,184.75 |
1,197.50 |
PP |
1,183.25 |
1,183.25 |
1,183.25 |
1,185.50 |
S1 |
1,173.50 |
1,173.50 |
1,181.25 |
1,178.50 |
S2 |
1,164.25 |
1,164.25 |
1,179.50 |
|
S3 |
1,145.25 |
1,154.50 |
1,177.75 |
|
S4 |
1,126.25 |
1,135.50 |
1,172.50 |
|
|
Weekly Pivots for week ending 29-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,256.00 |
1,243.00 |
1,193.75 |
|
R3 |
1,230.75 |
1,217.75 |
1,186.75 |
|
R2 |
1,205.50 |
1,205.50 |
1,184.50 |
|
R1 |
1,192.50 |
1,192.50 |
1,182.00 |
1,186.50 |
PP |
1,180.25 |
1,180.25 |
1,180.25 |
1,177.00 |
S1 |
1,167.25 |
1,167.25 |
1,177.50 |
1,161.00 |
S2 |
1,155.00 |
1,155.00 |
1,175.00 |
|
S3 |
1,129.75 |
1,142.00 |
1,172.75 |
|
S4 |
1,104.50 |
1,116.75 |
1,165.75 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,192.75 |
1,167.75 |
25.00 |
2.1% |
14.50 |
1.2% |
61% |
True |
False |
1,955,735 |
10 |
1,193.00 |
1,155.50 |
37.50 |
3.2% |
15.50 |
1.3% |
73% |
False |
False |
2,048,672 |
20 |
1,193.00 |
1,132.75 |
60.25 |
5.1% |
16.00 |
1.4% |
83% |
False |
False |
1,996,467 |
40 |
1,193.00 |
1,081.75 |
111.25 |
9.4% |
15.75 |
1.3% |
91% |
False |
False |
1,879,618 |
60 |
1,193.00 |
1,032.50 |
160.50 |
13.6% |
17.00 |
1.4% |
94% |
False |
False |
1,255,563 |
80 |
1,193.00 |
1,032.50 |
160.50 |
13.6% |
17.75 |
1.5% |
94% |
False |
False |
942,470 |
100 |
1,193.00 |
998.75 |
194.25 |
16.4% |
18.50 |
1.6% |
95% |
False |
False |
754,234 |
120 |
1,193.00 |
998.75 |
194.25 |
16.4% |
20.25 |
1.7% |
95% |
False |
False |
628,543 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,273.50 |
2.618 |
1,242.50 |
1.618 |
1,223.50 |
1.000 |
1,211.75 |
0.618 |
1,204.50 |
HIGH |
1,192.75 |
0.618 |
1,185.50 |
0.500 |
1,183.25 |
0.382 |
1,181.00 |
LOW |
1,173.75 |
0.618 |
1,162.00 |
1.000 |
1,154.75 |
1.618 |
1,143.00 |
2.618 |
1,124.00 |
4.250 |
1,093.00 |
|
|
Fisher Pivots for day following 01-Nov-2010 |
Pivot |
1 day |
3 day |
R1 |
1,183.25 |
1,182.75 |
PP |
1,183.25 |
1,182.50 |
S1 |
1,183.00 |
1,182.50 |
|