Trading Metrics calculated at close of trading on 02-Nov-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Nov-2010 |
02-Nov-2010 |
Change |
Change % |
Previous Week |
Open |
1,180.50 |
1,182.75 |
2.25 |
0.2% |
1,180.75 |
High |
1,192.75 |
1,193.50 |
0.75 |
0.1% |
1,193.00 |
Low |
1,173.75 |
1,180.75 |
7.00 |
0.6% |
1,167.75 |
Close |
1,183.00 |
1,192.75 |
9.75 |
0.8% |
1,179.75 |
Range |
19.00 |
12.75 |
-6.25 |
-32.9% |
25.25 |
ATR |
15.92 |
15.70 |
-0.23 |
-1.4% |
0.00 |
Volume |
2,027,182 |
1,573,659 |
-453,523 |
-22.4% |
9,504,008 |
|
Daily Pivots for day following 02-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,227.25 |
1,222.75 |
1,199.75 |
|
R3 |
1,214.50 |
1,210.00 |
1,196.25 |
|
R2 |
1,201.75 |
1,201.75 |
1,195.00 |
|
R1 |
1,197.25 |
1,197.25 |
1,194.00 |
1,199.50 |
PP |
1,189.00 |
1,189.00 |
1,189.00 |
1,190.00 |
S1 |
1,184.50 |
1,184.50 |
1,191.50 |
1,186.75 |
S2 |
1,176.25 |
1,176.25 |
1,190.50 |
|
S3 |
1,163.50 |
1,171.75 |
1,189.25 |
|
S4 |
1,150.75 |
1,159.00 |
1,185.75 |
|
|
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 |
1,193.50 |
1,167.75 |
25.75 |
2.2% |
15.00 |
1.3% |
97% |
True |
False |
1,921,698 |
10 |
1,193.50 |
1,160.50 |
33.00 |
2.8% |
14.50 |
1.2% |
98% |
True |
False |
1,900,447 |
20 |
1,193.50 |
1,145.50 |
48.00 |
4.0% |
15.25 |
1.3% |
98% |
True |
False |
1,965,041 |
40 |
1,193.50 |
1,081.75 |
111.75 |
9.4% |
15.50 |
1.3% |
99% |
True |
False |
1,917,968 |
60 |
1,193.50 |
1,032.50 |
161.00 |
13.5% |
17.00 |
1.4% |
100% |
True |
False |
1,281,754 |
80 |
1,193.50 |
1,032.50 |
161.00 |
13.5% |
17.75 |
1.5% |
100% |
True |
False |
962,126 |
100 |
1,193.50 |
998.75 |
194.75 |
16.3% |
18.50 |
1.5% |
100% |
True |
False |
769,970 |
120 |
1,193.50 |
998.75 |
194.75 |
16.3% |
20.25 |
1.7% |
100% |
True |
False |
641,656 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,247.75 |
2.618 |
1,227.00 |
1.618 |
1,214.25 |
1.000 |
1,206.25 |
0.618 |
1,201.50 |
HIGH |
1,193.50 |
0.618 |
1,188.75 |
0.500 |
1,187.00 |
0.382 |
1,185.50 |
LOW |
1,180.75 |
0.618 |
1,172.75 |
1.000 |
1,168.00 |
1.618 |
1,160.00 |
2.618 |
1,147.25 |
4.250 |
1,126.50 |
|
|
Fisher Pivots for day following 02-Nov-2010 |
Pivot |
1 day |
3 day |
R1 |
1,191.00 |
1,189.50 |
PP |
1,189.00 |
1,186.00 |
S1 |
1,187.00 |
1,182.75 |
|