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 |
1,182.75 |
1,192.75 |
10.00 |
0.8% |
1,180.75 |
High |
1,193.50 |
1,198.00 |
4.50 |
0.4% |
1,193.00 |
Low |
1,180.75 |
1,179.50 |
-1.25 |
-0.1% |
1,167.75 |
Close |
1,192.75 |
1,197.25 |
4.50 |
0.4% |
1,179.75 |
Range |
12.75 |
18.50 |
5.75 |
45.1% |
25.25 |
ATR |
15.70 |
15.90 |
0.20 |
1.3% |
0.00 |
Volume |
1,573,659 |
2,360,503 |
786,844 |
50.0% |
9,504,008 |
|
Daily Pivots for day following 03-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,247.00 |
1,240.75 |
1,207.50 |
|
R3 |
1,228.50 |
1,222.25 |
1,202.25 |
|
R2 |
1,210.00 |
1,210.00 |
1,200.75 |
|
R1 |
1,203.75 |
1,203.75 |
1,199.00 |
1,207.00 |
PP |
1,191.50 |
1,191.50 |
1,191.50 |
1,193.25 |
S1 |
1,185.25 |
1,185.25 |
1,195.50 |
1,188.50 |
S2 |
1,173.00 |
1,173.00 |
1,193.75 |
|
S3 |
1,154.50 |
1,166.75 |
1,192.25 |
|
S4 |
1,136.00 |
1,148.25 |
1,187.00 |
|
|
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 |
1,198.00 |
1,172.00 |
26.00 |
2.2% |
15.00 |
1.2% |
97% |
True |
False |
1,945,573 |
10 |
1,198.00 |
1,167.25 |
30.75 |
2.6% |
14.25 |
1.2% |
98% |
True |
False |
1,907,748 |
20 |
1,198.00 |
1,145.50 |
52.50 |
4.4% |
15.75 |
1.3% |
99% |
True |
False |
1,997,022 |
40 |
1,198.00 |
1,092.00 |
106.00 |
8.9% |
15.75 |
1.3% |
99% |
True |
False |
1,968,913 |
60 |
1,198.00 |
1,032.50 |
165.50 |
13.8% |
17.25 |
1.4% |
100% |
True |
False |
1,321,083 |
80 |
1,198.00 |
1,032.50 |
165.50 |
13.8% |
17.75 |
1.5% |
100% |
True |
False |
991,617 |
100 |
1,198.00 |
998.75 |
199.25 |
16.6% |
18.50 |
1.5% |
100% |
True |
False |
793,574 |
120 |
1,198.00 |
998.75 |
199.25 |
16.6% |
20.00 |
1.7% |
100% |
True |
False |
661,326 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,276.50 |
2.618 |
1,246.50 |
1.618 |
1,228.00 |
1.000 |
1,216.50 |
0.618 |
1,209.50 |
HIGH |
1,198.00 |
0.618 |
1,191.00 |
0.500 |
1,188.75 |
0.382 |
1,186.50 |
LOW |
1,179.50 |
0.618 |
1,168.00 |
1.000 |
1,161.00 |
1.618 |
1,149.50 |
2.618 |
1,131.00 |
4.250 |
1,101.00 |
|
|
Fisher Pivots for day following 03-Nov-2010 |
Pivot |
1 day |
3 day |
R1 |
1,194.50 |
1,193.50 |
PP |
1,191.50 |
1,189.75 |
S1 |
1,188.75 |
1,186.00 |
|