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 |
1,192.75 |
1,197.50 |
4.75 |
0.4% |
1,180.75 |
High |
1,198.00 |
1,218.75 |
20.75 |
1.7% |
1,193.00 |
Low |
1,179.50 |
1,195.25 |
15.75 |
1.3% |
1,167.75 |
Close |
1,197.25 |
1,218.50 |
21.25 |
1.8% |
1,179.75 |
Range |
18.50 |
23.50 |
5.00 |
27.0% |
25.25 |
ATR |
15.90 |
16.44 |
0.54 |
3.4% |
0.00 |
Volume |
2,360,503 |
2,299,798 |
-60,705 |
-2.6% |
9,504,008 |
|
Daily Pivots for day following 04-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,281.25 |
1,273.50 |
1,231.50 |
|
R3 |
1,257.75 |
1,250.00 |
1,225.00 |
|
R2 |
1,234.25 |
1,234.25 |
1,222.75 |
|
R1 |
1,226.50 |
1,226.50 |
1,220.75 |
1,230.50 |
PP |
1,210.75 |
1,210.75 |
1,210.75 |
1,212.75 |
S1 |
1,203.00 |
1,203.00 |
1,216.25 |
1,207.00 |
S2 |
1,187.25 |
1,187.25 |
1,214.25 |
|
S3 |
1,163.75 |
1,179.50 |
1,212.00 |
|
S4 |
1,140.25 |
1,156.00 |
1,205.50 |
|
|
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 |
1,218.75 |
1,172.00 |
46.75 |
3.8% |
16.75 |
1.4% |
99% |
True |
False |
2,002,537 |
10 |
1,218.75 |
1,167.75 |
51.00 |
4.2% |
14.75 |
1.2% |
100% |
True |
False |
1,896,997 |
20 |
1,218.75 |
1,145.50 |
73.25 |
6.0% |
16.25 |
1.3% |
100% |
True |
False |
2,012,593 |
40 |
1,218.75 |
1,095.50 |
123.25 |
10.1% |
16.00 |
1.3% |
100% |
True |
False |
1,998,060 |
60 |
1,218.75 |
1,032.50 |
186.25 |
15.3% |
17.00 |
1.4% |
100% |
True |
False |
1,359,349 |
80 |
1,218.75 |
1,032.50 |
186.25 |
15.3% |
17.75 |
1.5% |
100% |
True |
False |
1,020,335 |
100 |
1,218.75 |
998.75 |
220.00 |
18.1% |
18.50 |
1.5% |
100% |
True |
False |
816,559 |
120 |
1,218.75 |
998.75 |
220.00 |
18.1% |
20.00 |
1.6% |
100% |
True |
False |
680,491 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,318.50 |
2.618 |
1,280.25 |
1.618 |
1,256.75 |
1.000 |
1,242.25 |
0.618 |
1,233.25 |
HIGH |
1,218.75 |
0.618 |
1,209.75 |
0.500 |
1,207.00 |
0.382 |
1,204.25 |
LOW |
1,195.25 |
0.618 |
1,180.75 |
1.000 |
1,171.75 |
1.618 |
1,157.25 |
2.618 |
1,133.75 |
4.250 |
1,095.50 |
|
|
Fisher Pivots for day following 04-Nov-2010 |
Pivot |
1 day |
3 day |
R1 |
1,214.75 |
1,212.00 |
PP |
1,210.75 |
1,205.50 |
S1 |
1,207.00 |
1,199.00 |
|