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 |
1,197.50 |
1,218.25 |
20.75 |
1.7% |
1,180.50 |
High |
1,218.75 |
1,224.50 |
5.75 |
0.5% |
1,224.50 |
Low |
1,195.25 |
1,212.50 |
17.25 |
1.4% |
1,173.75 |
Close |
1,218.50 |
1,222.00 |
3.50 |
0.3% |
1,222.00 |
Range |
23.50 |
12.00 |
-11.50 |
-48.9% |
50.75 |
ATR |
16.44 |
16.12 |
-0.32 |
-1.9% |
0.00 |
Volume |
2,299,798 |
2,101,279 |
-198,519 |
-8.6% |
10,362,421 |
|
Daily Pivots for day following 05-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,255.75 |
1,250.75 |
1,228.50 |
|
R3 |
1,243.75 |
1,238.75 |
1,225.25 |
|
R2 |
1,231.75 |
1,231.75 |
1,224.25 |
|
R1 |
1,226.75 |
1,226.75 |
1,223.00 |
1,229.25 |
PP |
1,219.75 |
1,219.75 |
1,219.75 |
1,221.00 |
S1 |
1,214.75 |
1,214.75 |
1,221.00 |
1,217.25 |
S2 |
1,207.75 |
1,207.75 |
1,219.75 |
|
S3 |
1,195.75 |
1,202.75 |
1,218.75 |
|
S4 |
1,183.75 |
1,190.75 |
1,215.50 |
|
|
Weekly Pivots for week ending 05-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,359.00 |
1,341.25 |
1,250.00 |
|
R3 |
1,308.25 |
1,290.50 |
1,236.00 |
|
R2 |
1,257.50 |
1,257.50 |
1,231.25 |
|
R1 |
1,239.75 |
1,239.75 |
1,226.75 |
1,248.50 |
PP |
1,206.75 |
1,206.75 |
1,206.75 |
1,211.25 |
S1 |
1,189.00 |
1,189.00 |
1,217.25 |
1,198.00 |
S2 |
1,156.00 |
1,156.00 |
1,212.75 |
|
S3 |
1,105.25 |
1,138.25 |
1,208.00 |
|
S4 |
1,054.50 |
1,087.50 |
1,194.00 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,224.50 |
1,173.75 |
50.75 |
4.2% |
17.25 |
1.4% |
95% |
True |
False |
2,072,484 |
10 |
1,224.50 |
1,167.75 |
56.75 |
4.6% |
15.25 |
1.2% |
96% |
True |
False |
1,986,642 |
20 |
1,224.50 |
1,151.75 |
72.75 |
6.0% |
15.75 |
1.3% |
97% |
True |
False |
2,019,473 |
40 |
1,224.50 |
1,108.00 |
116.50 |
9.5% |
16.00 |
1.3% |
98% |
True |
False |
2,012,336 |
60 |
1,224.50 |
1,032.50 |
192.00 |
15.7% |
17.00 |
1.4% |
99% |
True |
False |
1,394,274 |
80 |
1,224.50 |
1,032.50 |
192.00 |
15.7% |
17.50 |
1.4% |
99% |
True |
False |
1,046,565 |
100 |
1,224.50 |
998.75 |
225.75 |
18.5% |
18.25 |
1.5% |
99% |
True |
False |
837,570 |
120 |
1,224.50 |
998.75 |
225.75 |
18.5% |
19.75 |
1.6% |
99% |
True |
False |
698,001 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,275.50 |
2.618 |
1,256.00 |
1.618 |
1,244.00 |
1.000 |
1,236.50 |
0.618 |
1,232.00 |
HIGH |
1,224.50 |
0.618 |
1,220.00 |
0.500 |
1,218.50 |
0.382 |
1,217.00 |
LOW |
1,212.50 |
0.618 |
1,205.00 |
1.000 |
1,200.50 |
1.618 |
1,193.00 |
2.618 |
1,181.00 |
4.250 |
1,161.50 |
|
|
Fisher Pivots for day following 05-Nov-2010 |
Pivot |
1 day |
3 day |
R1 |
1,220.75 |
1,215.25 |
PP |
1,219.75 |
1,208.75 |
S1 |
1,218.50 |
1,202.00 |
|