Trading Metrics calculated at close of trading on 08-Nov-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Nov-2010 |
08-Nov-2010 |
Change |
Change % |
Previous Week |
Open |
1,218.25 |
1,220.50 |
2.25 |
0.2% |
1,180.50 |
High |
1,224.50 |
1,222.25 |
-2.25 |
-0.2% |
1,224.50 |
Low |
1,212.50 |
1,214.75 |
2.25 |
0.2% |
1,173.75 |
Close |
1,222.00 |
1,220.00 |
-2.00 |
-0.2% |
1,222.00 |
Range |
12.00 |
7.50 |
-4.50 |
-37.5% |
50.75 |
ATR |
16.12 |
15.51 |
-0.62 |
-3.8% |
0.00 |
Volume |
2,101,279 |
1,511,467 |
-589,812 |
-28.1% |
10,362,421 |
|
Daily Pivots for day following 08-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,241.50 |
1,238.25 |
1,224.00 |
|
R3 |
1,234.00 |
1,230.75 |
1,222.00 |
|
R2 |
1,226.50 |
1,226.50 |
1,221.50 |
|
R1 |
1,223.25 |
1,223.25 |
1,220.75 |
1,221.00 |
PP |
1,219.00 |
1,219.00 |
1,219.00 |
1,218.00 |
S1 |
1,215.75 |
1,215.75 |
1,219.25 |
1,213.50 |
S2 |
1,211.50 |
1,211.50 |
1,218.50 |
|
S3 |
1,204.00 |
1,208.25 |
1,218.00 |
|
S4 |
1,196.50 |
1,200.75 |
1,216.00 |
|
|
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 |
1,179.50 |
45.00 |
3.7% |
14.75 |
1.2% |
90% |
False |
False |
1,969,341 |
10 |
1,224.50 |
1,167.75 |
56.75 |
4.7% |
14.75 |
1.2% |
92% |
False |
False |
1,962,538 |
20 |
1,224.50 |
1,151.75 |
72.75 |
6.0% |
15.75 |
1.3% |
94% |
False |
False |
2,044,762 |
40 |
1,224.50 |
1,109.00 |
115.50 |
9.5% |
15.75 |
1.3% |
96% |
False |
False |
2,000,574 |
60 |
1,224.50 |
1,032.50 |
192.00 |
15.7% |
16.75 |
1.4% |
98% |
False |
False |
1,419,412 |
80 |
1,224.50 |
1,032.50 |
192.00 |
15.7% |
17.25 |
1.4% |
98% |
False |
False |
1,065,428 |
100 |
1,224.50 |
998.75 |
225.75 |
18.5% |
18.25 |
1.5% |
98% |
False |
False |
852,684 |
120 |
1,224.50 |
998.75 |
225.75 |
18.5% |
19.75 |
1.6% |
98% |
False |
False |
710,592 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,254.00 |
2.618 |
1,242.00 |
1.618 |
1,234.50 |
1.000 |
1,229.75 |
0.618 |
1,227.00 |
HIGH |
1,222.25 |
0.618 |
1,219.50 |
0.500 |
1,218.50 |
0.382 |
1,217.50 |
LOW |
1,214.75 |
0.618 |
1,210.00 |
1.000 |
1,207.25 |
1.618 |
1,202.50 |
2.618 |
1,195.00 |
4.250 |
1,183.00 |
|
|
Fisher Pivots for day following 08-Nov-2010 |
Pivot |
1 day |
3 day |
R1 |
1,219.50 |
1,216.50 |
PP |
1,219.00 |
1,213.25 |
S1 |
1,218.50 |
1,210.00 |
|