Trading Metrics calculated at close of trading on 01-Nov-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Oct-2010 |
01-Nov-2010 |
Change |
Change % |
Previous Week |
Open |
9,350 |
9,185 |
-165 |
-1.8% |
9,430 |
High |
9,355 |
9,290 |
-65 |
-0.7% |
9,485 |
Low |
9,165 |
9,090 |
-75 |
-0.8% |
9,165 |
Close |
9,185 |
9,140 |
-45 |
-0.5% |
9,185 |
Range |
190 |
200 |
10 |
5.3% |
320 |
ATR |
156 |
159 |
3 |
2.0% |
0 |
Volume |
8,571 |
8,884 |
313 |
3.7% |
37,289 |
|
Daily Pivots for day following 01-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,773 |
9,657 |
9,250 |
|
R3 |
9,573 |
9,457 |
9,195 |
|
R2 |
9,373 |
9,373 |
9,177 |
|
R1 |
9,257 |
9,257 |
9,158 |
9,215 |
PP |
9,173 |
9,173 |
9,173 |
9,153 |
S1 |
9,057 |
9,057 |
9,122 |
9,015 |
S2 |
8,973 |
8,973 |
9,103 |
|
S3 |
8,773 |
8,857 |
9,085 |
|
S4 |
8,573 |
8,657 |
9,030 |
|
|
Weekly Pivots for week ending 29-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,238 |
10,032 |
9,361 |
|
R3 |
9,918 |
9,712 |
9,273 |
|
R2 |
9,598 |
9,598 |
9,244 |
|
R1 |
9,392 |
9,392 |
9,214 |
9,335 |
PP |
9,278 |
9,278 |
9,278 |
9,250 |
S1 |
9,072 |
9,072 |
9,156 |
9,015 |
S2 |
8,958 |
8,958 |
9,126 |
|
S3 |
8,638 |
8,752 |
9,097 |
|
S4 |
8,318 |
8,432 |
9,009 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
9,485 |
9,090 |
395 |
4.3% |
152 |
1.7% |
13% |
False |
True |
8,186 |
10 |
9,600 |
9,090 |
510 |
5.6% |
154 |
1.7% |
10% |
False |
True |
8,233 |
20 |
9,750 |
9,090 |
660 |
7.2% |
158 |
1.7% |
8% |
False |
True |
8,742 |
40 |
9,750 |
8,990 |
760 |
8.3% |
173 |
1.9% |
20% |
False |
False |
8,959 |
60 |
9,750 |
8,775 |
975 |
10.7% |
147 |
1.6% |
37% |
False |
False |
6,083 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,140 |
2.618 |
9,814 |
1.618 |
9,614 |
1.000 |
9,490 |
0.618 |
9,414 |
HIGH |
9,290 |
0.618 |
9,214 |
0.500 |
9,190 |
0.382 |
9,167 |
LOW |
9,090 |
0.618 |
8,967 |
1.000 |
8,890 |
1.618 |
8,767 |
2.618 |
8,567 |
4.250 |
8,240 |
|
|
Fisher Pivots for day following 01-Nov-2010 |
Pivot |
1 day |
3 day |
R1 |
9,190 |
9,268 |
PP |
9,173 |
9,225 |
S1 |
9,157 |
9,183 |
|