Trading Metrics calculated at close of trading on 02-Nov-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Nov-2010 |
02-Nov-2010 |
Change |
Change % |
Previous Week |
Open |
9,185 |
9,080 |
-105 |
-1.1% |
9,430 |
High |
9,290 |
9,235 |
-55 |
-0.6% |
9,485 |
Low |
9,090 |
9,075 |
-15 |
-0.2% |
9,165 |
Close |
9,140 |
9,225 |
85 |
0.9% |
9,185 |
Range |
200 |
160 |
-40 |
-20.0% |
320 |
ATR |
159 |
159 |
0 |
0.0% |
0 |
Volume |
8,884 |
6,761 |
-2,123 |
-23.9% |
37,289 |
|
Daily Pivots for day following 02-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,658 |
9,602 |
9,313 |
|
R3 |
9,498 |
9,442 |
9,269 |
|
R2 |
9,338 |
9,338 |
9,254 |
|
R1 |
9,282 |
9,282 |
9,240 |
9,310 |
PP |
9,178 |
9,178 |
9,178 |
9,193 |
S1 |
9,122 |
9,122 |
9,210 |
9,150 |
S2 |
9,018 |
9,018 |
9,196 |
|
S3 |
8,858 |
8,962 |
9,181 |
|
S4 |
8,698 |
8,802 |
9,137 |
|
|
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 |
9,475 |
9,075 |
400 |
4.3% |
159 |
1.7% |
38% |
False |
True |
7,702 |
10 |
9,580 |
9,075 |
505 |
5.5% |
154 |
1.7% |
30% |
False |
True |
7,817 |
20 |
9,750 |
9,075 |
675 |
7.3% |
149 |
1.6% |
22% |
False |
True |
8,242 |
40 |
9,750 |
8,990 |
760 |
8.2% |
172 |
1.9% |
31% |
False |
False |
9,084 |
60 |
9,750 |
8,775 |
975 |
10.6% |
149 |
1.6% |
46% |
False |
False |
6,196 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,915 |
2.618 |
9,654 |
1.618 |
9,494 |
1.000 |
9,395 |
0.618 |
9,334 |
HIGH |
9,235 |
0.618 |
9,174 |
0.500 |
9,155 |
0.382 |
9,136 |
LOW |
9,075 |
0.618 |
8,976 |
1.000 |
8,915 |
1.618 |
8,816 |
2.618 |
8,656 |
4.250 |
8,395 |
|
|
Fisher Pivots for day following 02-Nov-2010 |
Pivot |
1 day |
3 day |
R1 |
9,202 |
9,222 |
PP |
9,178 |
9,218 |
S1 |
9,155 |
9,215 |
|