Trading Metrics calculated at close of trading on 03-Nov-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Nov-2010 |
03-Nov-2010 |
Change |
Change % |
Previous Week |
Open |
9,080 |
9,220 |
140 |
1.5% |
9,430 |
High |
9,235 |
9,305 |
70 |
0.8% |
9,485 |
Low |
9,075 |
9,180 |
105 |
1.2% |
9,165 |
Close |
9,225 |
9,300 |
75 |
0.8% |
9,185 |
Range |
160 |
125 |
-35 |
-21.9% |
320 |
ATR |
159 |
157 |
-2 |
-1.5% |
0 |
Volume |
6,761 |
9,905 |
3,144 |
46.5% |
37,289 |
|
Daily Pivots for day following 03-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,637 |
9,593 |
9,369 |
|
R3 |
9,512 |
9,468 |
9,335 |
|
R2 |
9,387 |
9,387 |
9,323 |
|
R1 |
9,343 |
9,343 |
9,312 |
9,365 |
PP |
9,262 |
9,262 |
9,262 |
9,273 |
S1 |
9,218 |
9,218 |
9,289 |
9,240 |
S2 |
9,137 |
9,137 |
9,277 |
|
S3 |
9,012 |
9,093 |
9,266 |
|
S4 |
8,887 |
8,968 |
9,231 |
|
|
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 |
9,445 |
9,075 |
370 |
4.0% |
157 |
1.7% |
61% |
False |
False |
8,159 |
10 |
9,580 |
9,075 |
505 |
5.4% |
147 |
1.6% |
45% |
False |
False |
7,838 |
20 |
9,745 |
9,075 |
670 |
7.2% |
148 |
1.6% |
34% |
False |
False |
8,324 |
40 |
9,750 |
9,060 |
690 |
7.4% |
172 |
1.8% |
35% |
False |
False |
9,087 |
60 |
9,750 |
8,775 |
975 |
10.5% |
149 |
1.6% |
54% |
False |
False |
6,361 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,836 |
2.618 |
9,632 |
1.618 |
9,507 |
1.000 |
9,430 |
0.618 |
9,382 |
HIGH |
9,305 |
0.618 |
9,257 |
0.500 |
9,243 |
0.382 |
9,228 |
LOW |
9,180 |
0.618 |
9,103 |
1.000 |
9,055 |
1.618 |
8,978 |
2.618 |
8,853 |
4.250 |
8,649 |
|
|
Fisher Pivots for day following 03-Nov-2010 |
Pivot |
1 day |
3 day |
R1 |
9,281 |
9,263 |
PP |
9,262 |
9,227 |
S1 |
9,243 |
9,190 |
|