Trading Metrics calculated at close of trading on 04-Nov-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Nov-2010 |
04-Nov-2010 |
Change |
Change % |
Previous Week |
Open |
9,220 |
9,305 |
85 |
0.9% |
9,430 |
High |
9,305 |
9,510 |
205 |
2.2% |
9,485 |
Low |
9,180 |
9,275 |
95 |
1.0% |
9,165 |
Close |
9,300 |
9,485 |
185 |
2.0% |
9,185 |
Range |
125 |
235 |
110 |
88.0% |
320 |
ATR |
157 |
162 |
6 |
3.6% |
0 |
Volume |
9,905 |
9,850 |
-55 |
-0.6% |
37,289 |
|
Daily Pivots for day following 04-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,128 |
10,042 |
9,614 |
|
R3 |
9,893 |
9,807 |
9,550 |
|
R2 |
9,658 |
9,658 |
9,528 |
|
R1 |
9,572 |
9,572 |
9,507 |
9,615 |
PP |
9,423 |
9,423 |
9,423 |
9,445 |
S1 |
9,337 |
9,337 |
9,464 |
9,380 |
S2 |
9,188 |
9,188 |
9,442 |
|
S3 |
8,953 |
9,102 |
9,421 |
|
S4 |
8,718 |
8,867 |
9,356 |
|
|
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 |
9,510 |
9,075 |
435 |
4.6% |
182 |
1.9% |
94% |
True |
False |
8,794 |
10 |
9,510 |
9,075 |
435 |
4.6% |
148 |
1.6% |
94% |
True |
False |
7,828 |
20 |
9,700 |
9,075 |
625 |
6.6% |
153 |
1.6% |
66% |
False |
False |
8,230 |
40 |
9,750 |
9,075 |
675 |
7.1% |
175 |
1.8% |
61% |
False |
False |
9,113 |
60 |
9,750 |
8,775 |
975 |
10.3% |
153 |
1.6% |
73% |
False |
False |
6,525 |
80 |
9,790 |
8,775 |
1,015 |
10.7% |
118 |
1.2% |
70% |
False |
False |
4,896 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,509 |
2.618 |
10,125 |
1.618 |
9,890 |
1.000 |
9,745 |
0.618 |
9,655 |
HIGH |
9,510 |
0.618 |
9,420 |
0.500 |
9,393 |
0.382 |
9,365 |
LOW |
9,275 |
0.618 |
9,130 |
1.000 |
9,040 |
1.618 |
8,895 |
2.618 |
8,660 |
4.250 |
8,276 |
|
|
Fisher Pivots for day following 04-Nov-2010 |
Pivot |
1 day |
3 day |
R1 |
9,454 |
9,421 |
PP |
9,423 |
9,357 |
S1 |
9,393 |
9,293 |
|