Trading Metrics calculated at close of trading on 05-Nov-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Nov-2010 |
05-Nov-2010 |
Change |
Change % |
Previous Week |
Open |
9,305 |
9,510 |
205 |
2.2% |
9,185 |
High |
9,510 |
9,720 |
210 |
2.2% |
9,720 |
Low |
9,275 |
9,510 |
235 |
2.5% |
9,075 |
Close |
9,485 |
9,710 |
225 |
2.4% |
9,710 |
Range |
235 |
210 |
-25 |
-10.6% |
645 |
ATR |
162 |
168 |
5 |
3.2% |
0 |
Volume |
9,850 |
15,398 |
5,548 |
56.3% |
50,798 |
|
Daily Pivots for day following 05-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,277 |
10,203 |
9,826 |
|
R3 |
10,067 |
9,993 |
9,768 |
|
R2 |
9,857 |
9,857 |
9,749 |
|
R1 |
9,783 |
9,783 |
9,729 |
9,820 |
PP |
9,647 |
9,647 |
9,647 |
9,665 |
S1 |
9,573 |
9,573 |
9,691 |
9,610 |
S2 |
9,437 |
9,437 |
9,672 |
|
S3 |
9,227 |
9,363 |
9,652 |
|
S4 |
9,017 |
9,153 |
9,595 |
|
|
Weekly Pivots for week ending 05-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,437 |
11,218 |
10,065 |
|
R3 |
10,792 |
10,573 |
9,888 |
|
R2 |
10,147 |
10,147 |
9,828 |
|
R1 |
9,928 |
9,928 |
9,769 |
10,038 |
PP |
9,502 |
9,502 |
9,502 |
9,556 |
S1 |
9,283 |
9,283 |
9,651 |
9,393 |
S2 |
8,857 |
8,857 |
9,592 |
|
S3 |
8,212 |
8,638 |
9,533 |
|
S4 |
7,567 |
7,993 |
9,355 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
9,720 |
9,075 |
645 |
6.6% |
186 |
1.9% |
98% |
True |
False |
10,159 |
10 |
9,720 |
9,075 |
645 |
6.6% |
159 |
1.6% |
98% |
True |
False |
8,808 |
20 |
9,720 |
9,075 |
645 |
6.6% |
154 |
1.6% |
98% |
True |
False |
8,536 |
40 |
9,750 |
9,075 |
675 |
7.0% |
176 |
1.8% |
94% |
False |
False |
9,323 |
60 |
9,750 |
8,775 |
975 |
10.0% |
156 |
1.6% |
96% |
False |
False |
6,781 |
80 |
9,790 |
8,775 |
1,015 |
10.5% |
120 |
1.2% |
92% |
False |
False |
5,088 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,613 |
2.618 |
10,270 |
1.618 |
10,060 |
1.000 |
9,930 |
0.618 |
9,850 |
HIGH |
9,720 |
0.618 |
9,640 |
0.500 |
9,615 |
0.382 |
9,590 |
LOW |
9,510 |
0.618 |
9,380 |
1.000 |
9,300 |
1.618 |
9,170 |
2.618 |
8,960 |
4.250 |
8,618 |
|
|
Fisher Pivots for day following 05-Nov-2010 |
Pivot |
1 day |
3 day |
R1 |
9,678 |
9,623 |
PP |
9,647 |
9,537 |
S1 |
9,615 |
9,450 |
|