Trading Metrics calculated at close of trading on 08-Nov-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Nov-2010 |
08-Nov-2010 |
Change |
Change % |
Previous Week |
Open |
9,510 |
9,710 |
200 |
2.1% |
9,185 |
High |
9,720 |
9,755 |
35 |
0.4% |
9,720 |
Low |
9,510 |
9,685 |
175 |
1.8% |
9,075 |
Close |
9,710 |
9,725 |
15 |
0.2% |
9,710 |
Range |
210 |
70 |
-140 |
-66.7% |
645 |
ATR |
168 |
161 |
-7 |
-4.2% |
0 |
Volume |
15,398 |
7,701 |
-7,697 |
-50.0% |
50,798 |
|
Daily Pivots for day following 08-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,932 |
9,898 |
9,764 |
|
R3 |
9,862 |
9,828 |
9,744 |
|
R2 |
9,792 |
9,792 |
9,738 |
|
R1 |
9,758 |
9,758 |
9,732 |
9,775 |
PP |
9,722 |
9,722 |
9,722 |
9,730 |
S1 |
9,688 |
9,688 |
9,719 |
9,705 |
S2 |
9,652 |
9,652 |
9,712 |
|
S3 |
9,582 |
9,618 |
9,706 |
|
S4 |
9,512 |
9,548 |
9,687 |
|
|
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 |
9,755 |
9,075 |
680 |
7.0% |
160 |
1.6% |
96% |
True |
False |
9,923 |
10 |
9,755 |
9,075 |
680 |
7.0% |
156 |
1.6% |
96% |
True |
False |
9,054 |
20 |
9,755 |
9,075 |
680 |
7.0% |
156 |
1.6% |
96% |
True |
False |
8,825 |
40 |
9,755 |
9,075 |
680 |
7.0% |
174 |
1.8% |
96% |
True |
False |
9,351 |
60 |
9,755 |
8,775 |
980 |
10.1% |
157 |
1.6% |
97% |
True |
False |
6,910 |
80 |
9,790 |
8,775 |
1,015 |
10.4% |
121 |
1.2% |
94% |
False |
False |
5,184 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,053 |
2.618 |
9,938 |
1.618 |
9,868 |
1.000 |
9,825 |
0.618 |
9,798 |
HIGH |
9,755 |
0.618 |
9,728 |
0.500 |
9,720 |
0.382 |
9,712 |
LOW |
9,685 |
0.618 |
9,642 |
1.000 |
9,615 |
1.618 |
9,572 |
2.618 |
9,502 |
4.250 |
9,388 |
|
|
Fisher Pivots for day following 08-Nov-2010 |
Pivot |
1 day |
3 day |
R1 |
9,723 |
9,655 |
PP |
9,722 |
9,585 |
S1 |
9,720 |
9,515 |
|