Trading Metrics calculated at close of trading on 01-Nov-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Oct-2010 |
01-Nov-2010 |
Change |
Change % |
Previous Week |
Open |
11,054 |
11,068 |
14 |
0.1% |
11,093 |
High |
11,083 |
11,196 |
113 |
1.0% |
11,200 |
Low |
10,996 |
11,009 |
13 |
0.1% |
10,970 |
Close |
11,066 |
11,090 |
24 |
0.2% |
11,066 |
Range |
87 |
187 |
100 |
114.9% |
230 |
ATR |
136 |
140 |
4 |
2.7% |
0 |
Volume |
103,634 |
145,917 |
42,283 |
40.8% |
579,329 |
|
Daily Pivots for day following 01-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,659 |
11,562 |
11,193 |
|
R3 |
11,472 |
11,375 |
11,142 |
|
R2 |
11,285 |
11,285 |
11,124 |
|
R1 |
11,188 |
11,188 |
11,107 |
11,237 |
PP |
11,098 |
11,098 |
11,098 |
11,123 |
S1 |
11,001 |
11,001 |
11,073 |
11,050 |
S2 |
10,911 |
10,911 |
11,056 |
|
S3 |
10,724 |
10,814 |
11,039 |
|
S4 |
10,537 |
10,627 |
10,987 |
|
|
Weekly Pivots for week ending 29-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,769 |
11,647 |
11,193 |
|
R3 |
11,539 |
11,417 |
11,129 |
|
R2 |
11,309 |
11,309 |
11,108 |
|
R1 |
11,187 |
11,187 |
11,087 |
11,133 |
PP |
11,079 |
11,079 |
11,079 |
11,052 |
S1 |
10,957 |
10,957 |
11,045 |
10,903 |
S2 |
10,849 |
10,849 |
11,024 |
|
S3 |
10,619 |
10,727 |
11,003 |
|
S4 |
10,389 |
10,497 |
10,940 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
11,196 |
10,970 |
226 |
2.0% |
138 |
1.2% |
53% |
True |
False |
122,883 |
10 |
11,200 |
10,861 |
339 |
3.1% |
142 |
1.3% |
68% |
False |
False |
129,774 |
20 |
11,200 |
10,690 |
510 |
4.6% |
140 |
1.3% |
78% |
False |
False |
127,078 |
40 |
11,200 |
10,233 |
967 |
8.7% |
134 |
1.2% |
89% |
False |
False |
121,914 |
60 |
11,200 |
9,844 |
1,356 |
12.2% |
145 |
1.3% |
92% |
False |
False |
81,363 |
80 |
11,200 |
9,844 |
1,356 |
12.2% |
149 |
1.3% |
92% |
False |
False |
61,040 |
100 |
11,200 |
9,452 |
1,748 |
15.8% |
149 |
1.3% |
94% |
False |
False |
48,844 |
120 |
11,200 |
9,452 |
1,748 |
15.8% |
137 |
1.2% |
94% |
False |
False |
40,704 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,991 |
2.618 |
11,686 |
1.618 |
11,499 |
1.000 |
11,383 |
0.618 |
11,312 |
HIGH |
11,196 |
0.618 |
11,125 |
0.500 |
11,103 |
0.382 |
11,081 |
LOW |
11,009 |
0.618 |
10,894 |
1.000 |
10,822 |
1.618 |
10,707 |
2.618 |
10,520 |
4.250 |
10,214 |
|
|
Fisher Pivots for day following 01-Nov-2010 |
Pivot |
1 day |
3 day |
R1 |
11,103 |
11,096 |
PP |
11,098 |
11,094 |
S1 |
11,094 |
11,092 |
|