Trading Metrics calculated at close of trading on 02-Nov-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Nov-2010 |
02-Nov-2010 |
Change |
Change % |
Previous Week |
Open |
11,068 |
11,090 |
22 |
0.2% |
11,093 |
High |
11,196 |
11,172 |
-24 |
-0.2% |
11,200 |
Low |
11,009 |
11,074 |
65 |
0.6% |
10,970 |
Close |
11,090 |
11,152 |
62 |
0.6% |
11,066 |
Range |
187 |
98 |
-89 |
-47.6% |
230 |
ATR |
140 |
137 |
-3 |
-2.1% |
0 |
Volume |
145,917 |
87,127 |
-58,790 |
-40.3% |
579,329 |
|
Daily Pivots for day following 02-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,427 |
11,387 |
11,206 |
|
R3 |
11,329 |
11,289 |
11,179 |
|
R2 |
11,231 |
11,231 |
11,170 |
|
R1 |
11,191 |
11,191 |
11,161 |
11,211 |
PP |
11,133 |
11,133 |
11,133 |
11,143 |
S1 |
11,093 |
11,093 |
11,143 |
11,113 |
S2 |
11,035 |
11,035 |
11,134 |
|
S3 |
10,937 |
10,995 |
11,125 |
|
S4 |
10,839 |
10,897 |
11,098 |
|
|
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% |
81% |
False |
False |
120,164 |
10 |
11,200 |
10,903 |
297 |
2.7% |
131 |
1.2% |
84% |
False |
False |
118,429 |
20 |
11,200 |
10,810 |
390 |
3.5% |
134 |
1.2% |
88% |
False |
False |
123,696 |
40 |
11,200 |
10,233 |
967 |
8.7% |
133 |
1.2% |
95% |
False |
False |
124,070 |
60 |
11,200 |
9,844 |
1,356 |
12.2% |
145 |
1.3% |
96% |
False |
False |
82,813 |
80 |
11,200 |
9,844 |
1,356 |
12.2% |
149 |
1.3% |
96% |
False |
False |
62,129 |
100 |
11,200 |
9,452 |
1,748 |
15.7% |
150 |
1.3% |
97% |
False |
False |
49,716 |
120 |
11,200 |
9,452 |
1,748 |
15.7% |
138 |
1.2% |
97% |
False |
False |
41,431 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,589 |
2.618 |
11,429 |
1.618 |
11,331 |
1.000 |
11,270 |
0.618 |
11,233 |
HIGH |
11,172 |
0.618 |
11,135 |
0.500 |
11,123 |
0.382 |
11,112 |
LOW |
11,074 |
0.618 |
11,014 |
1.000 |
10,976 |
1.618 |
10,916 |
2.618 |
10,818 |
4.250 |
10,658 |
|
|
Fisher Pivots for day following 02-Nov-2010 |
Pivot |
1 day |
3 day |
R1 |
11,142 |
11,133 |
PP |
11,133 |
11,115 |
S1 |
11,123 |
11,096 |
|