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 |
11,152 |
11,180 |
28 |
0.3% |
11,093 |
High |
11,187 |
11,395 |
208 |
1.9% |
11,200 |
Low |
11,047 |
11,164 |
117 |
1.1% |
10,970 |
Close |
11,177 |
11,387 |
210 |
1.9% |
11,066 |
Range |
140 |
231 |
91 |
65.0% |
230 |
ATR |
137 |
144 |
7 |
4.9% |
0 |
Volume |
149,668 |
127,295 |
-22,373 |
-14.9% |
579,329 |
|
Daily Pivots for day following 04-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,008 |
11,929 |
11,514 |
|
R3 |
11,777 |
11,698 |
11,451 |
|
R2 |
11,546 |
11,546 |
11,429 |
|
R1 |
11,467 |
11,467 |
11,408 |
11,507 |
PP |
11,315 |
11,315 |
11,315 |
11,335 |
S1 |
11,236 |
11,236 |
11,366 |
11,276 |
S2 |
11,084 |
11,084 |
11,345 |
|
S3 |
10,853 |
11,005 |
11,324 |
|
S4 |
10,622 |
10,774 |
11,260 |
|
|
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 |
11,395 |
10,996 |
399 |
3.5% |
149 |
1.3% |
98% |
True |
False |
122,728 |
10 |
11,395 |
10,970 |
425 |
3.7% |
133 |
1.2% |
98% |
True |
False |
116,209 |
20 |
11,395 |
10,810 |
585 |
5.1% |
143 |
1.3% |
99% |
True |
False |
124,583 |
40 |
11,395 |
10,323 |
1,072 |
9.4% |
136 |
1.2% |
99% |
True |
False |
129,791 |
60 |
11,395 |
9,844 |
1,551 |
13.6% |
144 |
1.3% |
99% |
True |
False |
87,426 |
80 |
11,395 |
9,844 |
1,551 |
13.6% |
149 |
1.3% |
99% |
True |
False |
65,590 |
100 |
11,395 |
9,452 |
1,943 |
17.1% |
153 |
1.3% |
100% |
True |
False |
52,485 |
120 |
11,395 |
9,452 |
1,943 |
17.1% |
139 |
1.2% |
100% |
True |
False |
43,738 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,377 |
2.618 |
12,000 |
1.618 |
11,769 |
1.000 |
11,626 |
0.618 |
11,538 |
HIGH |
11,395 |
0.618 |
11,307 |
0.500 |
11,280 |
0.382 |
11,252 |
LOW |
11,164 |
0.618 |
11,021 |
1.000 |
10,933 |
1.618 |
10,790 |
2.618 |
10,559 |
4.250 |
10,182 |
|
|
Fisher Pivots for day following 04-Nov-2010 |
Pivot |
1 day |
3 day |
R1 |
11,351 |
11,332 |
PP |
11,315 |
11,276 |
S1 |
11,280 |
11,221 |
|