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 |
11,180 |
11,380 |
200 |
1.8% |
11,068 |
High |
11,395 |
11,431 |
36 |
0.3% |
11,431 |
Low |
11,164 |
11,346 |
182 |
1.6% |
11,009 |
Close |
11,387 |
11,376 |
-11 |
-0.1% |
11,376 |
Range |
231 |
85 |
-146 |
-63.2% |
422 |
ATR |
144 |
140 |
-4 |
-2.9% |
0 |
Volume |
127,295 |
105,661 |
-21,634 |
-17.0% |
615,668 |
|
Daily Pivots for day following 05-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,639 |
11,593 |
11,423 |
|
R3 |
11,554 |
11,508 |
11,400 |
|
R2 |
11,469 |
11,469 |
11,392 |
|
R1 |
11,423 |
11,423 |
11,384 |
11,404 |
PP |
11,384 |
11,384 |
11,384 |
11,375 |
S1 |
11,338 |
11,338 |
11,368 |
11,319 |
S2 |
11,299 |
11,299 |
11,361 |
|
S3 |
11,214 |
11,253 |
11,353 |
|
S4 |
11,129 |
11,168 |
11,329 |
|
|
Weekly Pivots for week ending 05-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,538 |
12,379 |
11,608 |
|
R3 |
12,116 |
11,957 |
11,492 |
|
R2 |
11,694 |
11,694 |
11,453 |
|
R1 |
11,535 |
11,535 |
11,415 |
11,615 |
PP |
11,272 |
11,272 |
11,272 |
11,312 |
S1 |
11,113 |
11,113 |
11,337 |
11,193 |
S2 |
10,850 |
10,850 |
11,299 |
|
S3 |
10,428 |
10,691 |
11,260 |
|
S4 |
10,006 |
10,269 |
11,144 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
11,431 |
11,009 |
422 |
3.7% |
148 |
1.3% |
87% |
True |
False |
123,133 |
10 |
11,431 |
10,970 |
461 |
4.1% |
136 |
1.2% |
88% |
True |
False |
119,499 |
20 |
11,431 |
10,853 |
578 |
5.1% |
139 |
1.2% |
90% |
True |
False |
123,381 |
40 |
11,431 |
10,405 |
1,026 |
9.0% |
137 |
1.2% |
95% |
True |
False |
130,465 |
60 |
11,431 |
9,844 |
1,587 |
14.0% |
143 |
1.3% |
97% |
True |
False |
89,185 |
80 |
11,431 |
9,844 |
1,587 |
14.0% |
148 |
1.3% |
97% |
True |
False |
66,910 |
100 |
11,431 |
9,452 |
1,979 |
17.4% |
153 |
1.3% |
97% |
True |
False |
53,542 |
120 |
11,431 |
9,452 |
1,979 |
17.4% |
138 |
1.2% |
97% |
True |
False |
44,619 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,792 |
2.618 |
11,654 |
1.618 |
11,569 |
1.000 |
11,516 |
0.618 |
11,484 |
HIGH |
11,431 |
0.618 |
11,399 |
0.500 |
11,389 |
0.382 |
11,379 |
LOW |
11,346 |
0.618 |
11,294 |
1.000 |
11,261 |
1.618 |
11,209 |
2.618 |
11,124 |
4.250 |
10,985 |
|
|
Fisher Pivots for day following 05-Nov-2010 |
Pivot |
1 day |
3 day |
R1 |
11,389 |
11,330 |
PP |
11,384 |
11,285 |
S1 |
11,380 |
11,239 |
|