Trading Metrics calculated at close of trading on 03-Nov-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Nov-2010 |
03-Nov-2010 |
Change |
Change % |
Previous Week |
Open |
5,670.0 |
5,757.0 |
87.0 |
1.5% |
5,736.0 |
High |
5,756.0 |
5,765.0 |
9.0 |
0.2% |
5,774.5 |
Low |
5,667.5 |
5,718.0 |
50.5 |
0.9% |
5,612.5 |
Close |
5,744.0 |
5,733.5 |
-10.5 |
-0.2% |
5,661.0 |
Range |
88.5 |
47.0 |
-41.5 |
-46.9% |
162.0 |
ATR |
76.7 |
74.6 |
-2.1 |
-2.8% |
0.0 |
Volume |
98,267 |
70,129 |
-28,138 |
-28.6% |
461,297 |
|
Daily Pivots for day following 03-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,880.0 |
5,853.5 |
5,759.5 |
|
R3 |
5,833.0 |
5,806.5 |
5,746.5 |
|
R2 |
5,786.0 |
5,786.0 |
5,742.0 |
|
R1 |
5,759.5 |
5,759.5 |
5,738.0 |
5,749.0 |
PP |
5,739.0 |
5,739.0 |
5,739.0 |
5,733.5 |
S1 |
5,712.5 |
5,712.5 |
5,729.0 |
5,702.0 |
S2 |
5,692.0 |
5,692.0 |
5,725.0 |
|
S3 |
5,645.0 |
5,665.5 |
5,720.5 |
|
S4 |
5,598.0 |
5,618.5 |
5,707.5 |
|
|
Weekly Pivots for week ending 29-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,168.5 |
6,077.0 |
5,750.0 |
|
R3 |
6,006.5 |
5,915.0 |
5,705.5 |
|
R2 |
5,844.5 |
5,844.5 |
5,690.5 |
|
R1 |
5,753.0 |
5,753.0 |
5,676.0 |
5,718.0 |
PP |
5,682.5 |
5,682.5 |
5,682.5 |
5,665.0 |
S1 |
5,591.0 |
5,591.0 |
5,646.0 |
5,556.0 |
S2 |
5,520.5 |
5,520.5 |
5,631.5 |
|
S3 |
5,358.5 |
5,429.0 |
5,616.5 |
|
S4 |
5,196.5 |
5,267.0 |
5,572.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,765.0 |
5,629.5 |
135.5 |
2.4% |
64.5 |
1.1% |
77% |
True |
False |
93,378 |
10 |
5,774.5 |
5,612.5 |
162.0 |
2.8% |
67.0 |
1.2% |
75% |
False |
False |
90,081 |
20 |
5,774.5 |
5,573.5 |
201.0 |
3.5% |
72.5 |
1.3% |
80% |
False |
False |
89,832 |
40 |
5,774.5 |
5,390.5 |
384.0 |
6.7% |
76.0 |
1.3% |
89% |
False |
False |
103,173 |
60 |
5,774.5 |
5,050.0 |
724.5 |
12.6% |
73.0 |
1.3% |
94% |
False |
False |
69,807 |
80 |
5,774.5 |
5,050.0 |
724.5 |
12.6% |
67.0 |
1.2% |
94% |
False |
False |
52,372 |
100 |
5,774.5 |
4,744.0 |
1,030.5 |
18.0% |
67.0 |
1.2% |
96% |
False |
False |
41,958 |
120 |
5,774.5 |
4,744.0 |
1,030.5 |
18.0% |
68.5 |
1.2% |
96% |
False |
False |
34,992 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,965.0 |
2.618 |
5,888.0 |
1.618 |
5,841.0 |
1.000 |
5,812.0 |
0.618 |
5,794.0 |
HIGH |
5,765.0 |
0.618 |
5,747.0 |
0.500 |
5,741.5 |
0.382 |
5,736.0 |
LOW |
5,718.0 |
0.618 |
5,689.0 |
1.000 |
5,671.0 |
1.618 |
5,642.0 |
2.618 |
5,595.0 |
4.250 |
5,518.0 |
|
|
Fisher Pivots for day following 03-Nov-2010 |
Pivot |
1 day |
3 day |
R1 |
5,741.5 |
5,724.5 |
PP |
5,739.0 |
5,715.0 |
S1 |
5,736.0 |
5,706.0 |
|