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 |
5,757.0 |
5,769.0 |
12.0 |
0.2% |
5,736.0 |
High |
5,765.0 |
5,875.5 |
110.5 |
1.9% |
5,774.5 |
Low |
5,718.0 |
5,768.5 |
50.5 |
0.9% |
5,612.5 |
Close |
5,733.5 |
5,845.0 |
111.5 |
1.9% |
5,661.0 |
Range |
47.0 |
107.0 |
60.0 |
127.7% |
162.0 |
ATR |
74.6 |
79.4 |
4.8 |
6.5% |
0.0 |
Volume |
70,129 |
126,925 |
56,796 |
81.0% |
461,297 |
|
Daily Pivots for day following 04-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,150.5 |
6,105.0 |
5,904.0 |
|
R3 |
6,043.5 |
5,998.0 |
5,874.5 |
|
R2 |
5,936.5 |
5,936.5 |
5,864.5 |
|
R1 |
5,891.0 |
5,891.0 |
5,855.0 |
5,914.0 |
PP |
5,829.5 |
5,829.5 |
5,829.5 |
5,841.0 |
S1 |
5,784.0 |
5,784.0 |
5,835.0 |
5,807.0 |
S2 |
5,722.5 |
5,722.5 |
5,825.5 |
|
S3 |
5,615.5 |
5,677.0 |
5,815.5 |
|
S4 |
5,508.5 |
5,570.0 |
5,786.0 |
|
|
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 |
5,875.5 |
5,629.5 |
246.0 |
4.2% |
74.0 |
1.3% |
88% |
True |
False |
98,720 |
10 |
5,875.5 |
5,612.5 |
263.0 |
4.5% |
69.0 |
1.2% |
88% |
True |
False |
92,752 |
20 |
5,875.5 |
5,573.5 |
302.0 |
5.2% |
74.0 |
1.3% |
90% |
True |
False |
91,541 |
40 |
5,875.5 |
5,435.0 |
440.5 |
7.5% |
76.0 |
1.3% |
93% |
True |
False |
105,115 |
60 |
5,875.5 |
5,050.0 |
825.5 |
14.1% |
74.0 |
1.3% |
96% |
True |
False |
71,923 |
80 |
5,875.5 |
5,050.0 |
825.5 |
14.1% |
68.0 |
1.2% |
96% |
True |
False |
53,958 |
100 |
5,875.5 |
4,744.0 |
1,131.5 |
19.4% |
67.5 |
1.2% |
97% |
True |
False |
43,201 |
120 |
5,875.5 |
4,744.0 |
1,131.5 |
19.4% |
68.5 |
1.2% |
97% |
True |
False |
36,050 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,330.0 |
2.618 |
6,155.5 |
1.618 |
6,048.5 |
1.000 |
5,982.5 |
0.618 |
5,941.5 |
HIGH |
5,875.5 |
0.618 |
5,834.5 |
0.500 |
5,822.0 |
0.382 |
5,809.5 |
LOW |
5,768.5 |
0.618 |
5,702.5 |
1.000 |
5,661.5 |
1.618 |
5,595.5 |
2.618 |
5,488.5 |
4.250 |
5,314.0 |
|
|
Fisher Pivots for day following 04-Nov-2010 |
Pivot |
1 day |
3 day |
R1 |
5,837.5 |
5,820.5 |
PP |
5,829.5 |
5,796.0 |
S1 |
5,822.0 |
5,771.5 |
|