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 |
5,769.0 |
5,871.5 |
102.5 |
1.8% |
5,685.0 |
High |
5,875.5 |
5,888.0 |
12.5 |
0.2% |
5,888.0 |
Low |
5,768.5 |
5,822.0 |
53.5 |
0.9% |
5,647.0 |
Close |
5,845.0 |
5,850.5 |
5.5 |
0.1% |
5,850.5 |
Range |
107.0 |
66.0 |
-41.0 |
-38.3% |
241.0 |
ATR |
79.4 |
78.4 |
-1.0 |
-1.2% |
0.0 |
Volume |
126,925 |
103,736 |
-23,189 |
-18.3% |
506,947 |
|
Daily Pivots for day following 05-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,051.5 |
6,017.0 |
5,887.0 |
|
R3 |
5,985.5 |
5,951.0 |
5,868.5 |
|
R2 |
5,919.5 |
5,919.5 |
5,862.5 |
|
R1 |
5,885.0 |
5,885.0 |
5,856.5 |
5,869.0 |
PP |
5,853.5 |
5,853.5 |
5,853.5 |
5,845.5 |
S1 |
5,819.0 |
5,819.0 |
5,844.5 |
5,803.0 |
S2 |
5,787.5 |
5,787.5 |
5,838.5 |
|
S3 |
5,721.5 |
5,753.0 |
5,832.5 |
|
S4 |
5,655.5 |
5,687.0 |
5,814.0 |
|
|
Weekly Pivots for week ending 05-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,518.0 |
6,425.5 |
5,983.0 |
|
R3 |
6,277.0 |
6,184.5 |
5,917.0 |
|
R2 |
6,036.0 |
6,036.0 |
5,894.5 |
|
R1 |
5,943.5 |
5,943.5 |
5,872.5 |
5,990.0 |
PP |
5,795.0 |
5,795.0 |
5,795.0 |
5,818.5 |
S1 |
5,702.5 |
5,702.5 |
5,828.5 |
5,749.0 |
S2 |
5,554.0 |
5,554.0 |
5,806.5 |
|
S3 |
5,313.0 |
5,461.5 |
5,784.0 |
|
S4 |
5,072.0 |
5,220.5 |
5,718.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,888.0 |
5,647.0 |
241.0 |
4.1% |
76.0 |
1.3% |
84% |
True |
False |
101,389 |
10 |
5,888.0 |
5,612.5 |
275.5 |
4.7% |
72.0 |
1.2% |
86% |
True |
False |
96,824 |
20 |
5,888.0 |
5,573.5 |
314.5 |
5.4% |
73.5 |
1.3% |
88% |
True |
False |
91,567 |
40 |
5,888.0 |
5,435.0 |
453.0 |
7.7% |
77.0 |
1.3% |
92% |
True |
False |
106,685 |
60 |
5,888.0 |
5,050.0 |
838.0 |
14.3% |
74.0 |
1.3% |
96% |
True |
False |
73,651 |
80 |
5,888.0 |
5,050.0 |
838.0 |
14.3% |
68.5 |
1.2% |
96% |
True |
False |
55,255 |
100 |
5,888.0 |
4,744.0 |
1,144.0 |
19.6% |
67.5 |
1.2% |
97% |
True |
False |
44,216 |
120 |
5,888.0 |
4,744.0 |
1,144.0 |
19.6% |
68.5 |
1.2% |
97% |
True |
False |
36,912 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,168.5 |
2.618 |
6,061.0 |
1.618 |
5,995.0 |
1.000 |
5,954.0 |
0.618 |
5,929.0 |
HIGH |
5,888.0 |
0.618 |
5,863.0 |
0.500 |
5,855.0 |
0.382 |
5,847.0 |
LOW |
5,822.0 |
0.618 |
5,781.0 |
1.000 |
5,756.0 |
1.618 |
5,715.0 |
2.618 |
5,649.0 |
4.250 |
5,541.5 |
|
|
Fisher Pivots for day following 05-Nov-2010 |
Pivot |
1 day |
3 day |
R1 |
5,855.0 |
5,834.5 |
PP |
5,853.5 |
5,819.0 |
S1 |
5,852.0 |
5,803.0 |
|