Trading Metrics calculated at close of trading on 08-Nov-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Nov-2010 |
08-Nov-2010 |
Change |
Change % |
Previous Week |
Open |
5,871.5 |
5,859.5 |
-12.0 |
-0.2% |
5,685.0 |
High |
5,888.0 |
5,872.5 |
-15.5 |
-0.3% |
5,888.0 |
Low |
5,822.0 |
5,829.0 |
7.0 |
0.1% |
5,647.0 |
Close |
5,850.5 |
5,839.0 |
-11.5 |
-0.2% |
5,850.5 |
Range |
66.0 |
43.5 |
-22.5 |
-34.1% |
241.0 |
ATR |
78.4 |
75.9 |
-2.5 |
-3.2% |
0.0 |
Volume |
103,736 |
77,968 |
-25,768 |
-24.8% |
506,947 |
|
Daily Pivots for day following 08-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,977.5 |
5,951.5 |
5,863.0 |
|
R3 |
5,934.0 |
5,908.0 |
5,851.0 |
|
R2 |
5,890.5 |
5,890.5 |
5,847.0 |
|
R1 |
5,864.5 |
5,864.5 |
5,843.0 |
5,856.0 |
PP |
5,847.0 |
5,847.0 |
5,847.0 |
5,842.5 |
S1 |
5,821.0 |
5,821.0 |
5,835.0 |
5,812.0 |
S2 |
5,803.5 |
5,803.5 |
5,831.0 |
|
S3 |
5,760.0 |
5,777.5 |
5,827.0 |
|
S4 |
5,716.5 |
5,734.0 |
5,815.0 |
|
|
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 |
5,667.5 |
220.5 |
3.8% |
70.5 |
1.2% |
78% |
False |
False |
95,405 |
10 |
5,888.0 |
5,612.5 |
275.5 |
4.7% |
70.0 |
1.2% |
82% |
False |
False |
97,550 |
20 |
5,888.0 |
5,573.5 |
314.5 |
5.4% |
74.0 |
1.3% |
84% |
False |
False |
93,001 |
40 |
5,888.0 |
5,435.0 |
453.0 |
7.8% |
77.0 |
1.3% |
89% |
False |
False |
104,700 |
60 |
5,888.0 |
5,050.0 |
838.0 |
14.4% |
74.0 |
1.3% |
94% |
False |
False |
74,950 |
80 |
5,888.0 |
5,050.0 |
838.0 |
14.4% |
67.0 |
1.1% |
94% |
False |
False |
56,229 |
100 |
5,888.0 |
4,744.0 |
1,144.0 |
19.6% |
68.0 |
1.2% |
96% |
False |
False |
44,995 |
120 |
5,888.0 |
4,744.0 |
1,144.0 |
19.6% |
67.0 |
1.1% |
96% |
False |
False |
37,561 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,057.5 |
2.618 |
5,986.5 |
1.618 |
5,943.0 |
1.000 |
5,916.0 |
0.618 |
5,899.5 |
HIGH |
5,872.5 |
0.618 |
5,856.0 |
0.500 |
5,851.0 |
0.382 |
5,845.5 |
LOW |
5,829.0 |
0.618 |
5,802.0 |
1.000 |
5,785.5 |
1.618 |
5,758.5 |
2.618 |
5,715.0 |
4.250 |
5,644.0 |
|
|
Fisher Pivots for day following 08-Nov-2010 |
Pivot |
1 day |
3 day |
R1 |
5,851.0 |
5,835.5 |
PP |
5,847.0 |
5,832.0 |
S1 |
5,843.0 |
5,828.0 |
|