Trading Metrics calculated at close of trading on 01-Nov-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Oct-2010 |
01-Nov-2010 |
Change |
Change % |
Previous Week |
Open |
1,344.8 |
1,363.0 |
18.2 |
1.4% |
1,330.5 |
High |
1,361.4 |
1,367.8 |
6.4 |
0.5% |
1,361.4 |
Low |
1,338.6 |
1,351.0 |
12.4 |
0.9% |
1,321.1 |
Close |
1,359.6 |
1,352.5 |
-7.1 |
-0.5% |
1,359.6 |
Range |
22.8 |
16.8 |
-6.0 |
-26.3% |
40.3 |
ATR |
20.2 |
19.9 |
-0.2 |
-1.2% |
0.0 |
Volume |
2,652 |
7,065 |
4,413 |
166.4% |
28,574 |
|
Daily Pivots for day following 01-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,407.5 |
1,396.8 |
1,361.7 |
|
R3 |
1,390.7 |
1,380.0 |
1,357.1 |
|
R2 |
1,373.9 |
1,373.9 |
1,355.6 |
|
R1 |
1,363.2 |
1,363.2 |
1,354.0 |
1,360.2 |
PP |
1,357.1 |
1,357.1 |
1,357.1 |
1,355.6 |
S1 |
1,346.4 |
1,346.4 |
1,351.0 |
1,343.4 |
S2 |
1,340.3 |
1,340.3 |
1,349.4 |
|
S3 |
1,323.5 |
1,329.6 |
1,347.9 |
|
S4 |
1,306.7 |
1,312.8 |
1,343.3 |
|
|
Weekly Pivots for week ending 29-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,468.3 |
1,454.2 |
1,381.8 |
|
R3 |
1,428.0 |
1,413.9 |
1,370.7 |
|
R2 |
1,387.7 |
1,387.7 |
1,367.0 |
|
R1 |
1,373.6 |
1,373.6 |
1,363.3 |
1,380.7 |
PP |
1,347.4 |
1,347.4 |
1,347.4 |
1,350.9 |
S1 |
1,333.3 |
1,333.3 |
1,355.9 |
1,340.4 |
S2 |
1,307.1 |
1,307.1 |
1,352.2 |
|
S3 |
1,266.8 |
1,293.0 |
1,348.5 |
|
S4 |
1,226.5 |
1,252.7 |
1,337.4 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,367.8 |
1,321.1 |
46.7 |
3.5% |
20.5 |
1.5% |
67% |
True |
False |
6,338 |
10 |
1,372.5 |
1,317.4 |
55.1 |
4.1% |
22.3 |
1.7% |
64% |
False |
False |
5,916 |
20 |
1,389.5 |
1,315.5 |
74.0 |
5.5% |
21.9 |
1.6% |
50% |
False |
False |
5,036 |
40 |
1,389.5 |
1,240.0 |
149.5 |
11.1% |
16.9 |
1.3% |
75% |
False |
False |
3,509 |
60 |
1,389.5 |
1,194.2 |
195.3 |
14.4% |
14.9 |
1.1% |
81% |
False |
False |
2,661 |
80 |
1,389.5 |
1,162.5 |
227.0 |
16.8% |
13.5 |
1.0% |
84% |
False |
False |
2,259 |
100 |
1,389.5 |
1,162.5 |
227.0 |
16.8% |
13.4 |
1.0% |
84% |
False |
False |
1,975 |
120 |
1,389.5 |
1,162.5 |
227.0 |
16.8% |
13.1 |
1.0% |
84% |
False |
False |
1,704 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,439.2 |
2.618 |
1,411.8 |
1.618 |
1,395.0 |
1.000 |
1,384.6 |
0.618 |
1,378.2 |
HIGH |
1,367.8 |
0.618 |
1,361.4 |
0.500 |
1,359.4 |
0.382 |
1,357.4 |
LOW |
1,351.0 |
0.618 |
1,340.6 |
1.000 |
1,334.2 |
1.618 |
1,323.8 |
2.618 |
1,307.0 |
4.250 |
1,279.6 |
|
|
Fisher Pivots for day following 01-Nov-2010 |
Pivot |
1 day |
3 day |
R1 |
1,359.4 |
1,350.4 |
PP |
1,357.1 |
1,348.4 |
S1 |
1,354.8 |
1,346.3 |
|