Trading Metrics calculated at close of trading on 02-Nov-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Nov-2010 |
02-Nov-2010 |
Change |
Change % |
Previous Week |
Open |
1,363.0 |
1,355.2 |
-7.8 |
-0.6% |
1,330.5 |
High |
1,367.8 |
1,361.5 |
-6.3 |
-0.5% |
1,361.4 |
Low |
1,351.0 |
1,352.6 |
1.6 |
0.1% |
1,321.1 |
Close |
1,352.5 |
1,358.9 |
6.4 |
0.5% |
1,359.6 |
Range |
16.8 |
8.9 |
-7.9 |
-47.0% |
40.3 |
ATR |
19.9 |
19.1 |
-0.8 |
-3.9% |
0.0 |
Volume |
7,065 |
8,041 |
976 |
13.8% |
28,574 |
|
Daily Pivots for day following 02-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,384.4 |
1,380.5 |
1,363.8 |
|
R3 |
1,375.5 |
1,371.6 |
1,361.3 |
|
R2 |
1,366.6 |
1,366.6 |
1,360.5 |
|
R1 |
1,362.7 |
1,362.7 |
1,359.7 |
1,364.7 |
PP |
1,357.7 |
1,357.7 |
1,357.7 |
1,358.6 |
S1 |
1,353.8 |
1,353.8 |
1,358.1 |
1,355.8 |
S2 |
1,348.8 |
1,348.8 |
1,357.3 |
|
S3 |
1,339.9 |
1,344.9 |
1,356.5 |
|
S4 |
1,331.0 |
1,336.0 |
1,354.0 |
|
|
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 |
3.4% |
19.2 |
1.4% |
81% |
False |
False |
6,113 |
10 |
1,367.8 |
1,317.4 |
50.4 |
3.7% |
19.1 |
1.4% |
82% |
False |
False |
6,577 |
20 |
1,389.5 |
1,317.4 |
72.1 |
5.3% |
20.9 |
1.5% |
58% |
False |
False |
5,388 |
40 |
1,389.5 |
1,240.0 |
149.5 |
11.0% |
16.8 |
1.2% |
80% |
False |
False |
3,676 |
60 |
1,389.5 |
1,194.2 |
195.3 |
14.4% |
14.9 |
1.1% |
84% |
False |
False |
2,761 |
80 |
1,389.5 |
1,162.5 |
227.0 |
16.7% |
13.6 |
1.0% |
87% |
False |
False |
2,358 |
100 |
1,389.5 |
1,162.5 |
227.0 |
16.7% |
13.4 |
1.0% |
87% |
False |
False |
2,055 |
120 |
1,389.5 |
1,162.5 |
227.0 |
16.7% |
13.1 |
1.0% |
87% |
False |
False |
1,765 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,399.3 |
2.618 |
1,384.8 |
1.618 |
1,375.9 |
1.000 |
1,370.4 |
0.618 |
1,367.0 |
HIGH |
1,361.5 |
0.618 |
1,358.1 |
0.500 |
1,357.1 |
0.382 |
1,356.0 |
LOW |
1,352.6 |
0.618 |
1,347.1 |
1.000 |
1,343.7 |
1.618 |
1,338.2 |
2.618 |
1,329.3 |
4.250 |
1,314.8 |
|
|
Fisher Pivots for day following 02-Nov-2010 |
Pivot |
1 day |
3 day |
R1 |
1,358.3 |
1,357.0 |
PP |
1,357.7 |
1,355.1 |
S1 |
1,357.1 |
1,353.2 |
|