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 |
1,359.1 |
1,351.0 |
-8.1 |
-0.6% |
1,330.5 |
High |
1,366.6 |
1,395.2 |
28.6 |
2.1% |
1,361.4 |
Low |
1,327.8 |
1,349.2 |
21.4 |
1.6% |
1,321.1 |
Close |
1,339.6 |
1,385.2 |
45.6 |
3.4% |
1,359.6 |
Range |
38.8 |
46.0 |
7.2 |
18.6% |
40.3 |
ATR |
20.6 |
23.1 |
2.5 |
12.2% |
0.0 |
Volume |
8,343 |
7,470 |
-873 |
-10.5% |
28,574 |
|
Daily Pivots for day following 04-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,514.5 |
1,495.9 |
1,410.5 |
|
R3 |
1,468.5 |
1,449.9 |
1,397.9 |
|
R2 |
1,422.5 |
1,422.5 |
1,393.6 |
|
R1 |
1,403.9 |
1,403.9 |
1,389.4 |
1,413.2 |
PP |
1,376.5 |
1,376.5 |
1,376.5 |
1,381.2 |
S1 |
1,357.9 |
1,357.9 |
1,381.0 |
1,367.2 |
S2 |
1,330.5 |
1,330.5 |
1,376.8 |
|
S3 |
1,284.5 |
1,311.9 |
1,372.6 |
|
S4 |
1,238.5 |
1,265.9 |
1,359.9 |
|
|
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 |
1,395.2 |
1,327.8 |
67.4 |
4.9% |
26.7 |
1.9% |
85% |
True |
False |
6,714 |
10 |
1,395.2 |
1,317.4 |
77.8 |
5.6% |
23.0 |
1.7% |
87% |
True |
False |
6,545 |
20 |
1,395.2 |
1,317.4 |
77.8 |
5.6% |
22.7 |
1.6% |
87% |
True |
False |
5,918 |
40 |
1,395.2 |
1,240.0 |
155.2 |
11.2% |
18.4 |
1.3% |
94% |
True |
False |
3,975 |
60 |
1,395.2 |
1,202.6 |
192.6 |
13.9% |
15.8 |
1.1% |
95% |
True |
False |
2,981 |
80 |
1,395.2 |
1,162.5 |
232.7 |
16.8% |
14.7 |
1.1% |
96% |
True |
False |
2,546 |
100 |
1,395.2 |
1,162.5 |
232.7 |
16.8% |
14.0 |
1.0% |
96% |
True |
False |
2,199 |
120 |
1,395.2 |
1,162.5 |
232.7 |
16.8% |
13.4 |
1.0% |
96% |
True |
False |
1,889 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,590.7 |
2.618 |
1,515.6 |
1.618 |
1,469.6 |
1.000 |
1,441.2 |
0.618 |
1,423.6 |
HIGH |
1,395.2 |
0.618 |
1,377.6 |
0.500 |
1,372.2 |
0.382 |
1,366.8 |
LOW |
1,349.2 |
0.618 |
1,320.8 |
1.000 |
1,303.2 |
1.618 |
1,274.8 |
2.618 |
1,228.8 |
4.250 |
1,153.7 |
|
|
Fisher Pivots for day following 04-Nov-2010 |
Pivot |
1 day |
3 day |
R1 |
1,380.9 |
1,377.3 |
PP |
1,376.5 |
1,369.4 |
S1 |
1,372.2 |
1,361.5 |
|