| 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 |
1,351.0 |
1,396.0 |
45.0 |
3.3% |
1,363.0 |
| High |
1,395.2 |
1,400.2 |
5.0 |
0.4% |
1,400.2 |
| Low |
1,349.2 |
1,373.9 |
24.7 |
1.8% |
1,327.8 |
| Close |
1,385.2 |
1,399.8 |
14.6 |
1.1% |
1,399.8 |
| Range |
46.0 |
26.3 |
-19.7 |
-42.8% |
72.4 |
| ATR |
23.1 |
23.3 |
0.2 |
1.0% |
0.0 |
| Volume |
7,470 |
27,305 |
19,835 |
265.5% |
58,224 |
|
| Daily Pivots for day following 05-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,470.2 |
1,461.3 |
1,414.3 |
|
| R3 |
1,443.9 |
1,435.0 |
1,407.0 |
|
| R2 |
1,417.6 |
1,417.6 |
1,404.6 |
|
| R1 |
1,408.7 |
1,408.7 |
1,402.2 |
1,413.2 |
| PP |
1,391.3 |
1,391.3 |
1,391.3 |
1,393.5 |
| S1 |
1,382.4 |
1,382.4 |
1,397.4 |
1,386.9 |
| S2 |
1,365.0 |
1,365.0 |
1,395.0 |
|
| S3 |
1,338.7 |
1,356.1 |
1,392.6 |
|
| S4 |
1,312.4 |
1,329.8 |
1,385.3 |
|
|
| Weekly Pivots for week ending 05-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,593.1 |
1,568.9 |
1,439.6 |
|
| R3 |
1,520.7 |
1,496.5 |
1,419.7 |
|
| R2 |
1,448.3 |
1,448.3 |
1,413.1 |
|
| R1 |
1,424.1 |
1,424.1 |
1,406.4 |
1,436.2 |
| PP |
1,375.9 |
1,375.9 |
1,375.9 |
1,382.0 |
| S1 |
1,351.7 |
1,351.7 |
1,393.2 |
1,363.8 |
| S2 |
1,303.5 |
1,303.5 |
1,386.5 |
|
| S3 |
1,231.1 |
1,279.3 |
1,379.9 |
|
| S4 |
1,158.7 |
1,206.9 |
1,360.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,400.2 |
1,327.8 |
72.4 |
5.2% |
27.4 |
2.0% |
99% |
True |
False |
11,644 |
| 10 |
1,400.2 |
1,321.1 |
79.1 |
5.7% |
24.3 |
1.7% |
99% |
True |
False |
8,679 |
| 20 |
1,400.2 |
1,317.4 |
82.8 |
5.9% |
22.8 |
1.6% |
100% |
True |
False |
6,980 |
| 40 |
1,400.2 |
1,245.2 |
155.0 |
11.1% |
18.7 |
1.3% |
100% |
True |
False |
4,549 |
| 60 |
1,400.2 |
1,215.5 |
184.7 |
13.2% |
16.0 |
1.1% |
100% |
True |
False |
3,411 |
| 80 |
1,400.2 |
1,162.5 |
237.7 |
17.0% |
14.9 |
1.1% |
100% |
True |
False |
2,883 |
| 100 |
1,400.2 |
1,162.5 |
237.7 |
17.0% |
14.2 |
1.0% |
100% |
True |
False |
2,446 |
| 120 |
1,400.2 |
1,162.5 |
237.7 |
17.0% |
13.5 |
1.0% |
100% |
True |
False |
2,116 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,512.0 |
|
2.618 |
1,469.1 |
|
1.618 |
1,442.8 |
|
1.000 |
1,426.5 |
|
0.618 |
1,416.5 |
|
HIGH |
1,400.2 |
|
0.618 |
1,390.2 |
|
0.500 |
1,387.1 |
|
0.382 |
1,383.9 |
|
LOW |
1,373.9 |
|
0.618 |
1,357.6 |
|
1.000 |
1,347.6 |
|
1.618 |
1,331.3 |
|
2.618 |
1,305.0 |
|
4.250 |
1,262.1 |
|
|
| Fisher Pivots for day following 05-Nov-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1,395.6 |
1,387.9 |
| PP |
1,391.3 |
1,375.9 |
| S1 |
1,387.1 |
1,364.0 |
|