| Trading Metrics calculated at close of trading on 03-Nov-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Nov-2010 |
03-Nov-2010 |
Change |
Change % |
Previous Week |
| Open |
2,818.0 |
2,860.0 |
42.0 |
1.5% |
2,886.0 |
| High |
2,856.0 |
2,862.0 |
6.0 |
0.2% |
2,916.0 |
| Low |
2,818.0 |
2,810.0 |
-8.0 |
-0.3% |
2,813.0 |
| Close |
2,852.0 |
2,817.0 |
-35.0 |
-1.2% |
2,839.0 |
| Range |
38.0 |
52.0 |
14.0 |
36.8% |
103.0 |
| ATR |
46.8 |
47.2 |
0.4 |
0.8% |
0.0 |
| Volume |
238 |
1,064 |
826 |
347.1% |
129,720 |
|
| Daily Pivots for day following 03-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,985.7 |
2,953.3 |
2,845.6 |
|
| R3 |
2,933.7 |
2,901.3 |
2,831.3 |
|
| R2 |
2,881.7 |
2,881.7 |
2,826.5 |
|
| R1 |
2,849.3 |
2,849.3 |
2,821.8 |
2,839.5 |
| PP |
2,829.7 |
2,829.7 |
2,829.7 |
2,824.8 |
| S1 |
2,797.3 |
2,797.3 |
2,812.2 |
2,787.5 |
| S2 |
2,777.7 |
2,777.7 |
2,807.5 |
|
| S3 |
2,725.7 |
2,745.3 |
2,802.7 |
|
| S4 |
2,673.7 |
2,693.3 |
2,788.4 |
|
|
| Weekly Pivots for week ending 29-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,165.0 |
3,105.0 |
2,895.7 |
|
| R3 |
3,062.0 |
3,002.0 |
2,867.3 |
|
| R2 |
2,959.0 |
2,959.0 |
2,857.9 |
|
| R1 |
2,899.0 |
2,899.0 |
2,848.4 |
2,877.5 |
| PP |
2,856.0 |
2,856.0 |
2,856.0 |
2,845.3 |
| S1 |
2,796.0 |
2,796.0 |
2,829.6 |
2,774.5 |
| S2 |
2,753.0 |
2,753.0 |
2,820.1 |
|
| S3 |
2,650.0 |
2,693.0 |
2,810.7 |
|
| S4 |
2,547.0 |
2,590.0 |
2,782.4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,916.0 |
2,796.0 |
120.0 |
4.3% |
57.2 |
2.0% |
18% |
False |
False |
11,993 |
| 10 |
2,916.0 |
2,796.0 |
120.0 |
4.3% |
45.8 |
1.6% |
18% |
False |
False |
13,181 |
| 20 |
2,916.0 |
2,732.0 |
184.0 |
6.5% |
41.8 |
1.5% |
46% |
False |
False |
11,158 |
| 40 |
2,916.0 |
2,671.0 |
245.0 |
8.7% |
45.2 |
1.6% |
60% |
False |
False |
8,142 |
| 60 |
2,916.0 |
2,535.0 |
381.0 |
13.5% |
44.1 |
1.6% |
74% |
False |
False |
5,662 |
| 80 |
2,916.0 |
2,535.0 |
381.0 |
13.5% |
43.4 |
1.5% |
74% |
False |
False |
4,335 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,083.0 |
|
2.618 |
2,998.1 |
|
1.618 |
2,946.1 |
|
1.000 |
2,914.0 |
|
0.618 |
2,894.1 |
|
HIGH |
2,862.0 |
|
0.618 |
2,842.1 |
|
0.500 |
2,836.0 |
|
0.382 |
2,829.9 |
|
LOW |
2,810.0 |
|
0.618 |
2,777.9 |
|
1.000 |
2,758.0 |
|
1.618 |
2,725.9 |
|
2.618 |
2,673.9 |
|
4.250 |
2,589.0 |
|
|
| Fisher Pivots for day following 03-Nov-2010 |
| Pivot |
1 day |
3 day |
| R1 |
2,836.0 |
2,830.5 |
| PP |
2,829.7 |
2,826.0 |
| S1 |
2,823.3 |
2,821.5 |
|