| 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 |
2,860.0 |
2,845.0 |
-15.0 |
-0.5% |
2,886.0 |
| High |
2,862.0 |
2,886.0 |
24.0 |
0.8% |
2,916.0 |
| Low |
2,810.0 |
2,845.0 |
35.0 |
1.2% |
2,813.0 |
| Close |
2,817.0 |
2,872.0 |
55.0 |
2.0% |
2,839.0 |
| Range |
52.0 |
41.0 |
-11.0 |
-21.2% |
103.0 |
| ATR |
47.2 |
48.7 |
1.6 |
3.3% |
0.0 |
| Volume |
1,064 |
373 |
-691 |
-64.9% |
129,720 |
|
| Daily Pivots for day following 04-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,990.7 |
2,972.3 |
2,894.6 |
|
| R3 |
2,949.7 |
2,931.3 |
2,883.3 |
|
| R2 |
2,908.7 |
2,908.7 |
2,879.5 |
|
| R1 |
2,890.3 |
2,890.3 |
2,875.8 |
2,899.5 |
| PP |
2,867.7 |
2,867.7 |
2,867.7 |
2,872.3 |
| S1 |
2,849.3 |
2,849.3 |
2,868.2 |
2,858.5 |
| S2 |
2,826.7 |
2,826.7 |
2,864.5 |
|
| S3 |
2,785.7 |
2,808.3 |
2,860.7 |
|
| S4 |
2,744.7 |
2,767.3 |
2,849.5 |
|
|
| 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 |
4.2% |
60.0 |
2.1% |
63% |
False |
False |
6,538 |
| 10 |
2,916.0 |
2,796.0 |
120.0 |
4.2% |
44.9 |
1.6% |
63% |
False |
False |
13,186 |
| 20 |
2,916.0 |
2,732.0 |
184.0 |
6.4% |
41.7 |
1.5% |
76% |
False |
False |
11,170 |
| 40 |
2,916.0 |
2,671.0 |
245.0 |
8.5% |
44.8 |
1.6% |
82% |
False |
False |
8,082 |
| 60 |
2,916.0 |
2,535.0 |
381.0 |
13.3% |
44.2 |
1.5% |
88% |
False |
False |
5,668 |
| 80 |
2,916.0 |
2,535.0 |
381.0 |
13.3% |
43.3 |
1.5% |
88% |
False |
False |
4,335 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,060.3 |
|
2.618 |
2,993.3 |
|
1.618 |
2,952.3 |
|
1.000 |
2,927.0 |
|
0.618 |
2,911.3 |
|
HIGH |
2,886.0 |
|
0.618 |
2,870.3 |
|
0.500 |
2,865.5 |
|
0.382 |
2,860.7 |
|
LOW |
2,845.0 |
|
0.618 |
2,819.7 |
|
1.000 |
2,804.0 |
|
1.618 |
2,778.7 |
|
2.618 |
2,737.7 |
|
4.250 |
2,670.8 |
|
|
| Fisher Pivots for day following 04-Nov-2010 |
| Pivot |
1 day |
3 day |
| R1 |
2,869.8 |
2,864.0 |
| PP |
2,867.7 |
2,856.0 |
| S1 |
2,865.5 |
2,848.0 |
|