Trading Metrics calculated at close of trading on 01-Nov-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Oct-2010 |
01-Nov-2010 |
Change |
Change % |
Previous Week |
Open |
1,345.9 |
1,367.3 |
21.4 |
1.6% |
1,337.7 |
High |
1,362.6 |
1,367.8 |
5.2 |
0.4% |
1,362.6 |
Low |
1,340.0 |
1,353.8 |
13.8 |
1.0% |
1,323.1 |
Close |
1,361.2 |
1,354.1 |
-7.1 |
-0.5% |
1,361.2 |
Range |
22.6 |
14.0 |
-8.6 |
-38.1% |
39.5 |
ATR |
18.4 |
18.0 |
-0.3 |
-1.7% |
0.0 |
Volume |
1,090 |
1,135 |
45 |
4.1% |
15,834 |
|
Daily Pivots for day following 01-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,400.6 |
1,391.3 |
1,361.8 |
|
R3 |
1,386.6 |
1,377.3 |
1,358.0 |
|
R2 |
1,372.6 |
1,372.6 |
1,356.7 |
|
R1 |
1,363.3 |
1,363.3 |
1,355.4 |
1,361.0 |
PP |
1,358.6 |
1,358.6 |
1,358.6 |
1,357.4 |
S1 |
1,349.3 |
1,349.3 |
1,352.8 |
1,347.0 |
S2 |
1,344.6 |
1,344.6 |
1,351.5 |
|
S3 |
1,330.6 |
1,335.3 |
1,350.3 |
|
S4 |
1,316.6 |
1,321.3 |
1,346.4 |
|
|
Weekly Pivots for week ending 29-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,467.5 |
1,453.8 |
1,382.9 |
|
R3 |
1,428.0 |
1,414.3 |
1,372.1 |
|
R2 |
1,388.5 |
1,388.5 |
1,368.4 |
|
R1 |
1,374.8 |
1,374.8 |
1,364.8 |
1,381.7 |
PP |
1,349.0 |
1,349.0 |
1,349.0 |
1,352.4 |
S1 |
1,335.3 |
1,335.3 |
1,357.6 |
1,342.2 |
S2 |
1,309.5 |
1,309.5 |
1,354.0 |
|
S3 |
1,270.0 |
1,295.8 |
1,350.3 |
|
S4 |
1,230.5 |
1,256.3 |
1,339.5 |
|
|
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 |
1,323.1 |
44.7 |
3.3% |
18.8 |
1.4% |
69% |
True |
False |
3,244 |
10 |
1,374.5 |
1,319.3 |
55.2 |
4.1% |
20.4 |
1.5% |
63% |
False |
False |
2,154 |
20 |
1,390.9 |
1,317.0 |
73.9 |
5.5% |
19.8 |
1.5% |
50% |
False |
False |
1,945 |
40 |
1,390.9 |
1,246.8 |
144.1 |
10.6% |
13.7 |
1.0% |
74% |
False |
False |
1,199 |
60 |
1,390.9 |
1,199.0 |
191.9 |
14.2% |
10.9 |
0.8% |
81% |
False |
False |
919 |
80 |
1,390.9 |
1,163.2 |
227.7 |
16.8% |
9.7 |
0.7% |
84% |
False |
False |
781 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,427.3 |
2.618 |
1,404.5 |
1.618 |
1,390.5 |
1.000 |
1,381.8 |
0.618 |
1,376.5 |
HIGH |
1,367.8 |
0.618 |
1,362.5 |
0.500 |
1,360.8 |
0.382 |
1,359.1 |
LOW |
1,353.8 |
0.618 |
1,345.1 |
1.000 |
1,339.8 |
1.618 |
1,331.1 |
2.618 |
1,317.1 |
4.250 |
1,294.3 |
|
|
Fisher Pivots for day following 01-Nov-2010 |
Pivot |
1 day |
3 day |
R1 |
1,360.8 |
1,351.9 |
PP |
1,358.6 |
1,349.7 |
S1 |
1,356.3 |
1,347.5 |
|