| 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 |
1,359.2 |
1,351.6 |
-7.6 |
-0.6% |
1,337.7 |
| High |
1,367.6 |
1,397.0 |
29.4 |
2.1% |
1,362.6 |
| Low |
1,330.0 |
1,351.6 |
21.6 |
1.6% |
1,323.1 |
| Close |
1,341.3 |
1,386.9 |
45.6 |
3.4% |
1,361.2 |
| Range |
37.6 |
45.4 |
7.8 |
20.7% |
39.5 |
| ATR |
18.8 |
21.4 |
2.6 |
14.1% |
0.0 |
| Volume |
1,855 |
1,972 |
117 |
6.3% |
15,834 |
|
| Daily Pivots for day following 04-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,514.7 |
1,496.2 |
1,411.9 |
|
| R3 |
1,469.3 |
1,450.8 |
1,399.4 |
|
| R2 |
1,423.9 |
1,423.9 |
1,395.2 |
|
| R1 |
1,405.4 |
1,405.4 |
1,391.1 |
1,414.7 |
| PP |
1,378.5 |
1,378.5 |
1,378.5 |
1,383.1 |
| S1 |
1,360.0 |
1,360.0 |
1,382.7 |
1,369.3 |
| S2 |
1,333.1 |
1,333.1 |
1,378.6 |
|
| S3 |
1,287.7 |
1,314.6 |
1,374.4 |
|
| S4 |
1,242.3 |
1,269.2 |
1,361.9 |
|
|
| 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 |
1,397.0 |
1,330.0 |
67.0 |
4.8% |
25.4 |
1.8% |
85% |
True |
False |
1,389 |
| 10 |
1,397.0 |
1,319.3 |
77.7 |
5.6% |
21.1 |
1.5% |
87% |
True |
False |
2,239 |
| 20 |
1,397.0 |
1,319.3 |
77.7 |
5.6% |
20.5 |
1.5% |
87% |
True |
False |
2,069 |
| 40 |
1,397.0 |
1,246.8 |
150.2 |
10.8% |
15.7 |
1.1% |
93% |
True |
False |
1,287 |
| 60 |
1,397.0 |
1,202.0 |
195.0 |
14.1% |
12.2 |
0.9% |
95% |
True |
False |
954 |
| 80 |
1,397.0 |
1,163.2 |
233.8 |
16.9% |
10.6 |
0.8% |
96% |
True |
False |
828 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,590.0 |
|
2.618 |
1,515.9 |
|
1.618 |
1,470.5 |
|
1.000 |
1,442.4 |
|
0.618 |
1,425.1 |
|
HIGH |
1,397.0 |
|
0.618 |
1,379.7 |
|
0.500 |
1,374.3 |
|
0.382 |
1,368.9 |
|
LOW |
1,351.6 |
|
0.618 |
1,323.5 |
|
1.000 |
1,306.2 |
|
1.618 |
1,278.1 |
|
2.618 |
1,232.7 |
|
4.250 |
1,158.7 |
|
|
| Fisher Pivots for day following 04-Nov-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1,382.7 |
1,379.1 |
| PP |
1,378.5 |
1,371.3 |
| S1 |
1,374.3 |
1,363.5 |
|