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 |
1,351.6 |
1,395.1 |
43.5 |
3.2% |
1,367.3 |
High |
1,397.0 |
1,401.8 |
4.8 |
0.3% |
1,401.8 |
Low |
1,351.6 |
1,378.7 |
27.1 |
2.0% |
1,330.0 |
Close |
1,386.9 |
1,401.7 |
14.8 |
1.1% |
1,401.7 |
Range |
45.4 |
23.1 |
-22.3 |
-49.1% |
71.8 |
ATR |
21.4 |
21.5 |
0.1 |
0.6% |
0.0 |
Volume |
1,972 |
2,378 |
406 |
20.6% |
8,235 |
|
Daily Pivots for day following 05-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,463.4 |
1,455.6 |
1,414.4 |
|
R3 |
1,440.3 |
1,432.5 |
1,408.1 |
|
R2 |
1,417.2 |
1,417.2 |
1,405.9 |
|
R1 |
1,409.4 |
1,409.4 |
1,403.8 |
1,413.3 |
PP |
1,394.1 |
1,394.1 |
1,394.1 |
1,396.0 |
S1 |
1,386.3 |
1,386.3 |
1,399.6 |
1,390.2 |
S2 |
1,371.0 |
1,371.0 |
1,397.5 |
|
S3 |
1,347.9 |
1,363.2 |
1,395.3 |
|
S4 |
1,324.8 |
1,340.1 |
1,389.0 |
|
|
Weekly Pivots for week ending 05-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,593.2 |
1,569.3 |
1,441.2 |
|
R3 |
1,521.4 |
1,497.5 |
1,421.4 |
|
R2 |
1,449.6 |
1,449.6 |
1,414.9 |
|
R1 |
1,425.7 |
1,425.7 |
1,408.3 |
1,437.7 |
PP |
1,377.8 |
1,377.8 |
1,377.8 |
1,383.8 |
S1 |
1,353.9 |
1,353.9 |
1,395.1 |
1,365.9 |
S2 |
1,306.0 |
1,306.0 |
1,388.5 |
|
S3 |
1,234.2 |
1,282.1 |
1,382.0 |
|
S4 |
1,162.4 |
1,210.3 |
1,362.2 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,401.8 |
1,330.0 |
71.8 |
5.1% |
25.5 |
1.8% |
100% |
True |
False |
1,647 |
10 |
1,401.8 |
1,323.1 |
78.7 |
5.6% |
22.2 |
1.6% |
100% |
True |
False |
2,406 |
20 |
1,401.8 |
1,319.3 |
82.5 |
5.9% |
20.9 |
1.5% |
100% |
True |
False |
2,080 |
40 |
1,401.8 |
1,246.8 |
155.0 |
11.1% |
16.1 |
1.2% |
100% |
True |
False |
1,333 |
60 |
1,401.8 |
1,218.1 |
183.7 |
13.1% |
12.3 |
0.9% |
100% |
True |
False |
986 |
80 |
1,401.8 |
1,163.2 |
238.6 |
17.0% |
10.9 |
0.8% |
100% |
True |
False |
856 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,500.0 |
2.618 |
1,462.3 |
1.618 |
1,439.2 |
1.000 |
1,424.9 |
0.618 |
1,416.1 |
HIGH |
1,401.8 |
0.618 |
1,393.0 |
0.500 |
1,390.3 |
0.382 |
1,387.5 |
LOW |
1,378.7 |
0.618 |
1,364.4 |
1.000 |
1,355.6 |
1.618 |
1,341.3 |
2.618 |
1,318.2 |
4.250 |
1,280.5 |
|
|
Fisher Pivots for day following 05-Nov-2010 |
Pivot |
1 day |
3 day |
R1 |
1,397.9 |
1,389.8 |
PP |
1,394.1 |
1,377.8 |
S1 |
1,390.3 |
1,365.9 |
|