Trading Metrics calculated at close of trading on 02-Nov-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Nov-2010 |
02-Nov-2010 |
Change |
Change % |
Previous Week |
Open |
11,120.30 |
11,125.22 |
4.92 |
0.0% |
11,133.40 |
High |
11,244.27 |
11,219.52 |
-24.75 |
-0.2% |
11,247.60 |
Low |
11,062.33 |
11,125.22 |
62.89 |
0.6% |
11,020.82 |
Close |
11,124.62 |
11,188.72 |
64.10 |
0.6% |
11,118.49 |
Range |
181.94 |
94.30 |
-87.64 |
-48.2% |
226.78 |
ATR |
124.47 |
122.36 |
-2.11 |
-1.7% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 02-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,460.72 |
11,419.02 |
11,240.59 |
|
R3 |
11,366.42 |
11,324.72 |
11,214.65 |
|
R2 |
11,272.12 |
11,272.12 |
11,206.01 |
|
R1 |
11,230.42 |
11,230.42 |
11,197.36 |
11,251.27 |
PP |
11,177.82 |
11,177.82 |
11,177.82 |
11,188.25 |
S1 |
11,136.12 |
11,136.12 |
11,180.08 |
11,156.97 |
S2 |
11,083.52 |
11,083.52 |
11,171.43 |
|
S3 |
10,989.22 |
11,041.82 |
11,162.79 |
|
S4 |
10,894.92 |
10,947.52 |
11,136.86 |
|
|
Weekly Pivots for week ending 29-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,809.31 |
11,690.68 |
11,243.22 |
|
R3 |
11,582.53 |
11,463.90 |
11,180.85 |
|
R2 |
11,355.75 |
11,355.75 |
11,160.07 |
|
R1 |
11,237.12 |
11,237.12 |
11,139.28 |
11,183.05 |
PP |
11,128.97 |
11,128.97 |
11,128.97 |
11,101.93 |
S1 |
11,010.34 |
11,010.34 |
11,097.70 |
10,956.27 |
S2 |
10,902.19 |
10,902.19 |
11,076.91 |
|
S3 |
10,675.41 |
10,783.56 |
11,056.13 |
|
S4 |
10,448.63 |
10,556.78 |
10,993.76 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
11,244.27 |
11,020.82 |
223.45 |
2.0% |
121.15 |
1.1% |
75% |
False |
False |
|
10 |
11,247.60 |
10,970.89 |
276.71 |
2.5% |
119.80 |
1.1% |
79% |
False |
False |
|
20 |
11,247.60 |
10,892.76 |
354.84 |
3.2% |
116.64 |
1.0% |
83% |
False |
False |
|
40 |
11,247.60 |
10,335.69 |
911.91 |
8.2% |
117.20 |
1.0% |
94% |
False |
False |
|
60 |
11,247.60 |
9,936.62 |
1,310.98 |
11.7% |
128.58 |
1.1% |
96% |
False |
False |
|
80 |
11,247.60 |
9,936.62 |
1,310.98 |
11.7% |
133.26 |
1.2% |
96% |
False |
False |
|
100 |
11,247.60 |
9,614.32 |
1,633.28 |
14.6% |
138.13 |
1.2% |
96% |
False |
False |
|
120 |
11,247.60 |
9,614.32 |
1,633.28 |
14.6% |
153.32 |
1.4% |
96% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,620.30 |
2.618 |
11,466.40 |
1.618 |
11,372.10 |
1.000 |
11,313.82 |
0.618 |
11,277.80 |
HIGH |
11,219.52 |
0.618 |
11,183.50 |
0.500 |
11,172.37 |
0.382 |
11,161.24 |
LOW |
11,125.22 |
0.618 |
11,066.94 |
1.000 |
11,030.92 |
1.618 |
10,972.64 |
2.618 |
10,878.34 |
4.250 |
10,724.45 |
|
|
Fisher Pivots for day following 02-Nov-2010 |
Pivot |
1 day |
3 day |
R1 |
11,183.27 |
11,176.91 |
PP |
11,177.82 |
11,165.11 |
S1 |
11,172.37 |
11,153.30 |
|