| Trading Metrics calculated at close of trading on 03-Nov-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Nov-2010 |
03-Nov-2010 |
Change |
Change % |
Previous Week |
| Open |
11,125.22 |
11,184.88 |
59.66 |
0.5% |
11,133.40 |
| High |
11,219.52 |
11,226.64 |
7.12 |
0.1% |
11,247.60 |
| Low |
11,125.22 |
11,097.37 |
-27.85 |
-0.3% |
11,020.82 |
| Close |
11,188.72 |
11,215.13 |
26.41 |
0.2% |
11,118.49 |
| Range |
94.30 |
129.27 |
34.97 |
37.1% |
226.78 |
| ATR |
122.36 |
122.85 |
0.49 |
0.4% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 03-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,567.52 |
11,520.60 |
11,286.23 |
|
| R3 |
11,438.25 |
11,391.33 |
11,250.68 |
|
| R2 |
11,308.98 |
11,308.98 |
11,238.83 |
|
| R1 |
11,262.06 |
11,262.06 |
11,226.98 |
11,285.52 |
| PP |
11,179.71 |
11,179.71 |
11,179.71 |
11,191.45 |
| S1 |
11,132.79 |
11,132.79 |
11,203.28 |
11,156.25 |
| S2 |
11,050.44 |
11,050.44 |
11,191.43 |
|
| S3 |
10,921.17 |
11,003.52 |
11,179.58 |
|
| S4 |
10,791.90 |
10,874.25 |
11,144.03 |
|
|
| 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 |
11,052.60 |
191.67 |
1.7% |
117.49 |
1.0% |
85% |
False |
False |
|
| 10 |
11,247.60 |
11,020.82 |
226.78 |
2.0% |
114.53 |
1.0% |
86% |
False |
False |
|
| 20 |
11,247.60 |
10,892.76 |
354.84 |
3.2% |
120.32 |
1.1% |
91% |
False |
False |
|
| 40 |
11,247.60 |
10,386.63 |
860.97 |
7.7% |
118.16 |
1.1% |
96% |
False |
False |
|
| 60 |
11,247.60 |
9,936.62 |
1,310.98 |
11.7% |
128.25 |
1.1% |
98% |
False |
False |
|
| 80 |
11,247.60 |
9,936.62 |
1,310.98 |
11.7% |
132.50 |
1.2% |
98% |
False |
False |
|
| 100 |
11,247.60 |
9,614.32 |
1,633.28 |
14.6% |
138.00 |
1.2% |
98% |
False |
False |
|
| 120 |
11,247.60 |
9,614.32 |
1,633.28 |
14.6% |
152.37 |
1.4% |
98% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,776.04 |
|
2.618 |
11,565.07 |
|
1.618 |
11,435.80 |
|
1.000 |
11,355.91 |
|
0.618 |
11,306.53 |
|
HIGH |
11,226.64 |
|
0.618 |
11,177.26 |
|
0.500 |
11,162.01 |
|
0.382 |
11,146.75 |
|
LOW |
11,097.37 |
|
0.618 |
11,017.48 |
|
1.000 |
10,968.10 |
|
1.618 |
10,888.21 |
|
2.618 |
10,758.94 |
|
4.250 |
10,547.97 |
|
|
| Fisher Pivots for day following 03-Nov-2010 |
| Pivot |
1 day |
3 day |
| R1 |
11,197.42 |
11,194.52 |
| PP |
11,179.71 |
11,173.91 |
| S1 |
11,162.01 |
11,153.30 |
|