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 |
11,184.88 |
11,216.65 |
31.77 |
0.3% |
11,133.40 |
High |
11,226.64 |
11,440.37 |
213.73 |
1.9% |
11,247.60 |
Low |
11,097.37 |
11,216.65 |
119.28 |
1.1% |
11,020.82 |
Close |
11,215.13 |
11,434.84 |
219.71 |
2.0% |
11,118.49 |
Range |
129.27 |
223.72 |
94.45 |
73.1% |
226.78 |
ATR |
122.85 |
130.16 |
7.31 |
6.0% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 04-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,035.11 |
11,958.70 |
11,557.89 |
|
R3 |
11,811.39 |
11,734.98 |
11,496.36 |
|
R2 |
11,587.67 |
11,587.67 |
11,475.86 |
|
R1 |
11,511.26 |
11,511.26 |
11,455.35 |
11,549.47 |
PP |
11,363.95 |
11,363.95 |
11,363.95 |
11,383.06 |
S1 |
11,287.54 |
11,287.54 |
11,414.33 |
11,325.75 |
S2 |
11,140.23 |
11,140.23 |
11,393.82 |
|
S3 |
10,916.51 |
11,063.82 |
11,373.32 |
|
S4 |
10,692.79 |
10,840.10 |
11,311.79 |
|
|
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 |
11,440.37 |
11,062.33 |
378.04 |
3.3% |
136.89 |
1.2% |
99% |
True |
False |
|
10 |
11,440.37 |
11,020.82 |
419.55 |
3.7% |
122.16 |
1.1% |
99% |
True |
False |
|
20 |
11,440.37 |
10,913.84 |
526.53 |
4.6% |
126.22 |
1.1% |
99% |
True |
False |
|
40 |
11,440.37 |
10,403.17 |
1,037.20 |
9.1% |
121.50 |
1.1% |
99% |
True |
False |
|
60 |
11,440.37 |
9,936.62 |
1,503.75 |
13.2% |
127.57 |
1.1% |
100% |
True |
False |
|
80 |
11,440.37 |
9,936.62 |
1,503.75 |
13.2% |
134.08 |
1.2% |
100% |
True |
False |
|
100 |
11,440.37 |
9,614.32 |
1,826.05 |
16.0% |
138.08 |
1.2% |
100% |
True |
False |
|
120 |
11,440.37 |
9,614.32 |
1,826.05 |
16.0% |
152.36 |
1.3% |
100% |
True |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,391.18 |
2.618 |
12,026.07 |
1.618 |
11,802.35 |
1.000 |
11,664.09 |
0.618 |
11,578.63 |
HIGH |
11,440.37 |
0.618 |
11,354.91 |
0.500 |
11,328.51 |
0.382 |
11,302.11 |
LOW |
11,216.65 |
0.618 |
11,078.39 |
1.000 |
10,992.93 |
1.618 |
10,854.67 |
2.618 |
10,630.95 |
4.250 |
10,265.84 |
|
|
Fisher Pivots for day following 04-Nov-2010 |
Pivot |
1 day |
3 day |
R1 |
11,399.40 |
11,379.52 |
PP |
11,363.95 |
11,324.19 |
S1 |
11,328.51 |
11,268.87 |
|