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 |
11,216.65 |
11,435.22 |
218.57 |
1.9% |
11,120.30 |
High |
11,440.37 |
11,451.53 |
11.16 |
0.1% |
11,451.53 |
Low |
11,216.65 |
11,393.52 |
176.87 |
1.6% |
11,062.33 |
Close |
11,434.84 |
11,444.08 |
9.24 |
0.1% |
11,444.08 |
Range |
223.72 |
58.01 |
-165.71 |
-74.1% |
389.20 |
ATR |
130.16 |
125.01 |
-5.15 |
-4.0% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 05-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,603.74 |
11,581.92 |
11,475.99 |
|
R3 |
11,545.73 |
11,523.91 |
11,460.03 |
|
R2 |
11,487.72 |
11,487.72 |
11,454.72 |
|
R1 |
11,465.90 |
11,465.90 |
11,449.40 |
11,476.81 |
PP |
11,429.71 |
11,429.71 |
11,429.71 |
11,435.17 |
S1 |
11,407.89 |
11,407.89 |
11,438.76 |
11,418.80 |
S2 |
11,371.70 |
11,371.70 |
11,433.44 |
|
S3 |
11,313.69 |
11,349.88 |
11,428.13 |
|
S4 |
11,255.68 |
11,291.87 |
11,412.17 |
|
|
Weekly Pivots for week ending 05-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,486.91 |
12,354.70 |
11,658.14 |
|
R3 |
12,097.71 |
11,965.50 |
11,551.11 |
|
R2 |
11,708.51 |
11,708.51 |
11,515.43 |
|
R1 |
11,576.30 |
11,576.30 |
11,479.76 |
11,642.41 |
PP |
11,319.31 |
11,319.31 |
11,319.31 |
11,352.37 |
S1 |
11,187.10 |
11,187.10 |
11,408.40 |
11,253.21 |
S2 |
10,930.11 |
10,930.11 |
11,372.73 |
|
S3 |
10,540.91 |
10,797.90 |
11,337.05 |
|
S4 |
10,151.71 |
10,408.70 |
11,230.02 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
11,451.53 |
11,062.33 |
389.20 |
3.4% |
137.45 |
1.2% |
98% |
True |
False |
|
10 |
11,451.53 |
11,020.82 |
430.71 |
3.8% |
122.99 |
1.1% |
98% |
True |
False |
|
20 |
11,451.53 |
10,913.84 |
537.69 |
4.7% |
123.98 |
1.1% |
99% |
True |
False |
|
40 |
11,451.53 |
10,458.60 |
992.93 |
8.7% |
121.25 |
1.1% |
99% |
True |
False |
|
60 |
11,451.53 |
9,936.62 |
1,514.91 |
13.2% |
126.99 |
1.1% |
100% |
True |
False |
|
80 |
11,451.53 |
9,936.62 |
1,514.91 |
13.2% |
133.06 |
1.2% |
100% |
True |
False |
|
100 |
11,451.53 |
9,614.32 |
1,837.21 |
16.1% |
137.70 |
1.2% |
100% |
True |
False |
|
120 |
11,451.53 |
9,614.32 |
1,837.21 |
16.1% |
150.87 |
1.3% |
100% |
True |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,698.07 |
2.618 |
11,603.40 |
1.618 |
11,545.39 |
1.000 |
11,509.54 |
0.618 |
11,487.38 |
HIGH |
11,451.53 |
0.618 |
11,429.37 |
0.500 |
11,422.53 |
0.382 |
11,415.68 |
LOW |
11,393.52 |
0.618 |
11,357.67 |
1.000 |
11,335.51 |
1.618 |
11,299.66 |
2.618 |
11,241.65 |
4.250 |
11,146.98 |
|
|
Fisher Pivots for day following 05-Nov-2010 |
Pivot |
1 day |
3 day |
R1 |
11,436.90 |
11,387.54 |
PP |
11,429.71 |
11,330.99 |
S1 |
11,422.53 |
11,274.45 |
|