Trading Metrics calculated at close of trading on 01-Nov-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Oct-2010 |
01-Nov-2010 |
Change |
Change % |
Previous Week |
Open |
11,120.45 |
11,120.30 |
-0.15 |
0.0% |
11,133.40 |
High |
11,131.01 |
11,244.27 |
113.26 |
1.0% |
11,247.60 |
Low |
11,075.80 |
11,062.33 |
-13.47 |
-0.1% |
11,020.82 |
Close |
11,118.49 |
11,124.62 |
6.13 |
0.1% |
11,118.49 |
Range |
55.21 |
181.94 |
126.73 |
229.5% |
226.78 |
ATR |
120.05 |
124.47 |
4.42 |
3.7% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 01-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,689.56 |
11,589.03 |
11,224.69 |
|
R3 |
11,507.62 |
11,407.09 |
11,174.65 |
|
R2 |
11,325.68 |
11,325.68 |
11,157.98 |
|
R1 |
11,225.15 |
11,225.15 |
11,141.30 |
11,275.42 |
PP |
11,143.74 |
11,143.74 |
11,143.74 |
11,168.87 |
S1 |
11,043.21 |
11,043.21 |
11,107.94 |
11,093.48 |
S2 |
10,961.80 |
10,961.80 |
11,091.26 |
|
S3 |
10,779.86 |
10,861.27 |
11,074.59 |
|
S4 |
10,597.92 |
10,679.33 |
11,024.55 |
|
|
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% |
121.86 |
1.1% |
46% |
True |
False |
|
10 |
11,247.60 |
10,917.62 |
329.98 |
3.0% |
132.57 |
1.2% |
63% |
False |
False |
|
20 |
11,247.60 |
10,752.63 |
494.97 |
4.4% |
122.57 |
1.1% |
75% |
False |
False |
|
40 |
11,247.60 |
10,332.40 |
915.20 |
8.2% |
117.71 |
1.1% |
87% |
False |
False |
|
60 |
11,247.60 |
9,936.62 |
1,310.98 |
11.8% |
128.19 |
1.2% |
91% |
False |
False |
|
80 |
11,247.60 |
9,936.62 |
1,310.98 |
11.8% |
133.00 |
1.2% |
91% |
False |
False |
|
100 |
11,247.60 |
9,614.32 |
1,633.28 |
14.7% |
138.52 |
1.2% |
92% |
False |
False |
|
120 |
11,247.60 |
9,614.32 |
1,633.28 |
14.7% |
153.78 |
1.4% |
92% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,017.52 |
2.618 |
11,720.59 |
1.618 |
11,538.65 |
1.000 |
11,426.21 |
0.618 |
11,356.71 |
HIGH |
11,244.27 |
0.618 |
11,174.77 |
0.500 |
11,153.30 |
0.382 |
11,131.83 |
LOW |
11,062.33 |
0.618 |
10,949.89 |
1.000 |
10,880.39 |
1.618 |
10,767.95 |
2.618 |
10,586.01 |
4.250 |
10,289.09 |
|
|
Fisher Pivots for day following 01-Nov-2010 |
Pivot |
1 day |
3 day |
R1 |
11,153.30 |
11,148.44 |
PP |
11,143.74 |
11,140.50 |
S1 |
11,134.18 |
11,132.56 |
|