| 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 |
2,860.0 |
2,822.0 |
-38.0 |
-1.3% |
2,886.0 |
| High |
2,866.0 |
2,859.0 |
-7.0 |
-0.2% |
2,890.0 |
| Low |
2,796.0 |
2,815.0 |
19.0 |
0.7% |
2,811.0 |
| Close |
2,826.0 |
2,852.0 |
26.0 |
0.9% |
2,839.0 |
| Range |
70.0 |
44.0 |
-26.0 |
-37.1% |
79.0 |
| ATR |
47.8 |
47.5 |
-0.3 |
-0.6% |
0.0 |
| Volume |
1,216,538 |
895,671 |
-320,867 |
-26.4% |
5,329,300 |
|
| Daily Pivots for day following 02-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,974.0 |
2,957.0 |
2,876.2 |
|
| R3 |
2,930.0 |
2,913.0 |
2,864.1 |
|
| R2 |
2,886.0 |
2,886.0 |
2,860.1 |
|
| R1 |
2,869.0 |
2,869.0 |
2,856.0 |
2,877.5 |
| PP |
2,842.0 |
2,842.0 |
2,842.0 |
2,846.3 |
| S1 |
2,825.0 |
2,825.0 |
2,848.0 |
2,833.5 |
| S2 |
2,798.0 |
2,798.0 |
2,843.9 |
|
| S3 |
2,754.0 |
2,781.0 |
2,839.9 |
|
| S4 |
2,710.0 |
2,737.0 |
2,827.8 |
|
|
| Weekly Pivots for week ending 29-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,083.7 |
3,040.3 |
2,882.5 |
|
| R3 |
3,004.7 |
2,961.3 |
2,860.7 |
|
| R2 |
2,925.7 |
2,925.7 |
2,853.5 |
|
| R1 |
2,882.3 |
2,882.3 |
2,846.2 |
2,864.5 |
| PP |
2,846.7 |
2,846.7 |
2,846.7 |
2,837.8 |
| S1 |
2,803.3 |
2,803.3 |
2,831.8 |
2,785.5 |
| S2 |
2,767.7 |
2,767.7 |
2,824.5 |
|
| S3 |
2,688.7 |
2,724.3 |
2,817.3 |
|
| S4 |
2,609.7 |
2,645.3 |
2,795.6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,866.0 |
2,796.0 |
70.0 |
2.5% |
46.2 |
1.6% |
80% |
False |
False |
1,106,812 |
| 10 |
2,890.0 |
2,796.0 |
94.0 |
3.3% |
42.8 |
1.5% |
60% |
False |
False |
1,066,131 |
| 20 |
2,890.0 |
2,733.0 |
157.0 |
5.5% |
42.8 |
1.5% |
76% |
False |
False |
788,417 |
| 40 |
2,890.0 |
2,670.0 |
220.0 |
7.7% |
49.1 |
1.7% |
83% |
False |
False |
910,428 |
| 60 |
2,890.0 |
2,537.0 |
353.0 |
12.4% |
50.2 |
1.8% |
89% |
False |
False |
610,890 |
| 80 |
2,890.0 |
2,537.0 |
353.0 |
12.4% |
51.3 |
1.8% |
89% |
False |
False |
458,561 |
| 100 |
2,890.0 |
2,481.0 |
409.0 |
14.3% |
52.5 |
1.8% |
91% |
False |
False |
368,023 |
| 120 |
2,890.0 |
2,424.0 |
466.0 |
16.3% |
55.2 |
1.9% |
92% |
False |
False |
307,412 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,046.0 |
|
2.618 |
2,974.2 |
|
1.618 |
2,930.2 |
|
1.000 |
2,903.0 |
|
0.618 |
2,886.2 |
|
HIGH |
2,859.0 |
|
0.618 |
2,842.2 |
|
0.500 |
2,837.0 |
|
0.382 |
2,831.8 |
|
LOW |
2,815.0 |
|
0.618 |
2,787.8 |
|
1.000 |
2,771.0 |
|
1.618 |
2,743.8 |
|
2.618 |
2,699.8 |
|
4.250 |
2,628.0 |
|
|
| Fisher Pivots for day following 02-Nov-2010 |
| Pivot |
1 day |
3 day |
| R1 |
2,847.0 |
2,845.0 |
| PP |
2,842.0 |
2,838.0 |
| S1 |
2,837.0 |
2,831.0 |
|