| 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 |
11,090 |
11,152 |
62 |
0.6% |
11,093 |
| High |
11,172 |
11,187 |
15 |
0.1% |
11,200 |
| Low |
11,074 |
11,047 |
-27 |
-0.2% |
10,970 |
| Close |
11,152 |
11,177 |
25 |
0.2% |
11,066 |
| Range |
98 |
140 |
42 |
42.9% |
230 |
| ATR |
137 |
137 |
0 |
0.2% |
0 |
| Volume |
87,127 |
149,668 |
62,541 |
71.8% |
579,329 |
|
| Daily Pivots for day following 03-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,557 |
11,507 |
11,254 |
|
| R3 |
11,417 |
11,367 |
11,216 |
|
| R2 |
11,277 |
11,277 |
11,203 |
|
| R1 |
11,227 |
11,227 |
11,190 |
11,252 |
| PP |
11,137 |
11,137 |
11,137 |
11,150 |
| S1 |
11,087 |
11,087 |
11,164 |
11,112 |
| S2 |
10,997 |
10,997 |
11,151 |
|
| S3 |
10,857 |
10,947 |
11,139 |
|
| S4 |
10,717 |
10,807 |
11,100 |
|
|
| Weekly Pivots for week ending 29-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,769 |
11,647 |
11,193 |
|
| R3 |
11,539 |
11,417 |
11,129 |
|
| R2 |
11,309 |
11,309 |
11,108 |
|
| R1 |
11,187 |
11,187 |
11,087 |
11,133 |
| PP |
11,079 |
11,079 |
11,079 |
11,052 |
| S1 |
10,957 |
10,957 |
11,045 |
10,903 |
| S2 |
10,849 |
10,849 |
11,024 |
|
| S3 |
10,619 |
10,727 |
11,003 |
|
| S4 |
10,389 |
10,497 |
10,940 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
11,196 |
10,996 |
200 |
1.8% |
130 |
1.2% |
91% |
False |
False |
122,324 |
| 10 |
11,200 |
10,970 |
230 |
2.1% |
125 |
1.1% |
90% |
False |
False |
118,611 |
| 20 |
11,200 |
10,810 |
390 |
3.5% |
138 |
1.2% |
94% |
False |
False |
124,903 |
| 40 |
11,200 |
10,305 |
895 |
8.0% |
133 |
1.2% |
97% |
False |
False |
127,612 |
| 60 |
11,200 |
9,844 |
1,356 |
12.1% |
145 |
1.3% |
98% |
False |
False |
85,307 |
| 80 |
11,200 |
9,844 |
1,356 |
12.1% |
148 |
1.3% |
98% |
False |
False |
63,999 |
| 100 |
11,200 |
9,452 |
1,748 |
15.6% |
151 |
1.4% |
99% |
False |
False |
51,212 |
| 120 |
11,200 |
9,452 |
1,748 |
15.6% |
138 |
1.2% |
99% |
False |
False |
42,678 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,782 |
|
2.618 |
11,554 |
|
1.618 |
11,414 |
|
1.000 |
11,327 |
|
0.618 |
11,274 |
|
HIGH |
11,187 |
|
0.618 |
11,134 |
|
0.500 |
11,117 |
|
0.382 |
11,101 |
|
LOW |
11,047 |
|
0.618 |
10,961 |
|
1.000 |
10,907 |
|
1.618 |
10,821 |
|
2.618 |
10,681 |
|
4.250 |
10,452 |
|
|
| Fisher Pivots for day following 03-Nov-2010 |
| Pivot |
1 day |
3 day |
| R1 |
11,157 |
11,152 |
| PP |
11,137 |
11,127 |
| S1 |
11,117 |
11,103 |
|