| 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 |
1,355.2 |
1,359.1 |
3.9 |
0.3% |
1,330.5 |
| High |
1,361.5 |
1,366.6 |
5.1 |
0.4% |
1,361.4 |
| Low |
1,352.6 |
1,327.8 |
-24.8 |
-1.8% |
1,321.1 |
| Close |
1,358.9 |
1,339.6 |
-19.3 |
-1.4% |
1,359.6 |
| Range |
8.9 |
38.8 |
29.9 |
336.0% |
40.3 |
| ATR |
19.1 |
20.6 |
1.4 |
7.3% |
0.0 |
| Volume |
8,041 |
8,343 |
302 |
3.8% |
28,574 |
|
| Daily Pivots for day following 03-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,461.1 |
1,439.1 |
1,360.9 |
|
| R3 |
1,422.3 |
1,400.3 |
1,350.3 |
|
| R2 |
1,383.5 |
1,383.5 |
1,346.7 |
|
| R1 |
1,361.5 |
1,361.5 |
1,343.2 |
1,353.1 |
| PP |
1,344.7 |
1,344.7 |
1,344.7 |
1,340.5 |
| S1 |
1,322.7 |
1,322.7 |
1,336.0 |
1,314.3 |
| S2 |
1,305.9 |
1,305.9 |
1,332.5 |
|
| S3 |
1,267.1 |
1,283.9 |
1,328.9 |
|
| S4 |
1,228.3 |
1,245.1 |
1,318.3 |
|
|
| Weekly Pivots for week ending 29-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,468.3 |
1,454.2 |
1,381.8 |
|
| R3 |
1,428.0 |
1,413.9 |
1,370.7 |
|
| R2 |
1,387.7 |
1,387.7 |
1,367.0 |
|
| R1 |
1,373.6 |
1,373.6 |
1,363.3 |
1,380.7 |
| PP |
1,347.4 |
1,347.4 |
1,347.4 |
1,350.9 |
| S1 |
1,333.3 |
1,333.3 |
1,355.9 |
1,340.4 |
| S2 |
1,307.1 |
1,307.1 |
1,352.2 |
|
| S3 |
1,266.8 |
1,293.0 |
1,348.5 |
|
| S4 |
1,226.5 |
1,252.7 |
1,337.4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,367.8 |
1,324.8 |
43.0 |
3.2% |
22.1 |
1.6% |
34% |
False |
False |
6,167 |
| 10 |
1,367.8 |
1,317.4 |
50.4 |
3.8% |
21.5 |
1.6% |
44% |
False |
False |
6,576 |
| 20 |
1,389.5 |
1,317.4 |
72.1 |
5.4% |
22.3 |
1.7% |
31% |
False |
False |
5,651 |
| 40 |
1,389.5 |
1,240.0 |
149.5 |
11.2% |
17.6 |
1.3% |
67% |
False |
False |
3,855 |
| 60 |
1,389.5 |
1,196.4 |
193.1 |
14.4% |
15.3 |
1.1% |
74% |
False |
False |
2,888 |
| 80 |
1,389.5 |
1,162.5 |
227.0 |
16.9% |
14.1 |
1.1% |
78% |
False |
False |
2,461 |
| 100 |
1,389.5 |
1,162.5 |
227.0 |
16.9% |
13.7 |
1.0% |
78% |
False |
False |
2,132 |
| 120 |
1,389.5 |
1,162.5 |
227.0 |
16.9% |
13.2 |
1.0% |
78% |
False |
False |
1,830 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,531.5 |
|
2.618 |
1,468.2 |
|
1.618 |
1,429.4 |
|
1.000 |
1,405.4 |
|
0.618 |
1,390.6 |
|
HIGH |
1,366.6 |
|
0.618 |
1,351.8 |
|
0.500 |
1,347.2 |
|
0.382 |
1,342.6 |
|
LOW |
1,327.8 |
|
0.618 |
1,303.8 |
|
1.000 |
1,289.0 |
|
1.618 |
1,265.0 |
|
2.618 |
1,226.2 |
|
4.250 |
1,162.9 |
|
|
| Fisher Pivots for day following 03-Nov-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1,347.2 |
1,347.8 |
| PP |
1,344.7 |
1,345.1 |
| S1 |
1,342.1 |
1,342.3 |
|