| 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 |
2,862.0 |
2,818.0 |
-44.0 |
-1.5% |
2,886.0 |
| High |
2,865.0 |
2,856.0 |
-9.0 |
-0.3% |
2,916.0 |
| Low |
2,796.0 |
2,818.0 |
22.0 |
0.8% |
2,813.0 |
| Close |
2,826.0 |
2,852.0 |
26.0 |
0.9% |
2,839.0 |
| Range |
69.0 |
38.0 |
-31.0 |
-44.9% |
103.0 |
| ATR |
47.5 |
46.8 |
-0.7 |
-1.4% |
0.0 |
| Volume |
161 |
238 |
77 |
47.8% |
129,720 |
|
| Daily Pivots for day following 02-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,956.0 |
2,942.0 |
2,872.9 |
|
| R3 |
2,918.0 |
2,904.0 |
2,862.5 |
|
| R2 |
2,880.0 |
2,880.0 |
2,859.0 |
|
| R1 |
2,866.0 |
2,866.0 |
2,855.5 |
2,873.0 |
| PP |
2,842.0 |
2,842.0 |
2,842.0 |
2,845.5 |
| S1 |
2,828.0 |
2,828.0 |
2,848.5 |
2,835.0 |
| S2 |
2,804.0 |
2,804.0 |
2,845.0 |
|
| S3 |
2,766.0 |
2,790.0 |
2,841.6 |
|
| S4 |
2,728.0 |
2,752.0 |
2,831.1 |
|
|
| Weekly Pivots for week ending 29-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,165.0 |
3,105.0 |
2,895.7 |
|
| R3 |
3,062.0 |
3,002.0 |
2,867.3 |
|
| R2 |
2,959.0 |
2,959.0 |
2,857.9 |
|
| R1 |
2,899.0 |
2,899.0 |
2,848.4 |
2,877.5 |
| PP |
2,856.0 |
2,856.0 |
2,856.0 |
2,845.3 |
| S1 |
2,796.0 |
2,796.0 |
2,829.6 |
2,774.5 |
| S2 |
2,753.0 |
2,753.0 |
2,820.1 |
|
| S3 |
2,650.0 |
2,693.0 |
2,810.7 |
|
| S4 |
2,547.0 |
2,590.0 |
2,782.4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,916.0 |
2,796.0 |
120.0 |
4.2% |
54.6 |
1.9% |
47% |
False |
False |
25,921 |
| 10 |
2,916.0 |
2,796.0 |
120.0 |
4.2% |
44.3 |
1.6% |
47% |
False |
False |
13,093 |
| 20 |
2,916.0 |
2,732.0 |
184.0 |
6.5% |
40.4 |
1.4% |
65% |
False |
False |
11,108 |
| 40 |
2,916.0 |
2,671.0 |
245.0 |
8.6% |
45.2 |
1.6% |
74% |
False |
False |
8,157 |
| 60 |
2,916.0 |
2,535.0 |
381.0 |
13.4% |
43.9 |
1.5% |
83% |
False |
False |
5,659 |
| 80 |
2,916.0 |
2,535.0 |
381.0 |
13.4% |
43.2 |
1.5% |
83% |
False |
False |
4,326 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,017.5 |
|
2.618 |
2,955.5 |
|
1.618 |
2,917.5 |
|
1.000 |
2,894.0 |
|
0.618 |
2,879.5 |
|
HIGH |
2,856.0 |
|
0.618 |
2,841.5 |
|
0.500 |
2,837.0 |
|
0.382 |
2,832.5 |
|
LOW |
2,818.0 |
|
0.618 |
2,794.5 |
|
1.000 |
2,780.0 |
|
1.618 |
2,756.5 |
|
2.618 |
2,718.5 |
|
4.250 |
2,656.5 |
|
|
| Fisher Pivots for day following 02-Nov-2010 |
| Pivot |
1 day |
3 day |
| R1 |
2,847.0 |
2,856.0 |
| PP |
2,842.0 |
2,854.7 |
| S1 |
2,837.0 |
2,853.3 |
|