Trading Metrics calculated at close of trading on 01-Oct-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Sep-2010 |
01-Oct-2010 |
Change |
Change % |
Previous Week |
Open |
1,310.8 |
1,309.6 |
-1.2 |
-0.1% |
1,299.2 |
High |
1,317.5 |
1,322.0 |
4.5 |
0.3% |
1,322.0 |
Low |
1,297.0 |
1,307.3 |
10.3 |
0.8% |
1,276.2 |
Close |
1,309.6 |
1,317.8 |
8.2 |
0.6% |
1,317.8 |
Range |
20.5 |
14.7 |
-5.8 |
-28.3% |
45.8 |
ATR |
15.2 |
15.2 |
0.0 |
-0.2% |
0.0 |
Volume |
150,333 |
100,579 |
-49,754 |
-33.1% |
615,905 |
|
Daily Pivots for day following 01-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,359.8 |
1,353.5 |
1,325.9 |
|
R3 |
1,345.1 |
1,338.8 |
1,321.8 |
|
R2 |
1,330.4 |
1,330.4 |
1,320.5 |
|
R1 |
1,324.1 |
1,324.1 |
1,319.1 |
1,327.3 |
PP |
1,315.7 |
1,315.7 |
1,315.7 |
1,317.3 |
S1 |
1,309.4 |
1,309.4 |
1,316.5 |
1,312.6 |
S2 |
1,301.0 |
1,301.0 |
1,315.1 |
|
S3 |
1,286.3 |
1,294.7 |
1,313.8 |
|
S4 |
1,271.6 |
1,280.0 |
1,309.7 |
|
|
Weekly Pivots for week ending 01-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,442.7 |
1,426.1 |
1,343.0 |
|
R3 |
1,396.9 |
1,380.3 |
1,330.4 |
|
R2 |
1,351.1 |
1,351.1 |
1,326.2 |
|
R1 |
1,334.5 |
1,334.5 |
1,322.0 |
1,342.8 |
PP |
1,305.3 |
1,305.3 |
1,305.3 |
1,309.5 |
S1 |
1,288.7 |
1,288.7 |
1,313.6 |
1,297.0 |
S2 |
1,259.5 |
1,259.5 |
1,309.4 |
|
S3 |
1,213.7 |
1,242.9 |
1,305.2 |
|
S4 |
1,167.9 |
1,197.1 |
1,292.6 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,322.0 |
1,276.2 |
45.8 |
3.5% |
17.0 |
1.3% |
91% |
True |
False |
123,181 |
10 |
1,322.0 |
1,272.0 |
50.0 |
3.8% |
14.6 |
1.1% |
92% |
True |
False |
114,432 |
20 |
1,322.0 |
1,237.9 |
84.1 |
6.4% |
14.6 |
1.1% |
95% |
True |
False |
108,182 |
40 |
1,322.0 |
1,192.5 |
129.5 |
9.8% |
13.9 |
1.1% |
97% |
True |
False |
94,880 |
60 |
1,322.0 |
1,159.3 |
162.7 |
12.3% |
15.0 |
1.1% |
97% |
True |
False |
83,541 |
80 |
1,322.0 |
1,159.3 |
162.7 |
12.3% |
16.2 |
1.2% |
97% |
True |
False |
64,783 |
100 |
1,322.0 |
1,159.3 |
162.7 |
12.3% |
17.2 |
1.3% |
97% |
True |
False |
52,865 |
120 |
1,322.0 |
1,127.8 |
194.2 |
14.7% |
17.4 |
1.3% |
98% |
True |
False |
44,519 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,384.5 |
2.618 |
1,360.5 |
1.618 |
1,345.8 |
1.000 |
1,336.7 |
0.618 |
1,331.1 |
HIGH |
1,322.0 |
0.618 |
1,316.4 |
0.500 |
1,314.7 |
0.382 |
1,312.9 |
LOW |
1,307.3 |
0.618 |
1,298.2 |
1.000 |
1,292.6 |
1.618 |
1,283.5 |
2.618 |
1,268.8 |
4.250 |
1,244.8 |
|
|
Fisher Pivots for day following 01-Oct-2010 |
Pivot |
1 day |
3 day |
R1 |
1,316.8 |
1,315.0 |
PP |
1,315.7 |
1,312.3 |
S1 |
1,314.7 |
1,309.5 |
|