Trading Metrics calculated at close of trading on 04-Oct-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Oct-2010 |
04-Oct-2010 |
Change |
Change % |
Previous Week |
Open |
1,309.6 |
1,319.7 |
10.1 |
0.8% |
1,299.2 |
High |
1,322.0 |
1,321.3 |
-0.7 |
-0.1% |
1,322.0 |
Low |
1,307.3 |
1,313.4 |
6.1 |
0.5% |
1,276.2 |
Close |
1,317.8 |
1,316.8 |
-1.0 |
-0.1% |
1,317.8 |
Range |
14.7 |
7.9 |
-6.8 |
-46.3% |
45.8 |
ATR |
15.2 |
14.7 |
-0.5 |
-3.4% |
0.0 |
Volume |
100,579 |
72,164 |
-28,415 |
-28.3% |
615,905 |
|
Daily Pivots for day following 04-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,340.9 |
1,336.7 |
1,321.1 |
|
R3 |
1,333.0 |
1,328.8 |
1,319.0 |
|
R2 |
1,325.1 |
1,325.1 |
1,318.2 |
|
R1 |
1,320.9 |
1,320.9 |
1,317.5 |
1,319.1 |
PP |
1,317.2 |
1,317.2 |
1,317.2 |
1,316.2 |
S1 |
1,313.0 |
1,313.0 |
1,316.1 |
1,311.2 |
S2 |
1,309.3 |
1,309.3 |
1,315.4 |
|
S3 |
1,301.4 |
1,305.1 |
1,314.6 |
|
S4 |
1,293.5 |
1,297.2 |
1,312.5 |
|
|
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% |
17.5 |
1.3% |
89% |
False |
False |
123,428 |
10 |
1,322.0 |
1,272.0 |
50.0 |
3.8% |
14.4 |
1.1% |
90% |
False |
False |
114,211 |
20 |
1,322.0 |
1,237.9 |
84.1 |
6.4% |
14.2 |
1.1% |
94% |
False |
False |
106,715 |
40 |
1,322.0 |
1,192.5 |
129.5 |
9.8% |
13.6 |
1.0% |
96% |
False |
False |
94,361 |
60 |
1,322.0 |
1,159.3 |
162.7 |
12.4% |
14.8 |
1.1% |
97% |
False |
False |
84,414 |
80 |
1,322.0 |
1,159.3 |
162.7 |
12.4% |
16.1 |
1.2% |
97% |
False |
False |
65,636 |
100 |
1,322.0 |
1,159.3 |
162.7 |
12.4% |
17.1 |
1.3% |
97% |
False |
False |
53,517 |
120 |
1,322.0 |
1,127.8 |
194.2 |
14.7% |
17.4 |
1.3% |
97% |
False |
False |
45,105 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,354.9 |
2.618 |
1,342.0 |
1.618 |
1,334.1 |
1.000 |
1,329.2 |
0.618 |
1,326.2 |
HIGH |
1,321.3 |
0.618 |
1,318.3 |
0.500 |
1,317.4 |
0.382 |
1,316.4 |
LOW |
1,313.4 |
0.618 |
1,308.5 |
1.000 |
1,305.5 |
1.618 |
1,300.6 |
2.618 |
1,292.7 |
4.250 |
1,279.8 |
|
|
Fisher Pivots for day following 04-Oct-2010 |
Pivot |
1 day |
3 day |
R1 |
1,317.4 |
1,314.4 |
PP |
1,317.2 |
1,311.9 |
S1 |
1,317.0 |
1,309.5 |
|