Trading Metrics calculated at close of trading on 05-Oct-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Oct-2010 |
05-Oct-2010 |
Change |
Change % |
Previous Week |
Open |
1,319.7 |
1,316.1 |
-3.6 |
-0.3% |
1,299.2 |
High |
1,321.3 |
1,342.9 |
21.6 |
1.6% |
1,322.0 |
Low |
1,313.4 |
1,313.3 |
-0.1 |
0.0% |
1,276.2 |
Close |
1,316.8 |
1,340.3 |
23.5 |
1.8% |
1,317.8 |
Range |
7.9 |
29.6 |
21.7 |
274.7% |
45.8 |
ATR |
14.7 |
15.7 |
1.1 |
7.3% |
0.0 |
Volume |
72,164 |
141,545 |
69,381 |
96.1% |
615,905 |
|
Daily Pivots for day following 05-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,421.0 |
1,410.2 |
1,356.6 |
|
R3 |
1,391.4 |
1,380.6 |
1,348.4 |
|
R2 |
1,361.8 |
1,361.8 |
1,345.7 |
|
R1 |
1,351.0 |
1,351.0 |
1,343.0 |
1,356.4 |
PP |
1,332.2 |
1,332.2 |
1,332.2 |
1,334.9 |
S1 |
1,321.4 |
1,321.4 |
1,337.6 |
1,326.8 |
S2 |
1,302.6 |
1,302.6 |
1,334.9 |
|
S3 |
1,273.0 |
1,291.8 |
1,332.2 |
|
S4 |
1,243.4 |
1,262.2 |
1,324.0 |
|
|
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 |
1,342.9 |
1,297.0 |
45.9 |
3.4% |
16.3 |
1.2% |
94% |
True |
False |
114,909 |
10 |
1,342.9 |
1,276.2 |
66.7 |
5.0% |
15.3 |
1.1% |
96% |
True |
False |
114,266 |
20 |
1,342.9 |
1,237.9 |
105.0 |
7.8% |
14.9 |
1.1% |
98% |
True |
False |
108,441 |
40 |
1,342.9 |
1,192.5 |
150.4 |
11.2% |
14.1 |
1.1% |
98% |
True |
False |
96,323 |
60 |
1,342.9 |
1,159.3 |
183.6 |
13.7% |
15.0 |
1.1% |
99% |
True |
False |
86,414 |
80 |
1,342.9 |
1,159.3 |
183.6 |
13.7% |
16.3 |
1.2% |
99% |
True |
False |
67,351 |
100 |
1,342.9 |
1,159.3 |
183.6 |
13.7% |
17.2 |
1.3% |
99% |
True |
False |
54,856 |
120 |
1,342.9 |
1,127.8 |
215.1 |
16.0% |
17.6 |
1.3% |
99% |
True |
False |
46,272 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,468.7 |
2.618 |
1,420.4 |
1.618 |
1,390.8 |
1.000 |
1,372.5 |
0.618 |
1,361.2 |
HIGH |
1,342.9 |
0.618 |
1,331.6 |
0.500 |
1,328.1 |
0.382 |
1,324.6 |
LOW |
1,313.3 |
0.618 |
1,295.0 |
1.000 |
1,283.7 |
1.618 |
1,265.4 |
2.618 |
1,235.8 |
4.250 |
1,187.5 |
|
|
Fisher Pivots for day following 05-Oct-2010 |
Pivot |
1 day |
3 day |
R1 |
1,336.2 |
1,335.2 |
PP |
1,332.2 |
1,330.2 |
S1 |
1,328.1 |
1,325.1 |
|