Trading Metrics calculated at close of trading on 06-Oct-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Oct-2010 |
06-Oct-2010 |
Change |
Change % |
Previous Week |
Open |
1,316.1 |
1,341.3 |
25.2 |
1.9% |
1,299.2 |
High |
1,342.9 |
1,351.0 |
8.1 |
0.6% |
1,322.0 |
Low |
1,313.3 |
1,340.0 |
26.7 |
2.0% |
1,276.2 |
Close |
1,340.3 |
1,347.7 |
7.4 |
0.6% |
1,317.8 |
Range |
29.6 |
11.0 |
-18.6 |
-62.8% |
45.8 |
ATR |
15.7 |
15.4 |
-0.3 |
-2.1% |
0.0 |
Volume |
141,545 |
118,789 |
-22,756 |
-16.1% |
615,905 |
|
Daily Pivots for day following 06-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,379.2 |
1,374.5 |
1,353.8 |
|
R3 |
1,368.2 |
1,363.5 |
1,350.7 |
|
R2 |
1,357.2 |
1,357.2 |
1,349.7 |
|
R1 |
1,352.5 |
1,352.5 |
1,348.7 |
1,354.9 |
PP |
1,346.2 |
1,346.2 |
1,346.2 |
1,347.4 |
S1 |
1,341.5 |
1,341.5 |
1,346.7 |
1,343.9 |
S2 |
1,335.2 |
1,335.2 |
1,345.7 |
|
S3 |
1,324.2 |
1,330.5 |
1,344.7 |
|
S4 |
1,313.2 |
1,319.5 |
1,341.7 |
|
|
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 |
1,351.0 |
1,297.0 |
54.0 |
4.0% |
16.7 |
1.2% |
94% |
True |
False |
116,682 |
10 |
1,351.0 |
1,276.2 |
74.8 |
5.6% |
15.4 |
1.1% |
96% |
True |
False |
114,593 |
20 |
1,351.0 |
1,237.9 |
113.1 |
8.4% |
15.0 |
1.1% |
97% |
True |
False |
109,497 |
40 |
1,351.0 |
1,194.2 |
156.8 |
11.6% |
13.9 |
1.0% |
98% |
True |
False |
96,960 |
60 |
1,351.0 |
1,159.3 |
191.7 |
14.2% |
14.8 |
1.1% |
98% |
True |
False |
87,992 |
80 |
1,351.0 |
1,159.3 |
191.7 |
14.2% |
16.2 |
1.2% |
98% |
True |
False |
68,771 |
100 |
1,351.0 |
1,159.3 |
191.7 |
14.2% |
17.0 |
1.3% |
98% |
True |
False |
55,994 |
120 |
1,351.0 |
1,127.8 |
223.2 |
16.6% |
17.4 |
1.3% |
99% |
True |
False |
47,252 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,397.8 |
2.618 |
1,379.8 |
1.618 |
1,368.8 |
1.000 |
1,362.0 |
0.618 |
1,357.8 |
HIGH |
1,351.0 |
0.618 |
1,346.8 |
0.500 |
1,345.5 |
0.382 |
1,344.2 |
LOW |
1,340.0 |
0.618 |
1,333.2 |
1.000 |
1,329.0 |
1.618 |
1,322.2 |
2.618 |
1,311.2 |
4.250 |
1,293.3 |
|
|
Fisher Pivots for day following 06-Oct-2010 |
Pivot |
1 day |
3 day |
R1 |
1,347.0 |
1,342.5 |
PP |
1,346.2 |
1,337.3 |
S1 |
1,345.5 |
1,332.2 |
|