Trading Metrics calculated at close of trading on 07-Oct-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Oct-2010 |
07-Oct-2010 |
Change |
Change % |
Previous Week |
Open |
1,341.3 |
1,350.5 |
9.2 |
0.7% |
1,299.2 |
High |
1,351.0 |
1,366.0 |
15.0 |
1.1% |
1,322.0 |
Low |
1,340.0 |
1,326.5 |
-13.5 |
-1.0% |
1,276.2 |
Close |
1,347.7 |
1,335.0 |
-12.7 |
-0.9% |
1,317.8 |
Range |
11.0 |
39.5 |
28.5 |
259.1% |
45.8 |
ATR |
15.4 |
17.1 |
1.7 |
11.2% |
0.0 |
Volume |
118,789 |
246,203 |
127,414 |
107.3% |
615,905 |
|
Daily Pivots for day following 07-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,461.0 |
1,437.5 |
1,356.7 |
|
R3 |
1,421.5 |
1,398.0 |
1,345.9 |
|
R2 |
1,382.0 |
1,382.0 |
1,342.2 |
|
R1 |
1,358.5 |
1,358.5 |
1,338.6 |
1,350.5 |
PP |
1,342.5 |
1,342.5 |
1,342.5 |
1,338.5 |
S1 |
1,319.0 |
1,319.0 |
1,331.4 |
1,311.0 |
S2 |
1,303.0 |
1,303.0 |
1,327.8 |
|
S3 |
1,263.5 |
1,279.5 |
1,324.1 |
|
S4 |
1,224.0 |
1,240.0 |
1,313.3 |
|
|
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 |
1,366.0 |
1,307.3 |
58.7 |
4.4% |
20.5 |
1.5% |
47% |
True |
False |
135,856 |
10 |
1,366.0 |
1,276.2 |
89.8 |
6.7% |
18.4 |
1.4% |
65% |
True |
False |
129,537 |
20 |
1,366.0 |
1,237.9 |
128.1 |
9.6% |
16.1 |
1.2% |
76% |
True |
False |
116,216 |
40 |
1,366.0 |
1,199.5 |
166.5 |
12.5% |
14.5 |
1.1% |
81% |
True |
False |
100,347 |
60 |
1,366.0 |
1,159.3 |
206.7 |
15.5% |
15.2 |
1.1% |
85% |
True |
False |
91,805 |
80 |
1,366.0 |
1,159.3 |
206.7 |
15.5% |
16.5 |
1.2% |
85% |
True |
False |
71,790 |
100 |
1,366.0 |
1,159.3 |
206.7 |
15.5% |
17.2 |
1.3% |
85% |
True |
False |
58,408 |
120 |
1,366.0 |
1,135.9 |
230.1 |
17.2% |
17.6 |
1.3% |
87% |
True |
False |
49,293 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,533.9 |
2.618 |
1,469.4 |
1.618 |
1,429.9 |
1.000 |
1,405.5 |
0.618 |
1,390.4 |
HIGH |
1,366.0 |
0.618 |
1,350.9 |
0.500 |
1,346.3 |
0.382 |
1,341.6 |
LOW |
1,326.5 |
0.618 |
1,302.1 |
1.000 |
1,287.0 |
1.618 |
1,262.6 |
2.618 |
1,223.1 |
4.250 |
1,158.6 |
|
|
Fisher Pivots for day following 07-Oct-2010 |
Pivot |
1 day |
3 day |
R1 |
1,346.3 |
1,339.7 |
PP |
1,342.5 |
1,338.1 |
S1 |
1,338.8 |
1,336.6 |
|