Trading Metrics calculated at close of trading on 08-Oct-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Oct-2010 |
08-Oct-2010 |
Change |
Change % |
Previous Week |
Open |
1,350.5 |
1,334.2 |
-16.3 |
-1.2% |
1,319.7 |
High |
1,366.0 |
1,350.8 |
-15.2 |
-1.1% |
1,366.0 |
Low |
1,326.5 |
1,325.6 |
-0.9 |
-0.1% |
1,313.3 |
Close |
1,335.0 |
1,345.3 |
10.3 |
0.8% |
1,345.3 |
Range |
39.5 |
25.2 |
-14.3 |
-36.2% |
52.7 |
ATR |
17.1 |
17.7 |
0.6 |
3.4% |
0.0 |
Volume |
246,203 |
183,204 |
-62,999 |
-25.6% |
761,905 |
|
Daily Pivots for day following 08-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,416.2 |
1,405.9 |
1,359.2 |
|
R3 |
1,391.0 |
1,380.7 |
1,352.2 |
|
R2 |
1,365.8 |
1,365.8 |
1,349.9 |
|
R1 |
1,355.5 |
1,355.5 |
1,347.6 |
1,360.7 |
PP |
1,340.6 |
1,340.6 |
1,340.6 |
1,343.1 |
S1 |
1,330.3 |
1,330.3 |
1,343.0 |
1,335.5 |
S2 |
1,315.4 |
1,315.4 |
1,340.7 |
|
S3 |
1,290.2 |
1,305.1 |
1,338.4 |
|
S4 |
1,265.0 |
1,279.9 |
1,331.4 |
|
|
Weekly Pivots for week ending 08-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,499.6 |
1,475.2 |
1,374.3 |
|
R3 |
1,446.9 |
1,422.5 |
1,359.8 |
|
R2 |
1,394.2 |
1,394.2 |
1,355.0 |
|
R1 |
1,369.8 |
1,369.8 |
1,350.1 |
1,382.0 |
PP |
1,341.5 |
1,341.5 |
1,341.5 |
1,347.7 |
S1 |
1,317.1 |
1,317.1 |
1,340.5 |
1,329.3 |
S2 |
1,288.8 |
1,288.8 |
1,335.6 |
|
S3 |
1,236.1 |
1,264.4 |
1,330.8 |
|
S4 |
1,183.4 |
1,211.7 |
1,316.3 |
|
|
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 |
1,313.3 |
52.7 |
3.9% |
22.6 |
1.7% |
61% |
False |
False |
152,381 |
10 |
1,366.0 |
1,276.2 |
89.8 |
6.7% |
19.8 |
1.5% |
77% |
False |
False |
137,781 |
20 |
1,366.0 |
1,242.3 |
123.7 |
9.2% |
16.6 |
1.2% |
83% |
False |
False |
120,675 |
40 |
1,366.0 |
1,211.7 |
154.3 |
11.5% |
14.7 |
1.1% |
87% |
False |
False |
102,277 |
60 |
1,366.0 |
1,159.3 |
206.7 |
15.4% |
15.4 |
1.1% |
90% |
False |
False |
94,697 |
80 |
1,366.0 |
1,159.3 |
206.7 |
15.4% |
16.7 |
1.2% |
90% |
False |
False |
73,931 |
100 |
1,366.0 |
1,159.3 |
206.7 |
15.4% |
17.2 |
1.3% |
90% |
False |
False |
60,201 |
120 |
1,366.0 |
1,135.9 |
230.1 |
17.1% |
17.8 |
1.3% |
91% |
False |
False |
50,814 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,457.9 |
2.618 |
1,416.8 |
1.618 |
1,391.6 |
1.000 |
1,376.0 |
0.618 |
1,366.4 |
HIGH |
1,350.8 |
0.618 |
1,341.2 |
0.500 |
1,338.2 |
0.382 |
1,335.2 |
LOW |
1,325.6 |
0.618 |
1,310.0 |
1.000 |
1,300.4 |
1.618 |
1,284.8 |
2.618 |
1,259.6 |
4.250 |
1,218.5 |
|
|
Fisher Pivots for day following 08-Oct-2010 |
Pivot |
1 day |
3 day |
R1 |
1,342.9 |
1,345.8 |
PP |
1,340.6 |
1,345.6 |
S1 |
1,338.2 |
1,345.5 |
|