Trading Metrics calculated at close of trading on 11-Oct-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Oct-2010 |
11-Oct-2010 |
Change |
Change % |
Previous Week |
Open |
1,334.2 |
1,348.9 |
14.7 |
1.1% |
1,319.7 |
High |
1,350.8 |
1,356.3 |
5.5 |
0.4% |
1,366.0 |
Low |
1,325.6 |
1,341.1 |
15.5 |
1.2% |
1,313.3 |
Close |
1,345.3 |
1,354.4 |
9.1 |
0.7% |
1,345.3 |
Range |
25.2 |
15.2 |
-10.0 |
-39.7% |
52.7 |
ATR |
17.7 |
17.5 |
-0.2 |
-1.0% |
0.0 |
Volume |
183,204 |
102,609 |
-80,595 |
-44.0% |
761,905 |
|
Daily Pivots for day following 11-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,396.2 |
1,390.5 |
1,362.8 |
|
R3 |
1,381.0 |
1,375.3 |
1,358.6 |
|
R2 |
1,365.8 |
1,365.8 |
1,357.2 |
|
R1 |
1,360.1 |
1,360.1 |
1,355.8 |
1,363.0 |
PP |
1,350.6 |
1,350.6 |
1,350.6 |
1,352.0 |
S1 |
1,344.9 |
1,344.9 |
1,353.0 |
1,347.8 |
S2 |
1,335.4 |
1,335.4 |
1,351.6 |
|
S3 |
1,320.2 |
1,329.7 |
1,350.2 |
|
S4 |
1,305.0 |
1,314.5 |
1,346.0 |
|
|
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% |
24.1 |
1.8% |
78% |
False |
False |
158,470 |
10 |
1,366.0 |
1,276.2 |
89.8 |
6.6% |
20.8 |
1.5% |
87% |
False |
False |
140,949 |
20 |
1,366.0 |
1,246.0 |
120.0 |
8.9% |
16.9 |
1.2% |
90% |
False |
False |
122,210 |
40 |
1,366.0 |
1,211.7 |
154.3 |
11.4% |
14.9 |
1.1% |
92% |
False |
False |
103,179 |
60 |
1,366.0 |
1,159.3 |
206.7 |
15.3% |
15.3 |
1.1% |
94% |
False |
False |
96,219 |
80 |
1,366.0 |
1,159.3 |
206.7 |
15.3% |
16.6 |
1.2% |
94% |
False |
False |
75,174 |
100 |
1,366.0 |
1,159.3 |
206.7 |
15.3% |
17.0 |
1.3% |
94% |
False |
False |
61,196 |
120 |
1,366.0 |
1,135.9 |
230.1 |
17.0% |
17.8 |
1.3% |
95% |
False |
False |
51,653 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,420.9 |
2.618 |
1,396.1 |
1.618 |
1,380.9 |
1.000 |
1,371.5 |
0.618 |
1,365.7 |
HIGH |
1,356.3 |
0.618 |
1,350.5 |
0.500 |
1,348.7 |
0.382 |
1,346.9 |
LOW |
1,341.1 |
0.618 |
1,331.7 |
1.000 |
1,325.9 |
1.618 |
1,316.5 |
2.618 |
1,301.3 |
4.250 |
1,276.5 |
|
|
Fisher Pivots for day following 11-Oct-2010 |
Pivot |
1 day |
3 day |
R1 |
1,352.5 |
1,351.5 |
PP |
1,350.6 |
1,348.7 |
S1 |
1,348.7 |
1,345.8 |
|