Trading Metrics calculated at close of trading on 12-Oct-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Oct-2010 |
12-Oct-2010 |
Change |
Change % |
Previous Week |
Open |
1,348.9 |
1,354.9 |
6.0 |
0.4% |
1,319.7 |
High |
1,356.3 |
1,356.3 |
0.0 |
0.0% |
1,366.0 |
Low |
1,341.1 |
1,341.4 |
0.3 |
0.0% |
1,313.3 |
Close |
1,354.4 |
1,346.7 |
-7.7 |
-0.6% |
1,345.3 |
Range |
15.2 |
14.9 |
-0.3 |
-2.0% |
52.7 |
ATR |
17.5 |
17.3 |
-0.2 |
-1.1% |
0.0 |
Volume |
102,609 |
128,117 |
25,508 |
24.9% |
761,905 |
|
Daily Pivots for day following 12-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,392.8 |
1,384.7 |
1,354.9 |
|
R3 |
1,377.9 |
1,369.8 |
1,350.8 |
|
R2 |
1,363.0 |
1,363.0 |
1,349.4 |
|
R1 |
1,354.9 |
1,354.9 |
1,348.1 |
1,351.5 |
PP |
1,348.1 |
1,348.1 |
1,348.1 |
1,346.5 |
S1 |
1,340.0 |
1,340.0 |
1,345.3 |
1,336.6 |
S2 |
1,333.2 |
1,333.2 |
1,344.0 |
|
S3 |
1,318.3 |
1,325.1 |
1,342.6 |
|
S4 |
1,303.4 |
1,310.2 |
1,338.5 |
|
|
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 |
1,325.6 |
40.4 |
3.0% |
21.2 |
1.6% |
52% |
False |
False |
155,784 |
10 |
1,366.0 |
1,297.0 |
69.0 |
5.1% |
18.7 |
1.4% |
72% |
False |
False |
135,347 |
20 |
1,366.0 |
1,264.5 |
101.5 |
7.5% |
16.1 |
1.2% |
81% |
False |
False |
120,722 |
40 |
1,366.0 |
1,211.7 |
154.3 |
11.5% |
14.9 |
1.1% |
87% |
False |
False |
104,668 |
60 |
1,366.0 |
1,159.3 |
206.7 |
15.3% |
15.2 |
1.1% |
91% |
False |
False |
98,002 |
80 |
1,366.0 |
1,159.3 |
206.7 |
15.3% |
16.6 |
1.2% |
91% |
False |
False |
76,575 |
100 |
1,366.0 |
1,159.3 |
206.7 |
15.3% |
16.9 |
1.3% |
91% |
False |
False |
62,428 |
120 |
1,366.0 |
1,139.0 |
227.0 |
16.9% |
17.8 |
1.3% |
91% |
False |
False |
52,703 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,419.6 |
2.618 |
1,395.3 |
1.618 |
1,380.4 |
1.000 |
1,371.2 |
0.618 |
1,365.5 |
HIGH |
1,356.3 |
0.618 |
1,350.6 |
0.500 |
1,348.9 |
0.382 |
1,347.1 |
LOW |
1,341.4 |
0.618 |
1,332.2 |
1.000 |
1,326.5 |
1.618 |
1,317.3 |
2.618 |
1,302.4 |
4.250 |
1,278.1 |
|
|
Fisher Pivots for day following 12-Oct-2010 |
Pivot |
1 day |
3 day |
R1 |
1,348.9 |
1,344.8 |
PP |
1,348.1 |
1,342.9 |
S1 |
1,347.4 |
1,341.0 |
|