Trading Metrics calculated at close of trading on 13-Oct-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Oct-2010 |
13-Oct-2010 |
Change |
Change % |
Previous Week |
Open |
1,354.9 |
1,351.5 |
-3.4 |
-0.3% |
1,319.7 |
High |
1,356.3 |
1,375.7 |
19.4 |
1.4% |
1,366.0 |
Low |
1,341.4 |
1,350.0 |
8.6 |
0.6% |
1,313.3 |
Close |
1,346.7 |
1,370.5 |
23.8 |
1.8% |
1,345.3 |
Range |
14.9 |
25.7 |
10.8 |
72.5% |
52.7 |
ATR |
17.3 |
18.2 |
0.8 |
4.8% |
0.0 |
Volume |
128,117 |
169,381 |
41,264 |
32.2% |
761,905 |
|
Daily Pivots for day following 13-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,442.5 |
1,432.2 |
1,384.6 |
|
R3 |
1,416.8 |
1,406.5 |
1,377.6 |
|
R2 |
1,391.1 |
1,391.1 |
1,375.2 |
|
R1 |
1,380.8 |
1,380.8 |
1,372.9 |
1,386.0 |
PP |
1,365.4 |
1,365.4 |
1,365.4 |
1,368.0 |
S1 |
1,355.1 |
1,355.1 |
1,368.1 |
1,360.3 |
S2 |
1,339.7 |
1,339.7 |
1,365.8 |
|
S3 |
1,314.0 |
1,329.4 |
1,363.4 |
|
S4 |
1,288.3 |
1,303.7 |
1,356.4 |
|
|
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 |
1,375.7 |
1,325.6 |
50.1 |
3.7% |
24.1 |
1.8% |
90% |
True |
False |
165,902 |
10 |
1,375.7 |
1,297.0 |
78.7 |
5.7% |
20.4 |
1.5% |
93% |
True |
False |
141,292 |
20 |
1,375.7 |
1,266.1 |
109.6 |
8.0% |
17.0 |
1.2% |
95% |
True |
False |
124,374 |
40 |
1,375.7 |
1,211.7 |
164.0 |
12.0% |
15.4 |
1.1% |
97% |
True |
False |
107,534 |
60 |
1,375.7 |
1,159.3 |
216.4 |
15.8% |
15.4 |
1.1% |
98% |
True |
False |
100,567 |
80 |
1,375.7 |
1,159.3 |
216.4 |
15.8% |
16.5 |
1.2% |
98% |
True |
False |
78,643 |
100 |
1,375.7 |
1,159.3 |
216.4 |
15.8% |
16.9 |
1.2% |
98% |
True |
False |
64,064 |
120 |
1,375.7 |
1,150.7 |
225.0 |
16.4% |
17.8 |
1.3% |
98% |
True |
False |
54,092 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,484.9 |
2.618 |
1,443.0 |
1.618 |
1,417.3 |
1.000 |
1,401.4 |
0.618 |
1,391.6 |
HIGH |
1,375.7 |
0.618 |
1,365.9 |
0.500 |
1,362.9 |
0.382 |
1,359.8 |
LOW |
1,350.0 |
0.618 |
1,334.1 |
1.000 |
1,324.3 |
1.618 |
1,308.4 |
2.618 |
1,282.7 |
4.250 |
1,240.8 |
|
|
Fisher Pivots for day following 13-Oct-2010 |
Pivot |
1 day |
3 day |
R1 |
1,368.0 |
1,366.5 |
PP |
1,365.4 |
1,362.4 |
S1 |
1,362.9 |
1,358.4 |
|