Trading Metrics calculated at close of trading on 14-Oct-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Oct-2010 |
14-Oct-2010 |
Change |
Change % |
Previous Week |
Open |
1,351.5 |
1,372.6 |
21.1 |
1.6% |
1,319.7 |
High |
1,375.7 |
1,388.1 |
12.4 |
0.9% |
1,366.0 |
Low |
1,350.0 |
1,371.1 |
21.1 |
1.6% |
1,313.3 |
Close |
1,370.5 |
1,377.6 |
7.1 |
0.5% |
1,345.3 |
Range |
25.7 |
17.0 |
-8.7 |
-33.9% |
52.7 |
ATR |
18.2 |
18.1 |
0.0 |
-0.2% |
0.0 |
Volume |
169,381 |
168,738 |
-643 |
-0.4% |
761,905 |
|
Daily Pivots for day following 14-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,429.9 |
1,420.8 |
1,387.0 |
|
R3 |
1,412.9 |
1,403.8 |
1,382.3 |
|
R2 |
1,395.9 |
1,395.9 |
1,380.7 |
|
R1 |
1,386.8 |
1,386.8 |
1,379.2 |
1,391.4 |
PP |
1,378.9 |
1,378.9 |
1,378.9 |
1,381.2 |
S1 |
1,369.8 |
1,369.8 |
1,376.0 |
1,374.4 |
S2 |
1,361.9 |
1,361.9 |
1,374.5 |
|
S3 |
1,344.9 |
1,352.8 |
1,372.9 |
|
S4 |
1,327.9 |
1,335.8 |
1,368.3 |
|
|
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 |
1,388.1 |
1,325.6 |
62.5 |
4.5% |
19.6 |
1.4% |
83% |
True |
False |
150,409 |
10 |
1,388.1 |
1,307.3 |
80.8 |
5.9% |
20.1 |
1.5% |
87% |
True |
False |
143,132 |
20 |
1,388.1 |
1,272.0 |
116.1 |
8.4% |
17.2 |
1.2% |
91% |
True |
False |
128,198 |
40 |
1,388.1 |
1,211.7 |
176.4 |
12.8% |
15.4 |
1.1% |
94% |
True |
False |
109,382 |
60 |
1,388.1 |
1,159.3 |
228.8 |
16.6% |
15.4 |
1.1% |
95% |
True |
False |
102,766 |
80 |
1,388.1 |
1,159.3 |
228.8 |
16.6% |
16.6 |
1.2% |
95% |
True |
False |
80,618 |
100 |
1,388.1 |
1,159.3 |
228.8 |
16.6% |
16.9 |
1.2% |
95% |
True |
False |
65,712 |
120 |
1,388.1 |
1,150.7 |
237.4 |
17.2% |
17.9 |
1.3% |
96% |
True |
False |
55,485 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,460.4 |
2.618 |
1,432.6 |
1.618 |
1,415.6 |
1.000 |
1,405.1 |
0.618 |
1,398.6 |
HIGH |
1,388.1 |
0.618 |
1,381.6 |
0.500 |
1,379.6 |
0.382 |
1,377.6 |
LOW |
1,371.1 |
0.618 |
1,360.6 |
1.000 |
1,354.1 |
1.618 |
1,343.6 |
2.618 |
1,326.6 |
4.250 |
1,298.9 |
|
|
Fisher Pivots for day following 14-Oct-2010 |
Pivot |
1 day |
3 day |
R1 |
1,379.6 |
1,373.3 |
PP |
1,378.9 |
1,369.0 |
S1 |
1,378.3 |
1,364.8 |
|