Trading Metrics calculated at close of trading on 18-Oct-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Oct-2010 |
18-Oct-2010 |
Change |
Change % |
Previous Week |
Open |
1,381.7 |
1,371.0 |
-10.7 |
-0.8% |
1,348.9 |
High |
1,386.4 |
1,375.6 |
-10.8 |
-0.8% |
1,388.1 |
Low |
1,362.7 |
1,353.2 |
-9.5 |
-0.7% |
1,341.1 |
Close |
1,372.0 |
1,372.1 |
0.1 |
0.0% |
1,372.0 |
Range |
23.7 |
22.4 |
-1.3 |
-5.5% |
47.0 |
ATR |
18.5 |
18.8 |
0.3 |
1.5% |
0.0 |
Volume |
184,420 |
128,488 |
-55,932 |
-30.3% |
753,265 |
|
Daily Pivots for day following 18-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,434.2 |
1,425.5 |
1,384.4 |
|
R3 |
1,411.8 |
1,403.1 |
1,378.3 |
|
R2 |
1,389.4 |
1,389.4 |
1,376.2 |
|
R1 |
1,380.7 |
1,380.7 |
1,374.2 |
1,385.1 |
PP |
1,367.0 |
1,367.0 |
1,367.0 |
1,369.1 |
S1 |
1,358.3 |
1,358.3 |
1,370.0 |
1,362.7 |
S2 |
1,344.6 |
1,344.6 |
1,368.0 |
|
S3 |
1,322.2 |
1,335.9 |
1,365.9 |
|
S4 |
1,299.8 |
1,313.5 |
1,359.8 |
|
|
Weekly Pivots for week ending 15-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,508.1 |
1,487.0 |
1,397.9 |
|
R3 |
1,461.1 |
1,440.0 |
1,384.9 |
|
R2 |
1,414.1 |
1,414.1 |
1,380.6 |
|
R1 |
1,393.0 |
1,393.0 |
1,376.3 |
1,403.6 |
PP |
1,367.1 |
1,367.1 |
1,367.1 |
1,372.3 |
S1 |
1,346.0 |
1,346.0 |
1,367.7 |
1,356.6 |
S2 |
1,320.1 |
1,320.1 |
1,363.4 |
|
S3 |
1,273.1 |
1,299.0 |
1,359.1 |
|
S4 |
1,226.1 |
1,252.0 |
1,346.2 |
|
|
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 |
1,341.4 |
46.7 |
3.4% |
20.7 |
1.5% |
66% |
False |
False |
155,828 |
10 |
1,388.1 |
1,313.3 |
74.8 |
5.5% |
22.4 |
1.6% |
79% |
False |
False |
157,149 |
20 |
1,388.1 |
1,272.0 |
116.1 |
8.5% |
18.4 |
1.3% |
86% |
False |
False |
135,680 |
40 |
1,388.1 |
1,211.7 |
176.4 |
12.9% |
16.0 |
1.2% |
91% |
False |
False |
113,438 |
60 |
1,388.1 |
1,159.3 |
228.8 |
16.7% |
15.5 |
1.1% |
93% |
False |
False |
106,417 |
80 |
1,388.1 |
1,159.3 |
228.8 |
16.7% |
16.6 |
1.2% |
93% |
False |
False |
84,282 |
100 |
1,388.1 |
1,159.3 |
228.8 |
16.7% |
17.1 |
1.2% |
93% |
False |
False |
68,711 |
120 |
1,388.1 |
1,159.3 |
228.8 |
16.7% |
17.9 |
1.3% |
93% |
False |
False |
58,049 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,470.8 |
2.618 |
1,434.2 |
1.618 |
1,411.8 |
1.000 |
1,398.0 |
0.618 |
1,389.4 |
HIGH |
1,375.6 |
0.618 |
1,367.0 |
0.500 |
1,364.4 |
0.382 |
1,361.8 |
LOW |
1,353.2 |
0.618 |
1,339.4 |
1.000 |
1,330.8 |
1.618 |
1,317.0 |
2.618 |
1,294.6 |
4.250 |
1,258.0 |
|
|
Fisher Pivots for day following 18-Oct-2010 |
Pivot |
1 day |
3 day |
R1 |
1,369.5 |
1,371.6 |
PP |
1,367.0 |
1,371.1 |
S1 |
1,364.4 |
1,370.7 |
|