Trading Metrics calculated at close of trading on 19-Oct-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Oct-2010 |
19-Oct-2010 |
Change |
Change % |
Previous Week |
Open |
1,371.0 |
1,370.6 |
-0.4 |
0.0% |
1,348.9 |
High |
1,375.6 |
1,371.7 |
-3.9 |
-0.3% |
1,388.1 |
Low |
1,353.2 |
1,328.4 |
-24.8 |
-1.8% |
1,341.1 |
Close |
1,372.1 |
1,336.0 |
-36.1 |
-2.6% |
1,372.0 |
Range |
22.4 |
43.3 |
20.9 |
93.3% |
47.0 |
ATR |
18.8 |
20.6 |
1.8 |
9.5% |
0.0 |
Volume |
128,488 |
243,671 |
115,183 |
89.6% |
753,265 |
|
Daily Pivots for day following 19-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,475.3 |
1,448.9 |
1,359.8 |
|
R3 |
1,432.0 |
1,405.6 |
1,347.9 |
|
R2 |
1,388.7 |
1,388.7 |
1,343.9 |
|
R1 |
1,362.3 |
1,362.3 |
1,340.0 |
1,353.9 |
PP |
1,345.4 |
1,345.4 |
1,345.4 |
1,341.1 |
S1 |
1,319.0 |
1,319.0 |
1,332.0 |
1,310.6 |
S2 |
1,302.1 |
1,302.1 |
1,328.1 |
|
S3 |
1,258.8 |
1,275.7 |
1,324.1 |
|
S4 |
1,215.5 |
1,232.4 |
1,312.2 |
|
|
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 |
1,328.4 |
59.7 |
4.5% |
26.4 |
2.0% |
13% |
False |
True |
178,939 |
10 |
1,388.1 |
1,325.6 |
62.5 |
4.7% |
23.8 |
1.8% |
17% |
False |
False |
167,362 |
20 |
1,388.1 |
1,276.2 |
111.9 |
8.4% |
19.6 |
1.5% |
53% |
False |
False |
140,814 |
40 |
1,388.1 |
1,211.7 |
176.4 |
13.2% |
16.9 |
1.3% |
70% |
False |
False |
118,142 |
60 |
1,388.1 |
1,159.3 |
228.8 |
17.1% |
15.9 |
1.2% |
77% |
False |
False |
109,648 |
80 |
1,388.1 |
1,159.3 |
228.8 |
17.1% |
17.0 |
1.3% |
77% |
False |
False |
87,268 |
100 |
1,388.1 |
1,159.3 |
228.8 |
17.1% |
17.4 |
1.3% |
77% |
False |
False |
71,039 |
120 |
1,388.1 |
1,159.3 |
228.8 |
17.1% |
18.2 |
1.4% |
77% |
False |
False |
60,054 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,555.7 |
2.618 |
1,485.1 |
1.618 |
1,441.8 |
1.000 |
1,415.0 |
0.618 |
1,398.5 |
HIGH |
1,371.7 |
0.618 |
1,355.2 |
0.500 |
1,350.1 |
0.382 |
1,344.9 |
LOW |
1,328.4 |
0.618 |
1,301.6 |
1.000 |
1,285.1 |
1.618 |
1,258.3 |
2.618 |
1,215.0 |
4.250 |
1,144.4 |
|
|
Fisher Pivots for day following 19-Oct-2010 |
Pivot |
1 day |
3 day |
R1 |
1,350.1 |
1,357.4 |
PP |
1,345.4 |
1,350.3 |
S1 |
1,340.7 |
1,343.1 |
|