Trading Metrics calculated at close of trading on 20-Oct-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Oct-2010 |
20-Oct-2010 |
Change |
Change % |
Previous Week |
Open |
1,370.6 |
1,334.4 |
-36.2 |
-2.6% |
1,348.9 |
High |
1,371.7 |
1,348.1 |
-23.6 |
-1.7% |
1,388.1 |
Low |
1,328.4 |
1,331.1 |
2.7 |
0.2% |
1,341.1 |
Close |
1,336.0 |
1,344.2 |
8.2 |
0.6% |
1,372.0 |
Range |
43.3 |
17.0 |
-26.3 |
-60.7% |
47.0 |
ATR |
20.6 |
20.3 |
-0.3 |
-1.2% |
0.0 |
Volume |
243,671 |
149,464 |
-94,207 |
-38.7% |
753,265 |
|
Daily Pivots for day following 20-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,392.1 |
1,385.2 |
1,353.6 |
|
R3 |
1,375.1 |
1,368.2 |
1,348.9 |
|
R2 |
1,358.1 |
1,358.1 |
1,347.3 |
|
R1 |
1,351.2 |
1,351.2 |
1,345.8 |
1,354.7 |
PP |
1,341.1 |
1,341.1 |
1,341.1 |
1,342.9 |
S1 |
1,334.2 |
1,334.2 |
1,342.6 |
1,337.7 |
S2 |
1,324.1 |
1,324.1 |
1,341.1 |
|
S3 |
1,307.1 |
1,317.2 |
1,339.5 |
|
S4 |
1,290.1 |
1,300.2 |
1,334.9 |
|
|
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 |
4.4% |
24.7 |
1.8% |
26% |
False |
False |
174,956 |
10 |
1,388.1 |
1,325.6 |
62.5 |
4.6% |
24.4 |
1.8% |
30% |
False |
False |
170,429 |
20 |
1,388.1 |
1,276.2 |
111.9 |
8.3% |
19.9 |
1.5% |
61% |
False |
False |
142,511 |
40 |
1,388.1 |
1,230.9 |
157.2 |
11.7% |
16.6 |
1.2% |
72% |
False |
False |
118,620 |
60 |
1,388.1 |
1,159.3 |
228.8 |
17.0% |
15.7 |
1.2% |
81% |
False |
False |
110,346 |
80 |
1,388.1 |
1,159.3 |
228.8 |
17.0% |
16.8 |
1.3% |
81% |
False |
False |
89,107 |
100 |
1,388.1 |
1,159.3 |
228.8 |
17.0% |
17.4 |
1.3% |
81% |
False |
False |
72,480 |
120 |
1,388.1 |
1,159.3 |
228.8 |
17.0% |
18.2 |
1.4% |
81% |
False |
False |
61,294 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,420.4 |
2.618 |
1,392.6 |
1.618 |
1,375.6 |
1.000 |
1,365.1 |
0.618 |
1,358.6 |
HIGH |
1,348.1 |
0.618 |
1,341.6 |
0.500 |
1,339.6 |
0.382 |
1,337.6 |
LOW |
1,331.1 |
0.618 |
1,320.6 |
1.000 |
1,314.1 |
1.618 |
1,303.6 |
2.618 |
1,286.6 |
4.250 |
1,258.9 |
|
|
Fisher Pivots for day following 20-Oct-2010 |
Pivot |
1 day |
3 day |
R1 |
1,342.7 |
1,352.0 |
PP |
1,341.1 |
1,349.4 |
S1 |
1,339.6 |
1,346.8 |
|