Trading Metrics calculated at close of trading on 21-Oct-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Oct-2010 |
21-Oct-2010 |
Change |
Change % |
Previous Week |
Open |
1,334.4 |
1,345.2 |
10.8 |
0.8% |
1,348.9 |
High |
1,348.1 |
1,349.6 |
1.5 |
0.1% |
1,388.1 |
Low |
1,331.1 |
1,318.2 |
-12.9 |
-1.0% |
1,341.1 |
Close |
1,344.2 |
1,325.6 |
-18.6 |
-1.4% |
1,372.0 |
Range |
17.0 |
31.4 |
14.4 |
84.7% |
47.0 |
ATR |
20.3 |
21.1 |
0.8 |
3.9% |
0.0 |
Volume |
149,464 |
198,248 |
48,784 |
32.6% |
753,265 |
|
Daily Pivots for day following 21-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,425.3 |
1,406.9 |
1,342.9 |
|
R3 |
1,393.9 |
1,375.5 |
1,334.2 |
|
R2 |
1,362.5 |
1,362.5 |
1,331.4 |
|
R1 |
1,344.1 |
1,344.1 |
1,328.5 |
1,337.6 |
PP |
1,331.1 |
1,331.1 |
1,331.1 |
1,327.9 |
S1 |
1,312.7 |
1,312.7 |
1,322.7 |
1,306.2 |
S2 |
1,299.7 |
1,299.7 |
1,319.8 |
|
S3 |
1,268.3 |
1,281.3 |
1,317.0 |
|
S4 |
1,236.9 |
1,249.9 |
1,308.3 |
|
|
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 |
1,386.4 |
1,318.2 |
68.2 |
5.1% |
27.6 |
2.1% |
11% |
False |
True |
180,858 |
10 |
1,388.1 |
1,318.2 |
69.9 |
5.3% |
23.6 |
1.8% |
11% |
False |
True |
165,634 |
20 |
1,388.1 |
1,276.2 |
111.9 |
8.4% |
21.0 |
1.6% |
44% |
False |
False |
147,585 |
40 |
1,388.1 |
1,233.5 |
154.6 |
11.7% |
17.1 |
1.3% |
60% |
False |
False |
121,111 |
60 |
1,388.1 |
1,161.6 |
226.5 |
17.1% |
16.1 |
1.2% |
72% |
False |
False |
111,702 |
80 |
1,388.1 |
1,159.3 |
228.8 |
17.3% |
17.0 |
1.3% |
73% |
False |
False |
91,543 |
100 |
1,388.1 |
1,159.3 |
228.8 |
17.3% |
17.5 |
1.3% |
73% |
False |
False |
74,406 |
120 |
1,388.1 |
1,159.3 |
228.8 |
17.3% |
18.4 |
1.4% |
73% |
False |
False |
62,913 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,483.1 |
2.618 |
1,431.8 |
1.618 |
1,400.4 |
1.000 |
1,381.0 |
0.618 |
1,369.0 |
HIGH |
1,349.6 |
0.618 |
1,337.6 |
0.500 |
1,333.9 |
0.382 |
1,330.2 |
LOW |
1,318.2 |
0.618 |
1,298.8 |
1.000 |
1,286.8 |
1.618 |
1,267.4 |
2.618 |
1,236.0 |
4.250 |
1,184.8 |
|
|
Fisher Pivots for day following 21-Oct-2010 |
Pivot |
1 day |
3 day |
R1 |
1,333.9 |
1,345.0 |
PP |
1,331.1 |
1,338.5 |
S1 |
1,328.4 |
1,332.1 |
|