Trading Metrics calculated at close of trading on 22-Oct-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Oct-2010 |
22-Oct-2010 |
Change |
Change % |
Previous Week |
Open |
1,345.2 |
1,325.8 |
-19.4 |
-1.4% |
1,371.0 |
High |
1,349.6 |
1,328.8 |
-20.8 |
-1.5% |
1,375.6 |
Low |
1,318.2 |
1,315.6 |
-2.6 |
-0.2% |
1,315.6 |
Close |
1,325.6 |
1,325.1 |
-0.5 |
0.0% |
1,325.1 |
Range |
31.4 |
13.2 |
-18.2 |
-58.0% |
60.0 |
ATR |
21.1 |
20.5 |
-0.6 |
-2.7% |
0.0 |
Volume |
198,248 |
135,336 |
-62,912 |
-31.7% |
855,207 |
|
Daily Pivots for day following 22-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,362.8 |
1,357.1 |
1,332.4 |
|
R3 |
1,349.6 |
1,343.9 |
1,328.7 |
|
R2 |
1,336.4 |
1,336.4 |
1,327.5 |
|
R1 |
1,330.7 |
1,330.7 |
1,326.3 |
1,327.0 |
PP |
1,323.2 |
1,323.2 |
1,323.2 |
1,321.3 |
S1 |
1,317.5 |
1,317.5 |
1,323.9 |
1,313.8 |
S2 |
1,310.0 |
1,310.0 |
1,322.7 |
|
S3 |
1,296.8 |
1,304.3 |
1,321.5 |
|
S4 |
1,283.6 |
1,291.1 |
1,317.8 |
|
|
Weekly Pivots for week ending 22-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,518.8 |
1,481.9 |
1,358.1 |
|
R3 |
1,458.8 |
1,421.9 |
1,341.6 |
|
R2 |
1,398.8 |
1,398.8 |
1,336.1 |
|
R1 |
1,361.9 |
1,361.9 |
1,330.6 |
1,350.4 |
PP |
1,338.8 |
1,338.8 |
1,338.8 |
1,333.0 |
S1 |
1,301.9 |
1,301.9 |
1,319.6 |
1,290.4 |
S2 |
1,278.8 |
1,278.8 |
1,314.1 |
|
S3 |
1,218.8 |
1,241.9 |
1,308.6 |
|
S4 |
1,158.8 |
1,181.9 |
1,292.1 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,375.6 |
1,315.6 |
60.0 |
4.5% |
25.5 |
1.9% |
16% |
False |
True |
171,041 |
10 |
1,388.1 |
1,315.6 |
72.5 |
5.5% |
22.4 |
1.7% |
13% |
False |
True |
160,847 |
20 |
1,388.1 |
1,276.2 |
111.9 |
8.4% |
21.1 |
1.6% |
44% |
False |
False |
149,314 |
40 |
1,388.1 |
1,233.5 |
154.6 |
11.7% |
17.2 |
1.3% |
59% |
False |
False |
122,727 |
60 |
1,388.1 |
1,168.0 |
220.1 |
16.6% |
16.2 |
1.2% |
71% |
False |
False |
110,994 |
80 |
1,388.1 |
1,159.3 |
228.8 |
17.3% |
17.0 |
1.3% |
72% |
False |
False |
93,031 |
100 |
1,388.1 |
1,159.3 |
228.8 |
17.3% |
17.5 |
1.3% |
72% |
False |
False |
75,741 |
120 |
1,388.1 |
1,159.3 |
228.8 |
17.3% |
18.3 |
1.4% |
72% |
False |
False |
64,033 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,384.9 |
2.618 |
1,363.4 |
1.618 |
1,350.2 |
1.000 |
1,342.0 |
0.618 |
1,337.0 |
HIGH |
1,328.8 |
0.618 |
1,323.8 |
0.500 |
1,322.2 |
0.382 |
1,320.6 |
LOW |
1,315.6 |
0.618 |
1,307.4 |
1.000 |
1,302.4 |
1.618 |
1,294.2 |
2.618 |
1,281.0 |
4.250 |
1,259.5 |
|
|
Fisher Pivots for day following 22-Oct-2010 |
Pivot |
1 day |
3 day |
R1 |
1,324.1 |
1,332.6 |
PP |
1,323.2 |
1,330.1 |
S1 |
1,322.2 |
1,327.6 |
|