Trading Metrics calculated at close of trading on 25-Oct-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Oct-2010 |
25-Oct-2010 |
Change |
Change % |
Previous Week |
Open |
1,325.8 |
1,329.3 |
3.5 |
0.3% |
1,371.0 |
High |
1,328.8 |
1,349.5 |
20.7 |
1.6% |
1,375.6 |
Low |
1,315.6 |
1,329.3 |
13.7 |
1.0% |
1,315.6 |
Close |
1,325.1 |
1,338.9 |
13.8 |
1.0% |
1,325.1 |
Range |
13.2 |
20.2 |
7.0 |
53.0% |
60.0 |
ATR |
20.5 |
20.8 |
0.3 |
1.3% |
0.0 |
Volume |
135,336 |
135,296 |
-40 |
0.0% |
855,207 |
|
Daily Pivots for day following 25-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,399.8 |
1,389.6 |
1,350.0 |
|
R3 |
1,379.6 |
1,369.4 |
1,344.5 |
|
R2 |
1,359.4 |
1,359.4 |
1,342.6 |
|
R1 |
1,349.2 |
1,349.2 |
1,340.8 |
1,354.3 |
PP |
1,339.2 |
1,339.2 |
1,339.2 |
1,341.8 |
S1 |
1,329.0 |
1,329.0 |
1,337.0 |
1,334.1 |
S2 |
1,319.0 |
1,319.0 |
1,335.2 |
|
S3 |
1,298.8 |
1,308.8 |
1,333.3 |
|
S4 |
1,278.6 |
1,288.6 |
1,327.8 |
|
|
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 |
1,371.7 |
1,315.6 |
56.1 |
4.2% |
25.0 |
1.9% |
42% |
False |
False |
172,403 |
10 |
1,388.1 |
1,315.6 |
72.5 |
5.4% |
22.9 |
1.7% |
32% |
False |
False |
164,115 |
20 |
1,388.1 |
1,276.2 |
111.9 |
8.4% |
21.8 |
1.6% |
56% |
False |
False |
152,532 |
40 |
1,388.1 |
1,233.5 |
154.6 |
11.5% |
17.4 |
1.3% |
68% |
False |
False |
124,142 |
60 |
1,388.1 |
1,176.7 |
211.4 |
15.8% |
16.2 |
1.2% |
77% |
False |
False |
111,364 |
80 |
1,388.1 |
1,159.3 |
228.8 |
17.1% |
16.7 |
1.2% |
78% |
False |
False |
94,668 |
100 |
1,388.1 |
1,159.3 |
228.8 |
17.1% |
17.5 |
1.3% |
78% |
False |
False |
77,076 |
120 |
1,388.1 |
1,159.3 |
228.8 |
17.1% |
18.3 |
1.4% |
78% |
False |
False |
65,126 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,435.4 |
2.618 |
1,402.4 |
1.618 |
1,382.2 |
1.000 |
1,369.7 |
0.618 |
1,362.0 |
HIGH |
1,349.5 |
0.618 |
1,341.8 |
0.500 |
1,339.4 |
0.382 |
1,337.0 |
LOW |
1,329.3 |
0.618 |
1,316.8 |
1.000 |
1,309.1 |
1.618 |
1,296.6 |
2.618 |
1,276.4 |
4.250 |
1,243.5 |
|
|
Fisher Pivots for day following 25-Oct-2010 |
Pivot |
1 day |
3 day |
R1 |
1,339.4 |
1,336.8 |
PP |
1,339.2 |
1,334.7 |
S1 |
1,339.1 |
1,332.6 |
|