Trading Metrics calculated at close of trading on 29-Oct-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Oct-2010 |
29-Oct-2010 |
Change |
Change % |
Previous Week |
Open |
1,325.3 |
1,344.5 |
19.2 |
1.4% |
1,329.3 |
High |
1,346.2 |
1,359.7 |
13.5 |
1.0% |
1,359.7 |
Low |
1,322.9 |
1,335.2 |
12.3 |
0.9% |
1,318.6 |
Close |
1,342.5 |
1,357.6 |
15.1 |
1.1% |
1,357.6 |
Range |
23.3 |
24.5 |
1.2 |
5.2% |
41.1 |
ATR |
21.0 |
21.2 |
0.3 |
1.2% |
0.0 |
Volume |
139,591 |
154,006 |
14,415 |
10.3% |
730,723 |
|
Daily Pivots for day following 29-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,424.3 |
1,415.5 |
1,371.1 |
|
R3 |
1,399.8 |
1,391.0 |
1,364.3 |
|
R2 |
1,375.3 |
1,375.3 |
1,362.1 |
|
R1 |
1,366.5 |
1,366.5 |
1,359.8 |
1,370.9 |
PP |
1,350.8 |
1,350.8 |
1,350.8 |
1,353.1 |
S1 |
1,342.0 |
1,342.0 |
1,355.4 |
1,346.4 |
S2 |
1,326.3 |
1,326.3 |
1,353.1 |
|
S3 |
1,301.8 |
1,317.5 |
1,350.9 |
|
S4 |
1,277.3 |
1,293.0 |
1,344.1 |
|
|
Weekly Pivots for week ending 29-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,468.6 |
1,454.2 |
1,380.2 |
|
R3 |
1,427.5 |
1,413.1 |
1,368.9 |
|
R2 |
1,386.4 |
1,386.4 |
1,365.1 |
|
R1 |
1,372.0 |
1,372.0 |
1,361.4 |
1,379.2 |
PP |
1,345.3 |
1,345.3 |
1,345.3 |
1,348.9 |
S1 |
1,330.9 |
1,330.9 |
1,353.8 |
1,338.1 |
S2 |
1,304.2 |
1,304.2 |
1,350.1 |
|
S3 |
1,263.1 |
1,289.8 |
1,346.3 |
|
S4 |
1,222.0 |
1,248.7 |
1,335.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,359.7 |
1,318.6 |
41.1 |
3.0% |
21.8 |
1.6% |
95% |
True |
False |
146,144 |
10 |
1,375.6 |
1,315.6 |
60.0 |
4.4% |
23.6 |
1.7% |
70% |
False |
False |
158,593 |
20 |
1,388.1 |
1,313.3 |
74.8 |
5.5% |
22.3 |
1.6% |
59% |
False |
False |
155,055 |
40 |
1,388.1 |
1,237.9 |
150.2 |
11.1% |
18.5 |
1.4% |
80% |
False |
False |
131,618 |
60 |
1,388.1 |
1,192.5 |
195.6 |
14.4% |
16.7 |
1.2% |
84% |
False |
False |
114,938 |
80 |
1,388.1 |
1,159.3 |
228.8 |
16.9% |
16.8 |
1.2% |
87% |
False |
False |
101,420 |
100 |
1,388.1 |
1,159.3 |
228.8 |
16.9% |
17.5 |
1.3% |
87% |
False |
False |
82,837 |
120 |
1,388.1 |
1,159.3 |
228.8 |
16.9% |
18.1 |
1.3% |
87% |
False |
False |
69,897 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,463.8 |
2.618 |
1,423.8 |
1.618 |
1,399.3 |
1.000 |
1,384.2 |
0.618 |
1,374.8 |
HIGH |
1,359.7 |
0.618 |
1,350.3 |
0.500 |
1,347.5 |
0.382 |
1,344.6 |
LOW |
1,335.2 |
0.618 |
1,320.1 |
1.000 |
1,310.7 |
1.618 |
1,295.6 |
2.618 |
1,271.1 |
4.250 |
1,231.1 |
|
|
Fisher Pivots for day following 29-Oct-2010 |
Pivot |
1 day |
3 day |
R1 |
1,354.2 |
1,351.5 |
PP |
1,350.8 |
1,345.3 |
S1 |
1,347.5 |
1,339.2 |
|