Trading Metrics calculated at close of trading on 01-Oct-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Sep-2010 |
01-Oct-2010 |
Change |
Change % |
Previous Week |
Open |
6,231.5 |
6,250.0 |
18.5 |
0.3% |
6,332.5 |
High |
6,348.0 |
6,304.0 |
-44.0 |
-0.7% |
6,348.0 |
Low |
6,193.5 |
6,195.0 |
1.5 |
0.0% |
6,193.5 |
Close |
6,241.0 |
6,212.0 |
-29.0 |
-0.5% |
6,212.0 |
Range |
154.5 |
109.0 |
-45.5 |
-29.4% |
154.5 |
ATR |
103.3 |
103.7 |
0.4 |
0.4% |
0.0 |
Volume |
196,826 |
198,160 |
1,334 |
0.7% |
669,545 |
|
Daily Pivots for day following 01-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,564.0 |
6,497.0 |
6,272.0 |
|
R3 |
6,455.0 |
6,388.0 |
6,242.0 |
|
R2 |
6,346.0 |
6,346.0 |
6,232.0 |
|
R1 |
6,279.0 |
6,279.0 |
6,222.0 |
6,258.0 |
PP |
6,237.0 |
6,237.0 |
6,237.0 |
6,226.5 |
S1 |
6,170.0 |
6,170.0 |
6,202.0 |
6,149.0 |
S2 |
6,128.0 |
6,128.0 |
6,192.0 |
|
S3 |
6,019.0 |
6,061.0 |
6,182.0 |
|
S4 |
5,910.0 |
5,952.0 |
6,152.1 |
|
|
Weekly Pivots for week ending 01-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,714.7 |
6,617.8 |
6,297.0 |
|
R3 |
6,560.2 |
6,463.3 |
6,254.5 |
|
R2 |
6,405.7 |
6,405.7 |
6,240.3 |
|
R1 |
6,308.8 |
6,308.8 |
6,226.2 |
6,280.0 |
PP |
6,251.2 |
6,251.2 |
6,251.2 |
6,236.8 |
S1 |
6,154.3 |
6,154.3 |
6,197.8 |
6,125.5 |
S2 |
6,096.7 |
6,096.7 |
6,183.7 |
|
S3 |
5,942.2 |
5,999.8 |
6,169.5 |
|
S4 |
5,787.7 |
5,845.3 |
6,127.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
6,348.0 |
6,193.5 |
154.5 |
2.5% |
109.3 |
1.8% |
12% |
False |
False |
133,909 |
10 |
6,349.5 |
6,136.5 |
213.0 |
3.4% |
114.2 |
1.8% |
35% |
False |
False |
145,310 |
20 |
6,349.5 |
6,074.5 |
275.0 |
4.4% |
93.1 |
1.5% |
50% |
False |
False |
97,475 |
40 |
6,379.0 |
5,830.0 |
549.0 |
8.8% |
95.3 |
1.5% |
70% |
False |
False |
49,007 |
60 |
6,394.5 |
5,830.0 |
564.5 |
9.1% |
97.3 |
1.6% |
68% |
False |
False |
32,788 |
80 |
6,394.5 |
5,818.0 |
576.5 |
9.3% |
98.4 |
1.6% |
68% |
False |
False |
25,178 |
100 |
6,394.5 |
5,625.0 |
769.5 |
12.4% |
105.1 |
1.7% |
76% |
False |
False |
20,320 |
120 |
6,394.5 |
5,602.5 |
792.0 |
12.7% |
108.7 |
1.8% |
77% |
False |
False |
16,985 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,767.3 |
2.618 |
6,589.4 |
1.618 |
6,480.4 |
1.000 |
6,413.0 |
0.618 |
6,371.4 |
HIGH |
6,304.0 |
0.618 |
6,262.4 |
0.500 |
6,249.5 |
0.382 |
6,236.6 |
LOW |
6,195.0 |
0.618 |
6,127.6 |
1.000 |
6,086.0 |
1.618 |
6,018.6 |
2.618 |
5,909.6 |
4.250 |
5,731.8 |
|
|
Fisher Pivots for day following 01-Oct-2010 |
Pivot |
1 day |
3 day |
R1 |
6,249.5 |
6,270.8 |
PP |
6,237.0 |
6,251.2 |
S1 |
6,224.5 |
6,231.6 |
|