Trading Metrics calculated at close of trading on 06-Oct-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Oct-2010 |
06-Oct-2010 |
Change |
Change % |
Previous Week |
Open |
6,164.0 |
6,254.0 |
90.0 |
1.5% |
6,332.5 |
High |
6,271.5 |
6,299.0 |
27.5 |
0.4% |
6,348.0 |
Low |
6,125.0 |
6,250.0 |
125.0 |
2.0% |
6,193.5 |
Close |
6,223.5 |
6,271.5 |
48.0 |
0.8% |
6,212.0 |
Range |
146.5 |
49.0 |
-97.5 |
-66.6% |
154.5 |
ATR |
107.5 |
105.2 |
-2.3 |
-2.1% |
0.0 |
Volume |
158,953 |
0 |
-158,953 |
-100.0% |
669,545 |
|
Daily Pivots for day following 06-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,420.5 |
6,395.0 |
6,298.5 |
|
R3 |
6,371.5 |
6,346.0 |
6,285.0 |
|
R2 |
6,322.5 |
6,322.5 |
6,280.5 |
|
R1 |
6,297.0 |
6,297.0 |
6,276.0 |
6,309.8 |
PP |
6,273.5 |
6,273.5 |
6,273.5 |
6,279.9 |
S1 |
6,248.0 |
6,248.0 |
6,267.0 |
6,260.8 |
S2 |
6,224.5 |
6,224.5 |
6,262.5 |
|
S3 |
6,175.5 |
6,199.0 |
6,258.0 |
|
S4 |
6,126.5 |
6,150.0 |
6,244.6 |
|
|
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 |
6,118.5 |
229.5 |
3.7% |
114.9 |
1.8% |
67% |
False |
False |
139,772 |
10 |
6,348.0 |
6,118.5 |
229.5 |
3.7% |
116.6 |
1.9% |
67% |
False |
False |
132,160 |
20 |
6,349.5 |
6,118.5 |
231.0 |
3.7% |
98.0 |
1.6% |
66% |
False |
False |
111,712 |
40 |
6,349.5 |
5,830.0 |
519.5 |
8.3% |
96.6 |
1.5% |
85% |
False |
False |
56,584 |
60 |
6,394.5 |
5,830.0 |
564.5 |
9.0% |
98.4 |
1.6% |
78% |
False |
False |
37,831 |
80 |
6,394.5 |
5,818.0 |
576.5 |
9.2% |
98.7 |
1.6% |
79% |
False |
False |
28,749 |
100 |
6,394.5 |
5,625.0 |
769.5 |
12.3% |
104.8 |
1.7% |
84% |
False |
False |
23,350 |
120 |
6,394.5 |
5,602.5 |
792.0 |
12.6% |
109.9 |
1.8% |
84% |
False |
False |
19,516 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,507.3 |
2.618 |
6,427.3 |
1.618 |
6,378.3 |
1.000 |
6,348.0 |
0.618 |
6,329.3 |
HIGH |
6,299.0 |
0.618 |
6,280.3 |
0.500 |
6,274.5 |
0.382 |
6,268.7 |
LOW |
6,250.0 |
0.618 |
6,219.7 |
1.000 |
6,201.0 |
1.618 |
6,170.7 |
2.618 |
6,121.7 |
4.250 |
6,041.8 |
|
|
Fisher Pivots for day following 06-Oct-2010 |
Pivot |
1 day |
3 day |
R1 |
6,274.5 |
6,250.6 |
PP |
6,273.5 |
6,229.7 |
S1 |
6,272.5 |
6,208.8 |
|