Trading Metrics calculated at close of trading on 08-Oct-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Oct-2010 |
08-Oct-2010 |
Change |
Change % |
Previous Week |
Open |
6,260.5 |
6,293.0 |
32.5 |
0.5% |
6,217.0 |
High |
6,332.5 |
6,314.0 |
-18.5 |
-0.3% |
6,332.5 |
Low |
6,242.5 |
6,245.0 |
2.5 |
0.0% |
6,118.5 |
Close |
6,280.0 |
6,299.0 |
19.0 |
0.3% |
6,299.0 |
Range |
90.0 |
69.0 |
-21.0 |
-23.3% |
214.0 |
ATR |
104.1 |
101.6 |
-2.5 |
-2.4% |
0.0 |
Volume |
141,906 |
0 |
-141,906 |
-100.0% |
445,784 |
|
Daily Pivots for day following 08-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,493.0 |
6,465.0 |
6,337.0 |
|
R3 |
6,424.0 |
6,396.0 |
6,318.0 |
|
R2 |
6,355.0 |
6,355.0 |
6,311.7 |
|
R1 |
6,327.0 |
6,327.0 |
6,305.3 |
6,341.0 |
PP |
6,286.0 |
6,286.0 |
6,286.0 |
6,293.0 |
S1 |
6,258.0 |
6,258.0 |
6,292.7 |
6,272.0 |
S2 |
6,217.0 |
6,217.0 |
6,286.4 |
|
S3 |
6,148.0 |
6,189.0 |
6,280.0 |
|
S4 |
6,079.0 |
6,120.0 |
6,261.1 |
|
|
Weekly Pivots for week ending 08-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,892.0 |
6,809.5 |
6,416.7 |
|
R3 |
6,678.0 |
6,595.5 |
6,357.9 |
|
R2 |
6,464.0 |
6,464.0 |
6,338.2 |
|
R1 |
6,381.5 |
6,381.5 |
6,318.6 |
6,422.8 |
PP |
6,250.0 |
6,250.0 |
6,250.0 |
6,270.6 |
S1 |
6,167.5 |
6,167.5 |
6,279.4 |
6,208.8 |
S2 |
6,036.0 |
6,036.0 |
6,259.8 |
|
S3 |
5,822.0 |
5,953.5 |
6,240.2 |
|
S4 |
5,608.0 |
5,739.5 |
6,181.3 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
6,332.5 |
6,118.5 |
214.0 |
3.4% |
94.0 |
1.5% |
84% |
False |
False |
89,156 |
10 |
6,348.0 |
6,118.5 |
229.5 |
3.6% |
101.7 |
1.6% |
79% |
False |
False |
111,532 |
20 |
6,349.5 |
6,118.5 |
231.0 |
3.7% |
99.2 |
1.6% |
78% |
False |
False |
117,388 |
40 |
6,349.5 |
5,830.0 |
519.5 |
8.2% |
96.2 |
1.5% |
90% |
False |
False |
60,122 |
60 |
6,394.5 |
5,830.0 |
564.5 |
9.0% |
96.1 |
1.5% |
83% |
False |
False |
40,184 |
80 |
6,394.5 |
5,818.0 |
576.5 |
9.2% |
99.0 |
1.6% |
83% |
False |
False |
30,261 |
100 |
6,394.5 |
5,625.0 |
769.5 |
12.2% |
102.0 |
1.6% |
88% |
False |
False |
24,763 |
120 |
6,394.5 |
5,602.5 |
792.0 |
12.6% |
109.8 |
1.7% |
88% |
False |
False |
20,696 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,607.3 |
2.618 |
6,494.6 |
1.618 |
6,425.6 |
1.000 |
6,383.0 |
0.618 |
6,356.6 |
HIGH |
6,314.0 |
0.618 |
6,287.6 |
0.500 |
6,279.5 |
0.382 |
6,271.4 |
LOW |
6,245.0 |
0.618 |
6,202.4 |
1.000 |
6,176.0 |
1.618 |
6,133.4 |
2.618 |
6,064.4 |
4.250 |
5,951.8 |
|
|
Fisher Pivots for day following 08-Oct-2010 |
Pivot |
1 day |
3 day |
R1 |
6,292.5 |
6,295.2 |
PP |
6,286.0 |
6,291.3 |
S1 |
6,279.5 |
6,287.5 |
|