Trading Metrics calculated at close of trading on 22-Oct-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Oct-2010 |
22-Oct-2010 |
Change |
Change % |
Previous Week |
Open |
6,525.0 |
6,614.0 |
89.0 |
1.4% |
6,476.0 |
High |
6,631.5 |
6,633.0 |
1.5 |
0.0% |
6,633.0 |
Low |
6,514.0 |
6,595.5 |
81.5 |
1.3% |
6,463.0 |
Close |
6,613.0 |
6,614.0 |
1.0 |
0.0% |
6,614.0 |
Range |
117.5 |
37.5 |
-80.0 |
-68.1% |
170.0 |
ATR |
96.4 |
92.2 |
-4.2 |
-4.4% |
0.0 |
Volume |
161,219 |
95,191 |
-66,028 |
-41.0% |
500,792 |
|
Daily Pivots for day following 22-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,726.7 |
6,707.8 |
6,634.6 |
|
R3 |
6,689.2 |
6,670.3 |
6,624.3 |
|
R2 |
6,651.7 |
6,651.7 |
6,620.9 |
|
R1 |
6,632.8 |
6,632.8 |
6,617.4 |
6,632.8 |
PP |
6,614.2 |
6,614.2 |
6,614.2 |
6,614.1 |
S1 |
6,595.3 |
6,595.3 |
6,610.6 |
6,595.3 |
S2 |
6,576.7 |
6,576.7 |
6,607.1 |
|
S3 |
6,539.2 |
6,557.8 |
6,603.7 |
|
S4 |
6,501.7 |
6,520.3 |
6,593.4 |
|
|
Weekly Pivots for week ending 22-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,080.0 |
7,017.0 |
6,707.5 |
|
R3 |
6,910.0 |
6,847.0 |
6,660.8 |
|
R2 |
6,740.0 |
6,740.0 |
6,645.2 |
|
R1 |
6,677.0 |
6,677.0 |
6,629.6 |
6,708.5 |
PP |
6,570.0 |
6,570.0 |
6,570.0 |
6,585.8 |
S1 |
6,507.0 |
6,507.0 |
6,598.4 |
6,538.5 |
S2 |
6,400.0 |
6,400.0 |
6,582.8 |
|
S3 |
6,230.0 |
6,337.0 |
6,567.3 |
|
S4 |
6,060.0 |
6,167.0 |
6,520.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
6,633.0 |
6,463.0 |
170.0 |
2.6% |
83.6 |
1.3% |
89% |
True |
False |
100,158 |
10 |
6,633.0 |
6,230.0 |
403.0 |
6.1% |
82.7 |
1.3% |
95% |
True |
False |
85,518 |
20 |
6,633.0 |
6,118.5 |
514.5 |
7.8% |
92.2 |
1.4% |
96% |
True |
False |
98,525 |
40 |
6,633.0 |
5,830.0 |
803.0 |
12.1% |
92.9 |
1.4% |
98% |
True |
False |
81,360 |
60 |
6,633.0 |
5,830.0 |
803.0 |
12.1% |
92.6 |
1.4% |
98% |
True |
False |
54,374 |
80 |
6,633.0 |
5,823.0 |
810.0 |
12.2% |
95.7 |
1.4% |
98% |
True |
False |
40,906 |
100 |
6,633.0 |
5,814.5 |
818.5 |
12.4% |
97.8 |
1.5% |
98% |
True |
False |
33,255 |
120 |
6,633.0 |
5,625.0 |
1,008.0 |
15.2% |
103.7 |
1.6% |
98% |
True |
False |
27,791 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,792.4 |
2.618 |
6,731.2 |
1.618 |
6,693.7 |
1.000 |
6,670.5 |
0.618 |
6,656.2 |
HIGH |
6,633.0 |
0.618 |
6,618.7 |
0.500 |
6,614.3 |
0.382 |
6,609.8 |
LOW |
6,595.5 |
0.618 |
6,572.3 |
1.000 |
6,558.0 |
1.618 |
6,534.8 |
2.618 |
6,497.3 |
4.250 |
6,436.1 |
|
|
Fisher Pivots for day following 22-Oct-2010 |
Pivot |
1 day |
3 day |
R1 |
6,614.3 |
6,593.3 |
PP |
6,614.2 |
6,572.7 |
S1 |
6,614.1 |
6,552.0 |
|