Trading Metrics calculated at close of trading on 26-Oct-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Oct-2010 |
26-Oct-2010 |
Change |
Change % |
Previous Week |
Open |
6,667.5 |
6,649.5 |
-18.0 |
-0.3% |
6,476.0 |
High |
6,684.0 |
6,656.0 |
-28.0 |
-0.4% |
6,633.0 |
Low |
6,635.0 |
6,588.0 |
-47.0 |
-0.7% |
6,463.0 |
Close |
6,649.5 |
6,633.0 |
-16.5 |
-0.2% |
6,614.0 |
Range |
49.0 |
68.0 |
19.0 |
38.8% |
170.0 |
ATR |
90.6 |
89.0 |
-1.6 |
-1.8% |
0.0 |
Volume |
105,245 |
126,350 |
21,105 |
20.1% |
500,792 |
|
Daily Pivots for day following 26-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,829.7 |
6,799.3 |
6,670.4 |
|
R3 |
6,761.7 |
6,731.3 |
6,651.7 |
|
R2 |
6,693.7 |
6,693.7 |
6,645.5 |
|
R1 |
6,663.3 |
6,663.3 |
6,639.2 |
6,644.5 |
PP |
6,625.7 |
6,625.7 |
6,625.7 |
6,616.3 |
S1 |
6,595.3 |
6,595.3 |
6,626.8 |
6,576.5 |
S2 |
6,557.7 |
6,557.7 |
6,620.5 |
|
S3 |
6,489.7 |
6,527.3 |
6,614.3 |
|
S4 |
6,421.7 |
6,459.3 |
6,595.6 |
|
|
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 |
6,684.0 |
6,471.0 |
213.0 |
3.2% |
69.5 |
1.0% |
76% |
False |
False |
122,622 |
10 |
6,684.0 |
6,329.5 |
354.5 |
5.3% |
79.3 |
1.2% |
86% |
False |
False |
86,922 |
20 |
6,684.0 |
6,118.5 |
565.5 |
8.5% |
89.2 |
1.3% |
91% |
False |
False |
105,084 |
40 |
6,684.0 |
5,895.0 |
789.0 |
11.9% |
90.4 |
1.4% |
94% |
False |
False |
87,103 |
60 |
6,684.0 |
5,830.0 |
854.0 |
12.9% |
91.9 |
1.4% |
94% |
False |
False |
58,227 |
80 |
6,684.0 |
5,830.0 |
854.0 |
12.9% |
94.6 |
1.4% |
94% |
False |
False |
43,793 |
100 |
6,684.0 |
5,818.0 |
866.0 |
13.1% |
96.9 |
1.5% |
94% |
False |
False |
35,545 |
120 |
6,684.0 |
5,625.0 |
1,059.0 |
16.0% |
102.6 |
1.5% |
95% |
False |
False |
29,711 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,945.0 |
2.618 |
6,834.0 |
1.618 |
6,766.0 |
1.000 |
6,724.0 |
0.618 |
6,698.0 |
HIGH |
6,656.0 |
0.618 |
6,630.0 |
0.500 |
6,622.0 |
0.382 |
6,614.0 |
LOW |
6,588.0 |
0.618 |
6,546.0 |
1.000 |
6,520.0 |
1.618 |
6,478.0 |
2.618 |
6,410.0 |
4.250 |
6,299.0 |
|
|
Fisher Pivots for day following 26-Oct-2010 |
Pivot |
1 day |
3 day |
R1 |
6,629.3 |
6,636.0 |
PP |
6,625.7 |
6,635.0 |
S1 |
6,622.0 |
6,634.0 |
|