Trading Metrics calculated at close of trading on 28-Oct-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Oct-2010 |
28-Oct-2010 |
Change |
Change % |
Previous Week |
Open |
6,613.0 |
6,611.0 |
-2.0 |
0.0% |
6,476.0 |
High |
6,639.0 |
6,657.5 |
18.5 |
0.3% |
6,633.0 |
Low |
6,562.5 |
6,585.0 |
22.5 |
0.3% |
6,463.0 |
Close |
6,580.0 |
6,611.5 |
31.5 |
0.5% |
6,614.0 |
Range |
76.5 |
72.5 |
-4.0 |
-5.2% |
170.0 |
ATR |
88.1 |
87.4 |
-0.8 |
-0.9% |
0.0 |
Volume |
145,073 |
133,748 |
-11,325 |
-7.8% |
500,792 |
|
Daily Pivots for day following 28-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,835.5 |
6,796.0 |
6,651.4 |
|
R3 |
6,763.0 |
6,723.5 |
6,631.4 |
|
R2 |
6,690.5 |
6,690.5 |
6,624.8 |
|
R1 |
6,651.0 |
6,651.0 |
6,618.1 |
6,670.8 |
PP |
6,618.0 |
6,618.0 |
6,618.0 |
6,627.9 |
S1 |
6,578.5 |
6,578.5 |
6,604.9 |
6,598.3 |
S2 |
6,545.5 |
6,545.5 |
6,598.2 |
|
S3 |
6,473.0 |
6,506.0 |
6,591.6 |
|
S4 |
6,400.5 |
6,433.5 |
6,571.6 |
|
|
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 |
6,562.5 |
121.5 |
1.8% |
60.7 |
0.9% |
40% |
False |
False |
121,121 |
10 |
6,684.0 |
6,447.0 |
237.0 |
3.6% |
76.1 |
1.2% |
69% |
False |
False |
101,120 |
20 |
6,684.0 |
6,118.5 |
565.5 |
8.6% |
83.6 |
1.3% |
87% |
False |
False |
100,477 |
40 |
6,684.0 |
6,074.5 |
609.5 |
9.2% |
87.8 |
1.3% |
88% |
False |
False |
94,034 |
60 |
6,684.0 |
5,830.0 |
854.0 |
12.9% |
91.7 |
1.4% |
92% |
False |
False |
62,865 |
80 |
6,684.0 |
5,830.0 |
854.0 |
12.9% |
93.3 |
1.4% |
92% |
False |
False |
47,264 |
100 |
6,684.0 |
5,818.0 |
866.0 |
13.1% |
95.2 |
1.4% |
92% |
False |
False |
38,275 |
120 |
6,684.0 |
5,625.0 |
1,059.0 |
16.0% |
102.3 |
1.5% |
93% |
False |
False |
32,030 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,965.6 |
2.618 |
6,847.3 |
1.618 |
6,774.8 |
1.000 |
6,730.0 |
0.618 |
6,702.3 |
HIGH |
6,657.5 |
0.618 |
6,629.8 |
0.500 |
6,621.3 |
0.382 |
6,612.7 |
LOW |
6,585.0 |
0.618 |
6,540.2 |
1.000 |
6,512.5 |
1.618 |
6,467.7 |
2.618 |
6,395.2 |
4.250 |
6,276.9 |
|
|
Fisher Pivots for day following 28-Oct-2010 |
Pivot |
1 day |
3 day |
R1 |
6,621.3 |
6,611.0 |
PP |
6,618.0 |
6,610.5 |
S1 |
6,614.8 |
6,610.0 |
|