Trading Metrics calculated at close of trading on 29-Oct-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Oct-2010 |
29-Oct-2010 |
Change |
Change % |
Previous Week |
Open |
6,611.0 |
6,583.5 |
-27.5 |
-0.4% |
6,667.5 |
High |
6,657.5 |
6,640.0 |
-17.5 |
-0.3% |
6,684.0 |
Low |
6,585.0 |
6,578.0 |
-7.0 |
-0.1% |
6,562.5 |
Close |
6,611.5 |
6,619.5 |
8.0 |
0.1% |
6,619.5 |
Range |
72.5 |
62.0 |
-10.5 |
-14.5% |
121.5 |
ATR |
87.4 |
85.5 |
-1.8 |
-2.1% |
0.0 |
Volume |
133,748 |
119,896 |
-13,852 |
-10.4% |
630,312 |
|
Daily Pivots for day following 29-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,798.5 |
6,771.0 |
6,653.6 |
|
R3 |
6,736.5 |
6,709.0 |
6,636.6 |
|
R2 |
6,674.5 |
6,674.5 |
6,630.9 |
|
R1 |
6,647.0 |
6,647.0 |
6,625.2 |
6,660.8 |
PP |
6,612.5 |
6,612.5 |
6,612.5 |
6,619.4 |
S1 |
6,585.0 |
6,585.0 |
6,613.8 |
6,598.8 |
S2 |
6,550.5 |
6,550.5 |
6,608.1 |
|
S3 |
6,488.5 |
6,523.0 |
6,602.5 |
|
S4 |
6,426.5 |
6,461.0 |
6,585.4 |
|
|
Weekly Pivots for week ending 29-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,986.5 |
6,924.5 |
6,686.3 |
|
R3 |
6,865.0 |
6,803.0 |
6,652.9 |
|
R2 |
6,743.5 |
6,743.5 |
6,641.8 |
|
R1 |
6,681.5 |
6,681.5 |
6,630.6 |
6,651.8 |
PP |
6,622.0 |
6,622.0 |
6,622.0 |
6,607.1 |
S1 |
6,560.0 |
6,560.0 |
6,608.4 |
6,530.3 |
S2 |
6,500.5 |
6,500.5 |
6,597.2 |
|
S3 |
6,379.0 |
6,438.5 |
6,586.1 |
|
S4 |
6,257.5 |
6,317.0 |
6,552.7 |
|
|
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% |
65.6 |
1.0% |
47% |
False |
False |
126,062 |
10 |
6,684.0 |
6,463.0 |
221.0 |
3.3% |
74.6 |
1.1% |
71% |
False |
False |
113,110 |
20 |
6,684.0 |
6,118.5 |
565.5 |
8.5% |
81.3 |
1.2% |
89% |
False |
False |
96,564 |
40 |
6,684.0 |
6,074.5 |
609.5 |
9.2% |
87.2 |
1.3% |
89% |
False |
False |
97,019 |
60 |
6,684.0 |
5,830.0 |
854.0 |
12.9% |
90.6 |
1.4% |
92% |
False |
False |
64,859 |
80 |
6,684.0 |
5,830.0 |
854.0 |
12.9% |
93.3 |
1.4% |
92% |
False |
False |
48,732 |
100 |
6,684.0 |
5,818.0 |
866.0 |
13.1% |
94.9 |
1.4% |
93% |
False |
False |
39,455 |
120 |
6,684.0 |
5,625.0 |
1,059.0 |
16.0% |
101.1 |
1.5% |
94% |
False |
False |
33,028 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,903.5 |
2.618 |
6,802.3 |
1.618 |
6,740.3 |
1.000 |
6,702.0 |
0.618 |
6,678.3 |
HIGH |
6,640.0 |
0.618 |
6,616.3 |
0.500 |
6,609.0 |
0.382 |
6,601.7 |
LOW |
6,578.0 |
0.618 |
6,539.7 |
1.000 |
6,516.0 |
1.618 |
6,477.7 |
2.618 |
6,415.7 |
4.250 |
6,314.5 |
|
|
Fisher Pivots for day following 29-Oct-2010 |
Pivot |
1 day |
3 day |
R1 |
6,616.0 |
6,616.3 |
PP |
6,612.5 |
6,613.2 |
S1 |
6,609.0 |
6,610.0 |
|