Trading Metrics calculated at close of trading on 01-Oct-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Sep-2010 |
01-Oct-2010 |
Change |
Change % |
Previous Week |
Open |
1,141.00 |
1,135.75 |
-5.25 |
-0.5% |
1,144.00 |
High |
1,153.50 |
1,146.50 |
-7.00 |
-0.6% |
1,153.50 |
Low |
1,131.25 |
1,134.50 |
3.25 |
0.3% |
1,127.25 |
Close |
1,136.75 |
1,142.25 |
5.50 |
0.5% |
1,142.25 |
Range |
22.25 |
12.00 |
-10.25 |
-46.1% |
26.25 |
ATR |
17.36 |
16.98 |
-0.38 |
-2.2% |
0.00 |
Volume |
2,822,726 |
2,065,971 |
-756,755 |
-26.8% |
10,388,654 |
|
Daily Pivots for day following 01-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,177.00 |
1,171.75 |
1,148.75 |
|
R3 |
1,165.00 |
1,159.75 |
1,145.50 |
|
R2 |
1,153.00 |
1,153.00 |
1,144.50 |
|
R1 |
1,147.75 |
1,147.75 |
1,143.25 |
1,150.50 |
PP |
1,141.00 |
1,141.00 |
1,141.00 |
1,142.50 |
S1 |
1,135.75 |
1,135.75 |
1,141.25 |
1,138.50 |
S2 |
1,129.00 |
1,129.00 |
1,140.00 |
|
S3 |
1,117.00 |
1,123.75 |
1,139.00 |
|
S4 |
1,105.00 |
1,111.75 |
1,135.75 |
|
|
Weekly Pivots for week ending 01-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,219.75 |
1,207.25 |
1,156.75 |
|
R3 |
1,193.50 |
1,181.00 |
1,149.50 |
|
R2 |
1,167.25 |
1,167.25 |
1,147.00 |
|
R1 |
1,154.75 |
1,154.75 |
1,144.75 |
1,148.00 |
PP |
1,141.00 |
1,141.00 |
1,141.00 |
1,137.50 |
S1 |
1,128.50 |
1,128.50 |
1,139.75 |
1,121.50 |
S2 |
1,114.75 |
1,114.75 |
1,137.50 |
|
S3 |
1,088.50 |
1,102.25 |
1,135.00 |
|
S4 |
1,062.25 |
1,076.00 |
1,127.75 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,153.50 |
1,127.25 |
26.25 |
2.3% |
15.50 |
1.3% |
57% |
False |
False |
2,077,730 |
10 |
1,153.50 |
1,117.00 |
36.50 |
3.2% |
17.00 |
1.5% |
69% |
False |
False |
2,023,228 |
20 |
1,153.50 |
1,081.25 |
72.25 |
6.3% |
15.50 |
1.4% |
84% |
False |
False |
1,671,069 |
40 |
1,153.50 |
1,032.50 |
121.00 |
10.6% |
17.75 |
1.6% |
91% |
False |
False |
839,019 |
60 |
1,153.50 |
1,032.50 |
121.00 |
10.6% |
18.25 |
1.6% |
91% |
False |
False |
560,372 |
80 |
1,153.50 |
998.75 |
154.75 |
13.5% |
19.25 |
1.7% |
93% |
False |
False |
420,585 |
100 |
1,164.75 |
998.75 |
166.00 |
14.5% |
21.25 |
1.9% |
86% |
False |
False |
336,487 |
120 |
1,208.00 |
998.75 |
209.25 |
18.3% |
21.50 |
1.9% |
69% |
False |
False |
280,430 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,197.50 |
2.618 |
1,178.00 |
1.618 |
1,166.00 |
1.000 |
1,158.50 |
0.618 |
1,154.00 |
HIGH |
1,146.50 |
0.618 |
1,142.00 |
0.500 |
1,140.50 |
0.382 |
1,139.00 |
LOW |
1,134.50 |
0.618 |
1,127.00 |
1.000 |
1,122.50 |
1.618 |
1,115.00 |
2.618 |
1,103.00 |
4.250 |
1,083.50 |
|
|
Fisher Pivots for day following 01-Oct-2010 |
Pivot |
1 day |
3 day |
R1 |
1,141.75 |
1,142.50 |
PP |
1,141.00 |
1,142.25 |
S1 |
1,140.50 |
1,142.25 |
|