Trading Metrics calculated at close of trading on 04-Oct-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Oct-2010 |
04-Oct-2010 |
Change |
Change % |
Previous Week |
Open |
1,135.75 |
1,143.25 |
7.50 |
0.7% |
1,144.00 |
High |
1,146.50 |
1,144.00 |
-2.50 |
-0.2% |
1,153.50 |
Low |
1,134.50 |
1,127.00 |
-7.50 |
-0.7% |
1,127.25 |
Close |
1,142.25 |
1,134.75 |
-7.50 |
-0.7% |
1,142.25 |
Range |
12.00 |
17.00 |
5.00 |
41.7% |
26.25 |
ATR |
16.98 |
16.98 |
0.00 |
0.0% |
0.00 |
Volume |
2,065,971 |
1,847,307 |
-218,664 |
-10.6% |
10,388,654 |
|
Daily Pivots for day following 04-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,186.25 |
1,177.50 |
1,144.00 |
|
R3 |
1,169.25 |
1,160.50 |
1,139.50 |
|
R2 |
1,152.25 |
1,152.25 |
1,137.75 |
|
R1 |
1,143.50 |
1,143.50 |
1,136.25 |
1,139.50 |
PP |
1,135.25 |
1,135.25 |
1,135.25 |
1,133.25 |
S1 |
1,126.50 |
1,126.50 |
1,133.25 |
1,122.50 |
S2 |
1,118.25 |
1,118.25 |
1,131.75 |
|
S3 |
1,101.25 |
1,109.50 |
1,130.00 |
|
S4 |
1,084.25 |
1,092.50 |
1,125.50 |
|
|
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 |
1,127.00 |
26.50 |
2.3% |
16.25 |
1.4% |
29% |
False |
True |
2,178,714 |
10 |
1,153.50 |
1,117.25 |
36.25 |
3.2% |
16.50 |
1.5% |
48% |
False |
False |
2,029,229 |
20 |
1,153.50 |
1,081.75 |
71.75 |
6.3% |
15.50 |
1.4% |
74% |
False |
False |
1,762,768 |
40 |
1,153.50 |
1,032.50 |
121.00 |
10.7% |
17.50 |
1.6% |
85% |
False |
False |
885,111 |
60 |
1,153.50 |
1,032.50 |
121.00 |
10.7% |
18.25 |
1.6% |
85% |
False |
False |
591,138 |
80 |
1,153.50 |
998.75 |
154.75 |
13.6% |
19.00 |
1.7% |
88% |
False |
False |
443,676 |
100 |
1,164.75 |
998.75 |
166.00 |
14.6% |
21.00 |
1.9% |
82% |
False |
False |
354,958 |
120 |
1,208.00 |
998.75 |
209.25 |
18.4% |
21.75 |
1.9% |
65% |
False |
False |
295,823 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,216.25 |
2.618 |
1,188.50 |
1.618 |
1,171.50 |
1.000 |
1,161.00 |
0.618 |
1,154.50 |
HIGH |
1,144.00 |
0.618 |
1,137.50 |
0.500 |
1,135.50 |
0.382 |
1,133.50 |
LOW |
1,127.00 |
0.618 |
1,116.50 |
1.000 |
1,110.00 |
1.618 |
1,099.50 |
2.618 |
1,082.50 |
4.250 |
1,054.75 |
|
|
Fisher Pivots for day following 04-Oct-2010 |
Pivot |
1 day |
3 day |
R1 |
1,135.50 |
1,140.25 |
PP |
1,135.25 |
1,138.50 |
S1 |
1,135.00 |
1,136.50 |
|