Trading Metrics calculated at close of trading on 05-Oct-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Oct-2010 |
05-Oct-2010 |
Change |
Change % |
Previous Week |
Open |
1,143.25 |
1,134.75 |
-8.50 |
-0.7% |
1,144.00 |
High |
1,144.00 |
1,158.75 |
14.75 |
1.3% |
1,153.50 |
Low |
1,127.00 |
1,132.75 |
5.75 |
0.5% |
1,127.25 |
Close |
1,134.75 |
1,154.75 |
20.00 |
1.8% |
1,142.25 |
Range |
17.00 |
26.00 |
9.00 |
52.9% |
26.25 |
ATR |
16.98 |
17.63 |
0.64 |
3.8% |
0.00 |
Volume |
1,847,307 |
2,202,180 |
354,873 |
19.2% |
10,388,654 |
|
Daily Pivots for day following 05-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,226.75 |
1,216.75 |
1,169.00 |
|
R3 |
1,200.75 |
1,190.75 |
1,162.00 |
|
R2 |
1,174.75 |
1,174.75 |
1,159.50 |
|
R1 |
1,164.75 |
1,164.75 |
1,157.25 |
1,169.75 |
PP |
1,148.75 |
1,148.75 |
1,148.75 |
1,151.25 |
S1 |
1,138.75 |
1,138.75 |
1,152.25 |
1,143.75 |
S2 |
1,122.75 |
1,122.75 |
1,150.00 |
|
S3 |
1,096.75 |
1,112.75 |
1,147.50 |
|
S4 |
1,070.75 |
1,086.75 |
1,140.50 |
|
|
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 |
1,158.75 |
1,127.00 |
31.75 |
2.7% |
17.75 |
1.5% |
87% |
True |
False |
2,158,613 |
10 |
1,158.75 |
1,117.25 |
41.50 |
3.6% |
17.75 |
1.5% |
90% |
True |
False |
2,041,533 |
20 |
1,158.75 |
1,081.75 |
77.00 |
6.7% |
16.00 |
1.4% |
95% |
True |
False |
1,870,895 |
40 |
1,158.75 |
1,032.50 |
126.25 |
10.9% |
18.00 |
1.6% |
97% |
True |
False |
940,110 |
60 |
1,158.75 |
1,032.50 |
126.25 |
10.9% |
18.50 |
1.6% |
97% |
True |
False |
627,821 |
80 |
1,158.75 |
998.75 |
160.00 |
13.9% |
19.25 |
1.7% |
98% |
True |
False |
471,202 |
100 |
1,158.75 |
998.75 |
160.00 |
13.9% |
21.25 |
1.8% |
98% |
True |
False |
376,979 |
120 |
1,208.00 |
998.75 |
209.25 |
18.1% |
21.75 |
1.9% |
75% |
False |
False |
314,174 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,269.25 |
2.618 |
1,226.75 |
1.618 |
1,200.75 |
1.000 |
1,184.75 |
0.618 |
1,174.75 |
HIGH |
1,158.75 |
0.618 |
1,148.75 |
0.500 |
1,145.75 |
0.382 |
1,142.75 |
LOW |
1,132.75 |
0.618 |
1,116.75 |
1.000 |
1,106.75 |
1.618 |
1,090.75 |
2.618 |
1,064.75 |
4.250 |
1,022.25 |
|
|
Fisher Pivots for day following 05-Oct-2010 |
Pivot |
1 day |
3 day |
R1 |
1,151.75 |
1,150.75 |
PP |
1,148.75 |
1,146.75 |
S1 |
1,145.75 |
1,143.00 |
|