Trading Metrics calculated at close of trading on 06-Oct-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Oct-2010 |
06-Oct-2010 |
Change |
Change % |
Previous Week |
Open |
1,134.75 |
1,155.00 |
20.25 |
1.8% |
1,144.00 |
High |
1,158.75 |
1,160.00 |
1.25 |
0.1% |
1,153.50 |
Low |
1,132.75 |
1,151.00 |
18.25 |
1.6% |
1,127.25 |
Close |
1,154.75 |
1,155.75 |
1.00 |
0.1% |
1,142.25 |
Range |
26.00 |
9.00 |
-17.00 |
-65.4% |
26.25 |
ATR |
17.63 |
17.01 |
-0.62 |
-3.5% |
0.00 |
Volume |
2,202,180 |
1,720,880 |
-481,300 |
-21.9% |
10,388,654 |
|
Daily Pivots for day following 06-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,182.50 |
1,178.25 |
1,160.75 |
|
R3 |
1,173.50 |
1,169.25 |
1,158.25 |
|
R2 |
1,164.50 |
1,164.50 |
1,157.50 |
|
R1 |
1,160.25 |
1,160.25 |
1,156.50 |
1,162.50 |
PP |
1,155.50 |
1,155.50 |
1,155.50 |
1,156.75 |
S1 |
1,151.25 |
1,151.25 |
1,155.00 |
1,153.50 |
S2 |
1,146.50 |
1,146.50 |
1,154.00 |
|
S3 |
1,137.50 |
1,142.25 |
1,153.25 |
|
S4 |
1,128.50 |
1,133.25 |
1,150.75 |
|
|
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 |
1,160.00 |
1,127.00 |
33.00 |
2.9% |
17.25 |
1.5% |
87% |
True |
False |
2,131,812 |
10 |
1,160.00 |
1,117.25 |
42.75 |
3.7% |
17.25 |
1.5% |
90% |
True |
False |
2,018,407 |
20 |
1,160.00 |
1,092.00 |
68.00 |
5.9% |
15.50 |
1.3% |
94% |
True |
False |
1,940,803 |
40 |
1,160.00 |
1,032.50 |
127.50 |
11.0% |
17.75 |
1.5% |
97% |
True |
False |
983,113 |
60 |
1,160.00 |
1,032.50 |
127.50 |
11.0% |
18.25 |
1.6% |
97% |
True |
False |
656,482 |
80 |
1,160.00 |
998.75 |
161.25 |
14.0% |
19.00 |
1.7% |
97% |
True |
False |
492,712 |
100 |
1,160.00 |
998.75 |
161.25 |
14.0% |
21.00 |
1.8% |
97% |
True |
False |
394,187 |
120 |
1,208.00 |
998.75 |
209.25 |
18.1% |
21.75 |
1.9% |
75% |
False |
False |
328,512 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,198.25 |
2.618 |
1,183.50 |
1.618 |
1,174.50 |
1.000 |
1,169.00 |
0.618 |
1,165.50 |
HIGH |
1,160.00 |
0.618 |
1,156.50 |
0.500 |
1,155.50 |
0.382 |
1,154.50 |
LOW |
1,151.00 |
0.618 |
1,145.50 |
1.000 |
1,142.00 |
1.618 |
1,136.50 |
2.618 |
1,127.50 |
4.250 |
1,112.75 |
|
|
Fisher Pivots for day following 06-Oct-2010 |
Pivot |
1 day |
3 day |
R1 |
1,155.75 |
1,151.75 |
PP |
1,155.50 |
1,147.50 |
S1 |
1,155.50 |
1,143.50 |
|