Trading Metrics calculated at close of trading on 07-Oct-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Oct-2010 |
07-Oct-2010 |
Change |
Change % |
Previous Week |
Open |
1,155.00 |
1,155.75 |
0.75 |
0.1% |
1,144.00 |
High |
1,160.00 |
1,163.75 |
3.75 |
0.3% |
1,153.50 |
Low |
1,151.00 |
1,147.25 |
-3.75 |
-0.3% |
1,127.25 |
Close |
1,155.75 |
1,156.50 |
0.75 |
0.1% |
1,142.25 |
Range |
9.00 |
16.50 |
7.50 |
83.3% |
26.25 |
ATR |
17.01 |
16.97 |
-0.04 |
-0.2% |
0.00 |
Volume |
1,720,880 |
1,988,384 |
267,504 |
15.5% |
10,388,654 |
|
Daily Pivots for day following 07-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,205.25 |
1,197.50 |
1,165.50 |
|
R3 |
1,188.75 |
1,181.00 |
1,161.00 |
|
R2 |
1,172.25 |
1,172.25 |
1,159.50 |
|
R1 |
1,164.50 |
1,164.50 |
1,158.00 |
1,168.50 |
PP |
1,155.75 |
1,155.75 |
1,155.75 |
1,157.75 |
S1 |
1,148.00 |
1,148.00 |
1,155.00 |
1,152.00 |
S2 |
1,139.25 |
1,139.25 |
1,153.50 |
|
S3 |
1,122.75 |
1,131.50 |
1,152.00 |
|
S4 |
1,106.25 |
1,115.00 |
1,147.50 |
|
|
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 |
1,163.75 |
1,127.00 |
36.75 |
3.2% |
16.00 |
1.4% |
80% |
True |
False |
1,964,944 |
10 |
1,163.75 |
1,118.50 |
45.25 |
3.9% |
17.25 |
1.5% |
84% |
True |
False |
1,998,917 |
20 |
1,163.75 |
1,095.50 |
68.25 |
5.9% |
15.50 |
1.4% |
89% |
True |
False |
1,983,528 |
40 |
1,163.75 |
1,032.50 |
131.25 |
11.3% |
17.50 |
1.5% |
94% |
True |
False |
1,032,727 |
60 |
1,163.75 |
1,032.50 |
131.25 |
11.3% |
18.25 |
1.6% |
94% |
True |
False |
689,582 |
80 |
1,163.75 |
998.75 |
165.00 |
14.3% |
19.00 |
1.6% |
96% |
True |
False |
517,551 |
100 |
1,163.75 |
998.75 |
165.00 |
14.3% |
20.75 |
1.8% |
96% |
True |
False |
414,071 |
120 |
1,208.00 |
998.75 |
209.25 |
18.1% |
21.75 |
1.9% |
75% |
False |
False |
345,081 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,234.00 |
2.618 |
1,207.00 |
1.618 |
1,190.50 |
1.000 |
1,180.25 |
0.618 |
1,174.00 |
HIGH |
1,163.75 |
0.618 |
1,157.50 |
0.500 |
1,155.50 |
0.382 |
1,153.50 |
LOW |
1,147.25 |
0.618 |
1,137.00 |
1.000 |
1,130.75 |
1.618 |
1,120.50 |
2.618 |
1,104.00 |
4.250 |
1,077.00 |
|
|
Fisher Pivots for day following 07-Oct-2010 |
Pivot |
1 day |
3 day |
R1 |
1,156.25 |
1,153.75 |
PP |
1,155.75 |
1,151.00 |
S1 |
1,155.50 |
1,148.25 |
|