Trading Metrics calculated at close of trading on 08-Oct-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Oct-2010 |
08-Oct-2010 |
Change |
Change % |
Previous Week |
Open |
1,155.75 |
1,156.50 |
0.75 |
0.1% |
1,143.25 |
High |
1,163.75 |
1,164.00 |
0.25 |
0.0% |
1,164.00 |
Low |
1,147.25 |
1,145.50 |
-1.75 |
-0.2% |
1,127.00 |
Close |
1,156.50 |
1,160.50 |
4.00 |
0.3% |
1,160.50 |
Range |
16.50 |
18.50 |
2.00 |
12.1% |
37.00 |
ATR |
16.97 |
17.08 |
0.11 |
0.6% |
0.00 |
Volume |
1,988,384 |
1,963,670 |
-24,714 |
-1.2% |
9,722,421 |
|
Daily Pivots for day following 08-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,212.25 |
1,204.75 |
1,170.75 |
|
R3 |
1,193.75 |
1,186.25 |
1,165.50 |
|
R2 |
1,175.25 |
1,175.25 |
1,164.00 |
|
R1 |
1,167.75 |
1,167.75 |
1,162.25 |
1,171.50 |
PP |
1,156.75 |
1,156.75 |
1,156.75 |
1,158.50 |
S1 |
1,149.25 |
1,149.25 |
1,158.75 |
1,153.00 |
S2 |
1,138.25 |
1,138.25 |
1,157.00 |
|
S3 |
1,119.75 |
1,130.75 |
1,155.50 |
|
S4 |
1,101.25 |
1,112.25 |
1,150.25 |
|
|
Weekly Pivots for week ending 08-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,261.50 |
1,248.00 |
1,180.75 |
|
R3 |
1,224.50 |
1,211.00 |
1,170.75 |
|
R2 |
1,187.50 |
1,187.50 |
1,167.25 |
|
R1 |
1,174.00 |
1,174.00 |
1,164.00 |
1,180.75 |
PP |
1,150.50 |
1,150.50 |
1,150.50 |
1,154.00 |
S1 |
1,137.00 |
1,137.00 |
1,157.00 |
1,143.75 |
S2 |
1,113.50 |
1,113.50 |
1,153.75 |
|
S3 |
1,076.50 |
1,100.00 |
1,150.25 |
|
S4 |
1,039.50 |
1,063.00 |
1,140.25 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,164.00 |
1,127.00 |
37.00 |
3.2% |
17.50 |
1.5% |
91% |
True |
False |
1,944,484 |
10 |
1,164.00 |
1,127.00 |
37.00 |
3.2% |
16.50 |
1.4% |
91% |
True |
False |
2,011,107 |
20 |
1,164.00 |
1,108.00 |
56.00 |
4.8% |
16.00 |
1.4% |
94% |
True |
False |
2,005,198 |
40 |
1,164.00 |
1,032.50 |
131.50 |
11.3% |
17.50 |
1.5% |
97% |
True |
False |
1,081,674 |
60 |
1,164.00 |
1,032.50 |
131.50 |
11.3% |
18.25 |
1.6% |
97% |
True |
False |
722,262 |
80 |
1,164.00 |
998.75 |
165.25 |
14.2% |
19.00 |
1.6% |
98% |
True |
False |
542,095 |
100 |
1,164.00 |
998.75 |
165.25 |
14.2% |
20.75 |
1.8% |
98% |
True |
False |
433,707 |
120 |
1,208.00 |
998.75 |
209.25 |
18.0% |
21.75 |
1.9% |
77% |
False |
False |
361,445 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,242.50 |
2.618 |
1,212.50 |
1.618 |
1,194.00 |
1.000 |
1,182.50 |
0.618 |
1,175.50 |
HIGH |
1,164.00 |
0.618 |
1,157.00 |
0.500 |
1,154.75 |
0.382 |
1,152.50 |
LOW |
1,145.50 |
0.618 |
1,134.00 |
1.000 |
1,127.00 |
1.618 |
1,115.50 |
2.618 |
1,097.00 |
4.250 |
1,067.00 |
|
|
Fisher Pivots for day following 08-Oct-2010 |
Pivot |
1 day |
3 day |
R1 |
1,158.50 |
1,158.50 |
PP |
1,156.75 |
1,156.75 |
S1 |
1,154.75 |
1,154.75 |
|