Trading Metrics calculated at close of trading on 11-Oct-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Oct-2010 |
11-Oct-2010 |
Change |
Change % |
Previous Week |
Open |
1,156.50 |
1,161.50 |
5.00 |
0.4% |
1,143.25 |
High |
1,164.00 |
1,165.00 |
1.00 |
0.1% |
1,164.00 |
Low |
1,145.50 |
1,157.75 |
12.25 |
1.1% |
1,127.00 |
Close |
1,160.50 |
1,162.25 |
1.75 |
0.2% |
1,160.50 |
Range |
18.50 |
7.25 |
-11.25 |
-60.8% |
37.00 |
ATR |
17.08 |
16.38 |
-0.70 |
-4.1% |
0.00 |
Volume |
1,963,670 |
1,005,696 |
-957,974 |
-48.8% |
9,722,421 |
|
Daily Pivots for day following 11-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,183.50 |
1,180.00 |
1,166.25 |
|
R3 |
1,176.25 |
1,172.75 |
1,164.25 |
|
R2 |
1,169.00 |
1,169.00 |
1,163.50 |
|
R1 |
1,165.50 |
1,165.50 |
1,163.00 |
1,167.25 |
PP |
1,161.75 |
1,161.75 |
1,161.75 |
1,162.50 |
S1 |
1,158.25 |
1,158.25 |
1,161.50 |
1,160.00 |
S2 |
1,154.50 |
1,154.50 |
1,161.00 |
|
S3 |
1,147.25 |
1,151.00 |
1,160.25 |
|
S4 |
1,140.00 |
1,143.75 |
1,158.25 |
|
|
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 |
1,165.00 |
1,132.75 |
32.25 |
2.8% |
15.50 |
1.3% |
91% |
True |
False |
1,776,162 |
10 |
1,165.00 |
1,127.00 |
38.00 |
3.3% |
15.75 |
1.4% |
93% |
True |
False |
1,977,438 |
20 |
1,165.00 |
1,109.00 |
56.00 |
4.8% |
15.75 |
1.4% |
95% |
True |
False |
1,956,386 |
40 |
1,165.00 |
1,032.50 |
132.50 |
11.4% |
17.25 |
1.5% |
98% |
True |
False |
1,106,737 |
60 |
1,165.00 |
1,032.50 |
132.50 |
11.4% |
17.75 |
1.5% |
98% |
True |
False |
738,983 |
80 |
1,165.00 |
998.75 |
166.25 |
14.3% |
19.00 |
1.6% |
98% |
True |
False |
554,664 |
100 |
1,165.00 |
998.75 |
166.25 |
14.3% |
20.50 |
1.8% |
98% |
True |
False |
443,758 |
120 |
1,208.00 |
998.75 |
209.25 |
18.0% |
21.75 |
1.9% |
78% |
False |
False |
369,825 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,195.75 |
2.618 |
1,184.00 |
1.618 |
1,176.75 |
1.000 |
1,172.25 |
0.618 |
1,169.50 |
HIGH |
1,165.00 |
0.618 |
1,162.25 |
0.500 |
1,161.50 |
0.382 |
1,160.50 |
LOW |
1,157.75 |
0.618 |
1,153.25 |
1.000 |
1,150.50 |
1.618 |
1,146.00 |
2.618 |
1,138.75 |
4.250 |
1,127.00 |
|
|
Fisher Pivots for day following 11-Oct-2010 |
Pivot |
1 day |
3 day |
R1 |
1,162.00 |
1,160.00 |
PP |
1,161.75 |
1,157.50 |
S1 |
1,161.50 |
1,155.25 |
|