Trading Metrics calculated at close of trading on 12-Oct-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Oct-2010 |
12-Oct-2010 |
Change |
Change % |
Previous Week |
Open |
1,161.50 |
1,162.50 |
1.00 |
0.1% |
1,143.25 |
High |
1,165.00 |
1,169.00 |
4.00 |
0.3% |
1,164.00 |
Low |
1,157.75 |
1,151.75 |
-6.00 |
-0.5% |
1,127.00 |
Close |
1,162.25 |
1,164.50 |
2.25 |
0.2% |
1,160.50 |
Range |
7.25 |
17.25 |
10.00 |
137.9% |
37.00 |
ATR |
16.38 |
16.44 |
0.06 |
0.4% |
0.00 |
Volume |
1,005,696 |
1,908,021 |
902,325 |
89.7% |
9,722,421 |
|
Daily Pivots for day following 12-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,213.50 |
1,206.25 |
1,174.00 |
|
R3 |
1,196.25 |
1,189.00 |
1,169.25 |
|
R2 |
1,179.00 |
1,179.00 |
1,167.75 |
|
R1 |
1,171.75 |
1,171.75 |
1,166.00 |
1,175.50 |
PP |
1,161.75 |
1,161.75 |
1,161.75 |
1,163.50 |
S1 |
1,154.50 |
1,154.50 |
1,163.00 |
1,158.00 |
S2 |
1,144.50 |
1,144.50 |
1,161.25 |
|
S3 |
1,127.25 |
1,137.25 |
1,159.75 |
|
S4 |
1,110.00 |
1,120.00 |
1,155.00 |
|
|
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 |
1,169.00 |
1,145.50 |
23.50 |
2.0% |
13.75 |
1.2% |
81% |
True |
False |
1,717,330 |
10 |
1,169.00 |
1,127.00 |
42.00 |
3.6% |
15.75 |
1.3% |
89% |
True |
False |
1,937,971 |
20 |
1,169.00 |
1,109.00 |
60.00 |
5.2% |
16.00 |
1.4% |
93% |
True |
False |
1,937,364 |
40 |
1,169.00 |
1,032.50 |
136.50 |
11.7% |
17.25 |
1.5% |
97% |
True |
False |
1,154,412 |
60 |
1,169.00 |
1,032.50 |
136.50 |
11.7% |
17.75 |
1.5% |
97% |
True |
False |
770,724 |
80 |
1,169.00 |
998.75 |
170.25 |
14.6% |
19.00 |
1.6% |
97% |
True |
False |
578,508 |
100 |
1,169.00 |
998.75 |
170.25 |
14.6% |
20.25 |
1.7% |
97% |
True |
False |
462,838 |
120 |
1,208.00 |
998.75 |
209.25 |
18.0% |
21.75 |
1.9% |
79% |
False |
False |
385,725 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,242.25 |
2.618 |
1,214.25 |
1.618 |
1,197.00 |
1.000 |
1,186.25 |
0.618 |
1,179.75 |
HIGH |
1,169.00 |
0.618 |
1,162.50 |
0.500 |
1,160.50 |
0.382 |
1,158.25 |
LOW |
1,151.75 |
0.618 |
1,141.00 |
1.000 |
1,134.50 |
1.618 |
1,123.75 |
2.618 |
1,106.50 |
4.250 |
1,078.50 |
|
|
Fisher Pivots for day following 12-Oct-2010 |
Pivot |
1 day |
3 day |
R1 |
1,163.00 |
1,162.00 |
PP |
1,161.75 |
1,159.75 |
S1 |
1,160.50 |
1,157.25 |
|