Trading Metrics calculated at close of trading on 13-Oct-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Oct-2010 |
13-Oct-2010 |
Change |
Change % |
Previous Week |
Open |
1,162.50 |
1,165.25 |
2.75 |
0.2% |
1,143.25 |
High |
1,169.00 |
1,181.00 |
12.00 |
1.0% |
1,164.00 |
Low |
1,151.75 |
1,164.25 |
12.50 |
1.1% |
1,127.00 |
Close |
1,164.50 |
1,174.25 |
9.75 |
0.8% |
1,160.50 |
Range |
17.25 |
16.75 |
-0.50 |
-2.9% |
37.00 |
ATR |
16.44 |
16.46 |
0.02 |
0.1% |
0.00 |
Volume |
1,908,021 |
2,151,277 |
243,256 |
12.7% |
9,722,421 |
|
Daily Pivots for day following 13-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,223.50 |
1,215.50 |
1,183.50 |
|
R3 |
1,206.75 |
1,198.75 |
1,178.75 |
|
R2 |
1,190.00 |
1,190.00 |
1,177.25 |
|
R1 |
1,182.00 |
1,182.00 |
1,175.75 |
1,186.00 |
PP |
1,173.25 |
1,173.25 |
1,173.25 |
1,175.00 |
S1 |
1,165.25 |
1,165.25 |
1,172.75 |
1,169.25 |
S2 |
1,156.50 |
1,156.50 |
1,171.25 |
|
S3 |
1,139.75 |
1,148.50 |
1,169.75 |
|
S4 |
1,123.00 |
1,131.75 |
1,165.00 |
|
|
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 |
1,181.00 |
1,145.50 |
35.50 |
3.0% |
15.25 |
1.3% |
81% |
True |
False |
1,803,409 |
10 |
1,181.00 |
1,127.00 |
54.00 |
4.6% |
16.25 |
1.4% |
88% |
True |
False |
1,967,611 |
20 |
1,181.00 |
1,112.75 |
68.25 |
5.8% |
16.25 |
1.4% |
90% |
True |
False |
1,940,775 |
40 |
1,181.00 |
1,032.50 |
148.50 |
12.6% |
17.00 |
1.5% |
95% |
True |
False |
1,208,167 |
60 |
1,181.00 |
1,032.50 |
148.50 |
12.6% |
17.50 |
1.5% |
95% |
True |
False |
806,451 |
80 |
1,181.00 |
998.75 |
182.25 |
15.5% |
19.00 |
1.6% |
96% |
True |
False |
605,396 |
100 |
1,181.00 |
998.75 |
182.25 |
15.5% |
20.00 |
1.7% |
96% |
True |
False |
484,349 |
120 |
1,208.00 |
998.75 |
209.25 |
17.8% |
21.75 |
1.8% |
84% |
False |
False |
403,649 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,252.25 |
2.618 |
1,224.75 |
1.618 |
1,208.00 |
1.000 |
1,197.75 |
0.618 |
1,191.25 |
HIGH |
1,181.00 |
0.618 |
1,174.50 |
0.500 |
1,172.50 |
0.382 |
1,170.75 |
LOW |
1,164.25 |
0.618 |
1,154.00 |
1.000 |
1,147.50 |
1.618 |
1,137.25 |
2.618 |
1,120.50 |
4.250 |
1,093.00 |
|
|
Fisher Pivots for day following 13-Oct-2010 |
Pivot |
1 day |
3 day |
R1 |
1,173.75 |
1,171.50 |
PP |
1,173.25 |
1,169.00 |
S1 |
1,172.50 |
1,166.50 |
|