Trading Metrics calculated at close of trading on 14-Oct-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Oct-2010 |
14-Oct-2010 |
Change |
Change % |
Previous Week |
Open |
1,165.25 |
1,174.75 |
9.50 |
0.8% |
1,143.25 |
High |
1,181.00 |
1,180.75 |
-0.25 |
0.0% |
1,164.00 |
Low |
1,164.25 |
1,162.50 |
-1.75 |
-0.2% |
1,127.00 |
Close |
1,174.25 |
1,173.50 |
-0.75 |
-0.1% |
1,160.50 |
Range |
16.75 |
18.25 |
1.50 |
9.0% |
37.00 |
ATR |
16.46 |
16.59 |
0.13 |
0.8% |
0.00 |
Volume |
2,151,277 |
2,400,134 |
248,857 |
11.6% |
9,722,421 |
|
Daily Pivots for day following 14-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,227.00 |
1,218.50 |
1,183.50 |
|
R3 |
1,208.75 |
1,200.25 |
1,178.50 |
|
R2 |
1,190.50 |
1,190.50 |
1,176.75 |
|
R1 |
1,182.00 |
1,182.00 |
1,175.25 |
1,177.00 |
PP |
1,172.25 |
1,172.25 |
1,172.25 |
1,169.75 |
S1 |
1,163.75 |
1,163.75 |
1,171.75 |
1,159.00 |
S2 |
1,154.00 |
1,154.00 |
1,170.25 |
|
S3 |
1,135.75 |
1,145.50 |
1,168.50 |
|
S4 |
1,117.50 |
1,127.25 |
1,163.50 |
|
|
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% |
15.50 |
1.3% |
79% |
False |
False |
1,885,759 |
10 |
1,181.00 |
1,127.00 |
54.00 |
4.6% |
15.75 |
1.4% |
86% |
False |
False |
1,925,352 |
20 |
1,181.00 |
1,117.00 |
64.00 |
5.5% |
16.75 |
1.4% |
88% |
False |
False |
1,967,467 |
40 |
1,181.00 |
1,032.50 |
148.50 |
12.7% |
17.25 |
1.5% |
95% |
False |
False |
1,268,084 |
60 |
1,181.00 |
1,032.50 |
148.50 |
12.7% |
17.50 |
1.5% |
95% |
False |
False |
846,354 |
80 |
1,181.00 |
998.75 |
182.25 |
15.5% |
18.75 |
1.6% |
96% |
False |
False |
635,389 |
100 |
1,181.00 |
998.75 |
182.25 |
15.5% |
20.00 |
1.7% |
96% |
False |
False |
508,350 |
120 |
1,206.25 |
998.75 |
207.50 |
17.7% |
21.75 |
1.9% |
84% |
False |
False |
423,646 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,258.25 |
2.618 |
1,228.50 |
1.618 |
1,210.25 |
1.000 |
1,199.00 |
0.618 |
1,192.00 |
HIGH |
1,180.75 |
0.618 |
1,173.75 |
0.500 |
1,171.50 |
0.382 |
1,169.50 |
LOW |
1,162.50 |
0.618 |
1,151.25 |
1.000 |
1,144.25 |
1.618 |
1,133.00 |
2.618 |
1,114.75 |
4.250 |
1,085.00 |
|
|
Fisher Pivots for day following 14-Oct-2010 |
Pivot |
1 day |
3 day |
R1 |
1,173.00 |
1,171.00 |
PP |
1,172.25 |
1,168.75 |
S1 |
1,171.50 |
1,166.50 |
|