Trading Metrics calculated at close of trading on 15-Oct-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Oct-2010 |
15-Oct-2010 |
Change |
Change % |
Previous Week |
Open |
1,174.75 |
1,174.00 |
-0.75 |
-0.1% |
1,161.50 |
High |
1,180.75 |
1,180.00 |
-0.75 |
-0.1% |
1,181.00 |
Low |
1,162.50 |
1,163.00 |
0.50 |
0.0% |
1,151.75 |
Close |
1,173.50 |
1,175.00 |
1.50 |
0.1% |
1,175.00 |
Range |
18.25 |
17.00 |
-1.25 |
-6.8% |
29.25 |
ATR |
16.59 |
16.62 |
0.03 |
0.2% |
0.00 |
Volume |
2,400,134 |
2,639,031 |
238,897 |
10.0% |
10,104,159 |
|
Daily Pivots for day following 15-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,223.75 |
1,216.25 |
1,184.25 |
|
R3 |
1,206.75 |
1,199.25 |
1,179.75 |
|
R2 |
1,189.75 |
1,189.75 |
1,178.00 |
|
R1 |
1,182.25 |
1,182.25 |
1,176.50 |
1,186.00 |
PP |
1,172.75 |
1,172.75 |
1,172.75 |
1,174.50 |
S1 |
1,165.25 |
1,165.25 |
1,173.50 |
1,169.00 |
S2 |
1,155.75 |
1,155.75 |
1,172.00 |
|
S3 |
1,138.75 |
1,148.25 |
1,170.25 |
|
S4 |
1,121.75 |
1,131.25 |
1,165.75 |
|
|
Weekly Pivots for week ending 15-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,257.00 |
1,245.25 |
1,191.00 |
|
R3 |
1,227.75 |
1,216.00 |
1,183.00 |
|
R2 |
1,198.50 |
1,198.50 |
1,180.25 |
|
R1 |
1,186.75 |
1,186.75 |
1,177.75 |
1,192.50 |
PP |
1,169.25 |
1,169.25 |
1,169.25 |
1,172.25 |
S1 |
1,157.50 |
1,157.50 |
1,172.25 |
1,163.50 |
S2 |
1,140.00 |
1,140.00 |
1,169.75 |
|
S3 |
1,110.75 |
1,128.25 |
1,167.00 |
|
S4 |
1,081.50 |
1,099.00 |
1,159.00 |
|
|
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 |
1,151.75 |
29.25 |
2.5% |
15.25 |
1.3% |
79% |
False |
False |
2,020,831 |
10 |
1,181.00 |
1,127.00 |
54.00 |
4.6% |
16.25 |
1.4% |
89% |
False |
False |
1,982,658 |
20 |
1,181.00 |
1,117.00 |
64.00 |
5.4% |
16.75 |
1.4% |
91% |
False |
False |
2,002,943 |
40 |
1,181.00 |
1,032.50 |
148.50 |
12.6% |
17.00 |
1.4% |
96% |
False |
False |
1,333,926 |
60 |
1,181.00 |
1,032.50 |
148.50 |
12.6% |
17.25 |
1.5% |
96% |
False |
False |
890,223 |
80 |
1,181.00 |
998.75 |
182.25 |
15.5% |
18.75 |
1.6% |
97% |
False |
False |
668,362 |
100 |
1,181.00 |
998.75 |
182.25 |
15.5% |
19.75 |
1.7% |
97% |
False |
False |
534,740 |
120 |
1,198.50 |
998.75 |
199.75 |
17.0% |
21.50 |
1.8% |
88% |
False |
False |
445,638 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,252.25 |
2.618 |
1,224.50 |
1.618 |
1,207.50 |
1.000 |
1,197.00 |
0.618 |
1,190.50 |
HIGH |
1,180.00 |
0.618 |
1,173.50 |
0.500 |
1,171.50 |
0.382 |
1,169.50 |
LOW |
1,163.00 |
0.618 |
1,152.50 |
1.000 |
1,146.00 |
1.618 |
1,135.50 |
2.618 |
1,118.50 |
4.250 |
1,090.75 |
|
|
Fisher Pivots for day following 15-Oct-2010 |
Pivot |
1 day |
3 day |
R1 |
1,173.75 |
1,174.00 |
PP |
1,172.75 |
1,172.75 |
S1 |
1,171.50 |
1,171.75 |
|