Trading Metrics calculated at close of trading on 18-Oct-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Oct-2010 |
18-Oct-2010 |
Change |
Change % |
Previous Week |
Open |
1,174.00 |
1,174.25 |
0.25 |
0.0% |
1,161.50 |
High |
1,180.00 |
1,182.25 |
2.25 |
0.2% |
1,181.00 |
Low |
1,163.00 |
1,164.75 |
1.75 |
0.2% |
1,151.75 |
Close |
1,175.00 |
1,178.25 |
3.25 |
0.3% |
1,175.00 |
Range |
17.00 |
17.50 |
0.50 |
2.9% |
29.25 |
ATR |
16.62 |
16.68 |
0.06 |
0.4% |
0.00 |
Volume |
2,639,031 |
1,463,358 |
-1,175,673 |
-44.5% |
10,104,159 |
|
Daily Pivots for day following 18-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,227.50 |
1,220.50 |
1,188.00 |
|
R3 |
1,210.00 |
1,203.00 |
1,183.00 |
|
R2 |
1,192.50 |
1,192.50 |
1,181.50 |
|
R1 |
1,185.50 |
1,185.50 |
1,179.75 |
1,189.00 |
PP |
1,175.00 |
1,175.00 |
1,175.00 |
1,177.00 |
S1 |
1,168.00 |
1,168.00 |
1,176.75 |
1,171.50 |
S2 |
1,157.50 |
1,157.50 |
1,175.00 |
|
S3 |
1,140.00 |
1,150.50 |
1,173.50 |
|
S4 |
1,122.50 |
1,133.00 |
1,168.50 |
|
|
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 |
1,182.25 |
1,151.75 |
30.50 |
2.6% |
17.25 |
1.5% |
87% |
True |
False |
2,112,364 |
10 |
1,182.25 |
1,132.75 |
49.50 |
4.2% |
16.50 |
1.4% |
92% |
True |
False |
1,944,263 |
20 |
1,182.25 |
1,117.25 |
65.00 |
5.5% |
16.50 |
1.4% |
94% |
True |
False |
1,986,746 |
40 |
1,182.25 |
1,032.50 |
149.75 |
12.7% |
17.00 |
1.5% |
97% |
True |
False |
1,370,297 |
60 |
1,182.25 |
1,032.50 |
149.75 |
12.7% |
17.25 |
1.5% |
97% |
True |
False |
914,556 |
80 |
1,182.25 |
998.75 |
183.50 |
15.6% |
18.75 |
1.6% |
98% |
True |
False |
686,636 |
100 |
1,182.25 |
998.75 |
183.50 |
15.6% |
19.75 |
1.7% |
98% |
True |
False |
549,373 |
120 |
1,198.50 |
998.75 |
199.75 |
17.0% |
21.50 |
1.8% |
90% |
False |
False |
457,832 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,256.50 |
2.618 |
1,228.00 |
1.618 |
1,210.50 |
1.000 |
1,199.75 |
0.618 |
1,193.00 |
HIGH |
1,182.25 |
0.618 |
1,175.50 |
0.500 |
1,173.50 |
0.382 |
1,171.50 |
LOW |
1,164.75 |
0.618 |
1,154.00 |
1.000 |
1,147.25 |
1.618 |
1,136.50 |
2.618 |
1,119.00 |
4.250 |
1,090.50 |
|
|
Fisher Pivots for day following 18-Oct-2010 |
Pivot |
1 day |
3 day |
R1 |
1,176.75 |
1,176.25 |
PP |
1,175.00 |
1,174.25 |
S1 |
1,173.50 |
1,172.50 |
|