Trading Metrics calculated at close of trading on 19-Oct-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Oct-2010 |
19-Oct-2010 |
Change |
Change % |
Previous Week |
Open |
1,174.25 |
1,178.75 |
4.50 |
0.4% |
1,161.50 |
High |
1,182.25 |
1,179.50 |
-2.75 |
-0.2% |
1,181.00 |
Low |
1,164.75 |
1,155.50 |
-9.25 |
-0.8% |
1,151.75 |
Close |
1,178.25 |
1,163.75 |
-14.50 |
-1.2% |
1,175.00 |
Range |
17.50 |
24.00 |
6.50 |
37.1% |
29.25 |
ATR |
16.68 |
17.21 |
0.52 |
3.1% |
0.00 |
Volume |
1,463,358 |
3,055,906 |
1,592,548 |
108.8% |
10,104,159 |
|
Daily Pivots for day following 19-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,238.25 |
1,225.00 |
1,177.00 |
|
R3 |
1,214.25 |
1,201.00 |
1,170.25 |
|
R2 |
1,190.25 |
1,190.25 |
1,168.25 |
|
R1 |
1,177.00 |
1,177.00 |
1,166.00 |
1,171.50 |
PP |
1,166.25 |
1,166.25 |
1,166.25 |
1,163.50 |
S1 |
1,153.00 |
1,153.00 |
1,161.50 |
1,147.50 |
S2 |
1,142.25 |
1,142.25 |
1,159.25 |
|
S3 |
1,118.25 |
1,129.00 |
1,157.25 |
|
S4 |
1,094.25 |
1,105.00 |
1,150.50 |
|
|
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 |
1,155.50 |
26.75 |
2.3% |
18.75 |
1.6% |
31% |
False |
True |
2,341,941 |
10 |
1,182.25 |
1,145.50 |
36.75 |
3.2% |
16.25 |
1.4% |
50% |
False |
False |
2,029,635 |
20 |
1,182.25 |
1,117.25 |
65.00 |
5.6% |
17.00 |
1.5% |
72% |
False |
False |
2,035,584 |
40 |
1,182.25 |
1,032.50 |
149.75 |
12.9% |
17.25 |
1.5% |
88% |
False |
False |
1,446,504 |
60 |
1,182.25 |
1,032.50 |
149.75 |
12.9% |
17.50 |
1.5% |
88% |
False |
False |
965,435 |
80 |
1,182.25 |
998.75 |
183.50 |
15.8% |
18.75 |
1.6% |
90% |
False |
False |
724,817 |
100 |
1,182.25 |
998.75 |
183.50 |
15.8% |
19.50 |
1.7% |
90% |
False |
False |
579,932 |
120 |
1,198.50 |
998.75 |
199.75 |
17.2% |
21.75 |
1.9% |
83% |
False |
False |
483,297 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,281.50 |
2.618 |
1,242.25 |
1.618 |
1,218.25 |
1.000 |
1,203.50 |
0.618 |
1,194.25 |
HIGH |
1,179.50 |
0.618 |
1,170.25 |
0.500 |
1,167.50 |
0.382 |
1,164.75 |
LOW |
1,155.50 |
0.618 |
1,140.75 |
1.000 |
1,131.50 |
1.618 |
1,116.75 |
2.618 |
1,092.75 |
4.250 |
1,053.50 |
|
|
Fisher Pivots for day following 19-Oct-2010 |
Pivot |
1 day |
3 day |
R1 |
1,167.50 |
1,169.00 |
PP |
1,166.25 |
1,167.25 |
S1 |
1,165.00 |
1,165.50 |
|