Trading Metrics calculated at close of trading on 20-Oct-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Oct-2010 |
20-Oct-2010 |
Change |
Change % |
Previous Week |
Open |
1,178.75 |
1,164.00 |
-14.75 |
-1.3% |
1,161.50 |
High |
1,179.50 |
1,180.00 |
0.50 |
0.0% |
1,181.00 |
Low |
1,155.50 |
1,160.50 |
5.00 |
0.4% |
1,151.75 |
Close |
1,163.75 |
1,174.75 |
11.00 |
0.9% |
1,175.00 |
Range |
24.00 |
19.50 |
-4.50 |
-18.8% |
29.25 |
ATR |
17.21 |
17.37 |
0.16 |
1.0% |
0.00 |
Volume |
3,055,906 |
2,287,491 |
-768,415 |
-25.1% |
10,104,159 |
|
Daily Pivots for day following 20-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,230.25 |
1,222.00 |
1,185.50 |
|
R3 |
1,210.75 |
1,202.50 |
1,180.00 |
|
R2 |
1,191.25 |
1,191.25 |
1,178.25 |
|
R1 |
1,183.00 |
1,183.00 |
1,176.50 |
1,187.00 |
PP |
1,171.75 |
1,171.75 |
1,171.75 |
1,173.75 |
S1 |
1,163.50 |
1,163.50 |
1,173.00 |
1,167.50 |
S2 |
1,152.25 |
1,152.25 |
1,171.25 |
|
S3 |
1,132.75 |
1,144.00 |
1,169.50 |
|
S4 |
1,113.25 |
1,124.50 |
1,164.00 |
|
|
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% |
19.25 |
1.6% |
72% |
False |
False |
2,369,184 |
10 |
1,182.25 |
1,145.50 |
36.75 |
3.1% |
17.25 |
1.5% |
80% |
False |
False |
2,086,296 |
20 |
1,182.25 |
1,117.25 |
65.00 |
5.5% |
17.25 |
1.5% |
88% |
False |
False |
2,052,351 |
40 |
1,182.25 |
1,032.50 |
149.75 |
12.7% |
17.25 |
1.5% |
95% |
False |
False |
1,503,561 |
60 |
1,182.25 |
1,032.50 |
149.75 |
12.7% |
17.50 |
1.5% |
95% |
False |
False |
1,003,545 |
80 |
1,182.25 |
998.75 |
183.50 |
15.6% |
19.00 |
1.6% |
96% |
False |
False |
753,392 |
100 |
1,182.25 |
998.75 |
183.50 |
15.6% |
19.50 |
1.7% |
96% |
False |
False |
602,806 |
120 |
1,192.25 |
998.75 |
193.50 |
16.5% |
21.75 |
1.8% |
91% |
False |
False |
502,359 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,263.00 |
2.618 |
1,231.00 |
1.618 |
1,211.50 |
1.000 |
1,199.50 |
0.618 |
1,192.00 |
HIGH |
1,180.00 |
0.618 |
1,172.50 |
0.500 |
1,170.25 |
0.382 |
1,168.00 |
LOW |
1,160.50 |
0.618 |
1,148.50 |
1.000 |
1,141.00 |
1.618 |
1,129.00 |
2.618 |
1,109.50 |
4.250 |
1,077.50 |
|
|
Fisher Pivots for day following 20-Oct-2010 |
Pivot |
1 day |
3 day |
R1 |
1,173.25 |
1,172.75 |
PP |
1,171.75 |
1,170.75 |
S1 |
1,170.25 |
1,169.00 |
|