Trading Metrics calculated at close of trading on 21-Oct-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Oct-2010 |
21-Oct-2010 |
Change |
Change % |
Previous Week |
Open |
1,164.00 |
1,174.75 |
10.75 |
0.9% |
1,161.50 |
High |
1,180.00 |
1,186.25 |
6.25 |
0.5% |
1,181.00 |
Low |
1,160.50 |
1,167.25 |
6.75 |
0.6% |
1,151.75 |
Close |
1,174.75 |
1,175.75 |
1.00 |
0.1% |
1,175.00 |
Range |
19.50 |
19.00 |
-0.50 |
-2.6% |
29.25 |
ATR |
17.37 |
17.49 |
0.12 |
0.7% |
0.00 |
Volume |
2,287,491 |
2,407,311 |
119,820 |
5.2% |
10,104,159 |
|
Daily Pivots for day following 21-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,233.50 |
1,223.50 |
1,186.25 |
|
R3 |
1,214.50 |
1,204.50 |
1,181.00 |
|
R2 |
1,195.50 |
1,195.50 |
1,179.25 |
|
R1 |
1,185.50 |
1,185.50 |
1,177.50 |
1,190.50 |
PP |
1,176.50 |
1,176.50 |
1,176.50 |
1,179.00 |
S1 |
1,166.50 |
1,166.50 |
1,174.00 |
1,171.50 |
S2 |
1,157.50 |
1,157.50 |
1,172.25 |
|
S3 |
1,138.50 |
1,147.50 |
1,170.50 |
|
S4 |
1,119.50 |
1,128.50 |
1,165.25 |
|
|
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 |
1,186.25 |
1,155.50 |
30.75 |
2.6% |
19.50 |
1.7% |
66% |
True |
False |
2,370,619 |
10 |
1,186.25 |
1,145.50 |
40.75 |
3.5% |
17.50 |
1.5% |
74% |
True |
False |
2,128,189 |
20 |
1,186.25 |
1,118.50 |
67.75 |
5.8% |
17.25 |
1.5% |
85% |
True |
False |
2,063,553 |
40 |
1,186.25 |
1,032.50 |
153.75 |
13.1% |
17.25 |
1.5% |
93% |
True |
False |
1,563,442 |
60 |
1,186.25 |
1,032.50 |
153.75 |
13.1% |
17.50 |
1.5% |
93% |
True |
False |
1,043,657 |
80 |
1,186.25 |
998.75 |
187.50 |
15.9% |
18.50 |
1.6% |
94% |
True |
False |
783,475 |
100 |
1,186.25 |
998.75 |
187.50 |
15.9% |
19.50 |
1.7% |
94% |
True |
False |
626,879 |
120 |
1,190.25 |
998.75 |
191.50 |
16.3% |
21.75 |
1.8% |
92% |
False |
False |
522,420 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,267.00 |
2.618 |
1,236.00 |
1.618 |
1,217.00 |
1.000 |
1,205.25 |
0.618 |
1,198.00 |
HIGH |
1,186.25 |
0.618 |
1,179.00 |
0.500 |
1,176.75 |
0.382 |
1,174.50 |
LOW |
1,167.25 |
0.618 |
1,155.50 |
1.000 |
1,148.25 |
1.618 |
1,136.50 |
2.618 |
1,117.50 |
4.250 |
1,086.50 |
|
|
Fisher Pivots for day following 21-Oct-2010 |
Pivot |
1 day |
3 day |
R1 |
1,176.75 |
1,174.00 |
PP |
1,176.50 |
1,172.50 |
S1 |
1,176.00 |
1,171.00 |
|