Trading Metrics calculated at close of trading on 22-Oct-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Oct-2010 |
22-Oct-2010 |
Change |
Change % |
Previous Week |
Open |
1,174.75 |
1,175.25 |
0.50 |
0.0% |
1,174.25 |
High |
1,186.25 |
1,181.50 |
-4.75 |
-0.4% |
1,186.25 |
Low |
1,167.25 |
1,173.25 |
6.00 |
0.5% |
1,155.50 |
Close |
1,175.75 |
1,180.75 |
5.00 |
0.4% |
1,180.75 |
Range |
19.00 |
8.25 |
-10.75 |
-56.6% |
30.75 |
ATR |
17.49 |
16.83 |
-0.66 |
-3.8% |
0.00 |
Volume |
2,407,311 |
1,204,824 |
-1,202,487 |
-50.0% |
10,418,890 |
|
Daily Pivots for day following 22-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,203.25 |
1,200.25 |
1,185.25 |
|
R3 |
1,195.00 |
1,192.00 |
1,183.00 |
|
R2 |
1,186.75 |
1,186.75 |
1,182.25 |
|
R1 |
1,183.75 |
1,183.75 |
1,181.50 |
1,185.25 |
PP |
1,178.50 |
1,178.50 |
1,178.50 |
1,179.25 |
S1 |
1,175.50 |
1,175.50 |
1,180.00 |
1,177.00 |
S2 |
1,170.25 |
1,170.25 |
1,179.25 |
|
S3 |
1,162.00 |
1,167.25 |
1,178.50 |
|
S4 |
1,153.75 |
1,159.00 |
1,176.25 |
|
|
Weekly Pivots for week ending 22-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,266.50 |
1,254.25 |
1,197.75 |
|
R3 |
1,235.75 |
1,223.50 |
1,189.25 |
|
R2 |
1,205.00 |
1,205.00 |
1,186.50 |
|
R1 |
1,192.75 |
1,192.75 |
1,183.50 |
1,199.00 |
PP |
1,174.25 |
1,174.25 |
1,174.25 |
1,177.25 |
S1 |
1,162.00 |
1,162.00 |
1,178.00 |
1,168.00 |
S2 |
1,143.50 |
1,143.50 |
1,175.00 |
|
S3 |
1,112.75 |
1,131.25 |
1,172.25 |
|
S4 |
1,082.00 |
1,100.50 |
1,163.75 |
|
|
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% |
17.75 |
1.5% |
82% |
False |
False |
2,083,778 |
10 |
1,186.25 |
1,151.75 |
34.50 |
2.9% |
16.50 |
1.4% |
84% |
False |
False |
2,052,304 |
20 |
1,186.25 |
1,127.00 |
59.25 |
5.0% |
16.50 |
1.4% |
91% |
False |
False |
2,031,706 |
40 |
1,186.25 |
1,032.50 |
153.75 |
13.0% |
17.00 |
1.4% |
96% |
False |
False |
1,593,278 |
60 |
1,186.25 |
1,032.50 |
153.75 |
13.0% |
17.25 |
1.5% |
96% |
False |
False |
1,063,727 |
80 |
1,186.25 |
998.75 |
187.50 |
15.9% |
18.50 |
1.6% |
97% |
False |
False |
798,469 |
100 |
1,186.25 |
998.75 |
187.50 |
15.9% |
19.25 |
1.6% |
97% |
False |
False |
638,927 |
120 |
1,186.25 |
998.75 |
187.50 |
15.9% |
21.50 |
1.8% |
97% |
False |
False |
532,460 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,216.50 |
2.618 |
1,203.00 |
1.618 |
1,194.75 |
1.000 |
1,189.75 |
0.618 |
1,186.50 |
HIGH |
1,181.50 |
0.618 |
1,178.25 |
0.500 |
1,177.50 |
0.382 |
1,176.50 |
LOW |
1,173.25 |
0.618 |
1,168.25 |
1.000 |
1,165.00 |
1.618 |
1,160.00 |
2.618 |
1,151.75 |
4.250 |
1,138.25 |
|
|
Fisher Pivots for day following 22-Oct-2010 |
Pivot |
1 day |
3 day |
R1 |
1,179.50 |
1,178.25 |
PP |
1,178.50 |
1,175.75 |
S1 |
1,177.50 |
1,173.50 |
|