Trading Metrics calculated at close of trading on 25-Oct-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Oct-2010 |
25-Oct-2010 |
Change |
Change % |
Previous Week |
Open |
1,175.25 |
1,180.75 |
5.50 |
0.5% |
1,174.25 |
High |
1,181.50 |
1,193.00 |
11.50 |
1.0% |
1,186.25 |
Low |
1,173.25 |
1,180.50 |
7.25 |
0.6% |
1,155.50 |
Close |
1,180.75 |
1,182.75 |
2.00 |
0.2% |
1,180.75 |
Range |
8.25 |
12.50 |
4.25 |
51.5% |
30.75 |
ATR |
16.83 |
16.52 |
-0.31 |
-1.8% |
0.00 |
Volume |
1,204,824 |
1,752,512 |
547,688 |
45.5% |
10,418,890 |
|
Daily Pivots for day following 25-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,223.00 |
1,215.25 |
1,189.50 |
|
R3 |
1,210.50 |
1,202.75 |
1,186.25 |
|
R2 |
1,198.00 |
1,198.00 |
1,185.00 |
|
R1 |
1,190.25 |
1,190.25 |
1,184.00 |
1,194.00 |
PP |
1,185.50 |
1,185.50 |
1,185.50 |
1,187.25 |
S1 |
1,177.75 |
1,177.75 |
1,181.50 |
1,181.50 |
S2 |
1,173.00 |
1,173.00 |
1,180.50 |
|
S3 |
1,160.50 |
1,165.25 |
1,179.25 |
|
S4 |
1,148.00 |
1,152.75 |
1,176.00 |
|
|
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 |
1,193.00 |
1,155.50 |
37.50 |
3.2% |
16.75 |
1.4% |
73% |
True |
False |
2,141,608 |
10 |
1,193.00 |
1,151.75 |
41.25 |
3.5% |
17.00 |
1.4% |
75% |
True |
False |
2,126,986 |
20 |
1,193.00 |
1,127.00 |
66.00 |
5.6% |
16.50 |
1.4% |
84% |
True |
False |
2,052,212 |
40 |
1,193.00 |
1,032.75 |
160.25 |
13.5% |
16.50 |
1.4% |
94% |
True |
False |
1,636,948 |
60 |
1,193.00 |
1,032.50 |
160.50 |
13.6% |
17.25 |
1.5% |
94% |
True |
False |
1,092,911 |
80 |
1,193.00 |
998.75 |
194.25 |
16.4% |
18.25 |
1.6% |
95% |
True |
False |
820,348 |
100 |
1,193.00 |
998.75 |
194.25 |
16.4% |
19.25 |
1.6% |
95% |
True |
False |
656,451 |
120 |
1,193.00 |
998.75 |
194.25 |
16.4% |
21.50 |
1.8% |
95% |
True |
False |
547,062 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,246.00 |
2.618 |
1,225.75 |
1.618 |
1,213.25 |
1.000 |
1,205.50 |
0.618 |
1,200.75 |
HIGH |
1,193.00 |
0.618 |
1,188.25 |
0.500 |
1,186.75 |
0.382 |
1,185.25 |
LOW |
1,180.50 |
0.618 |
1,172.75 |
1.000 |
1,168.00 |
1.618 |
1,160.25 |
2.618 |
1,147.75 |
4.250 |
1,127.50 |
|
|
Fisher Pivots for day following 25-Oct-2010 |
Pivot |
1 day |
3 day |
R1 |
1,186.75 |
1,182.00 |
PP |
1,185.50 |
1,181.00 |
S1 |
1,184.00 |
1,180.00 |
|