Trading Metrics calculated at close of trading on 26-Oct-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Oct-2010 |
26-Oct-2010 |
Change |
Change % |
Previous Week |
Open |
1,180.75 |
1,182.00 |
1.25 |
0.1% |
1,174.25 |
High |
1,193.00 |
1,184.25 |
-8.75 |
-0.7% |
1,186.25 |
Low |
1,180.50 |
1,174.00 |
-6.50 |
-0.6% |
1,155.50 |
Close |
1,182.75 |
1,182.75 |
0.00 |
0.0% |
1,180.75 |
Range |
12.50 |
10.25 |
-2.25 |
-18.0% |
30.75 |
ATR |
16.52 |
16.07 |
-0.45 |
-2.7% |
0.00 |
Volume |
1,752,512 |
1,743,843 |
-8,669 |
-0.5% |
10,418,890 |
|
Daily Pivots for day following 26-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,211.00 |
1,207.25 |
1,188.50 |
|
R3 |
1,200.75 |
1,197.00 |
1,185.50 |
|
R2 |
1,190.50 |
1,190.50 |
1,184.75 |
|
R1 |
1,186.75 |
1,186.75 |
1,183.75 |
1,188.50 |
PP |
1,180.25 |
1,180.25 |
1,180.25 |
1,181.25 |
S1 |
1,176.50 |
1,176.50 |
1,181.75 |
1,178.50 |
S2 |
1,170.00 |
1,170.00 |
1,180.75 |
|
S3 |
1,159.75 |
1,166.25 |
1,180.00 |
|
S4 |
1,149.50 |
1,156.00 |
1,177.00 |
|
|
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 |
1,160.50 |
32.50 |
2.7% |
14.00 |
1.2% |
68% |
False |
False |
1,879,196 |
10 |
1,193.00 |
1,155.50 |
37.50 |
3.2% |
16.25 |
1.4% |
73% |
False |
False |
2,110,568 |
20 |
1,193.00 |
1,127.00 |
66.00 |
5.6% |
16.00 |
1.4% |
84% |
False |
False |
2,024,270 |
40 |
1,193.00 |
1,032.75 |
160.25 |
13.5% |
16.25 |
1.4% |
94% |
False |
False |
1,680,190 |
60 |
1,193.00 |
1,032.50 |
160.50 |
13.6% |
17.00 |
1.4% |
94% |
False |
False |
1,121,893 |
80 |
1,193.00 |
998.75 |
194.25 |
16.4% |
18.25 |
1.5% |
95% |
False |
False |
842,122 |
100 |
1,193.00 |
998.75 |
194.25 |
16.4% |
18.75 |
1.6% |
95% |
False |
False |
673,889 |
120 |
1,193.00 |
998.75 |
194.25 |
16.4% |
20.75 |
1.8% |
95% |
False |
False |
561,594 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,227.75 |
2.618 |
1,211.00 |
1.618 |
1,200.75 |
1.000 |
1,194.50 |
0.618 |
1,190.50 |
HIGH |
1,184.25 |
0.618 |
1,180.25 |
0.500 |
1,179.00 |
0.382 |
1,178.00 |
LOW |
1,174.00 |
0.618 |
1,167.75 |
1.000 |
1,163.75 |
1.618 |
1,157.50 |
2.618 |
1,147.25 |
4.250 |
1,130.50 |
|
|
Fisher Pivots for day following 26-Oct-2010 |
Pivot |
1 day |
3 day |
R1 |
1,181.50 |
1,183.00 |
PP |
1,180.25 |
1,183.00 |
S1 |
1,179.00 |
1,183.00 |
|