Trading Metrics calculated at close of trading on 27-Oct-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Oct-2010 |
27-Oct-2010 |
Change |
Change % |
Previous Week |
Open |
1,182.00 |
1,183.25 |
1.25 |
0.1% |
1,174.25 |
High |
1,184.25 |
1,186.25 |
2.00 |
0.2% |
1,186.25 |
Low |
1,174.00 |
1,167.75 |
-6.25 |
-0.5% |
1,155.50 |
Close |
1,182.75 |
1,178.75 |
-4.00 |
-0.3% |
1,180.75 |
Range |
10.25 |
18.50 |
8.25 |
80.5% |
30.75 |
ATR |
16.07 |
16.24 |
0.17 |
1.1% |
0.00 |
Volume |
1,743,843 |
2,241,130 |
497,287 |
28.5% |
10,418,890 |
|
Daily Pivots for day following 27-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,233.00 |
1,224.50 |
1,189.00 |
|
R3 |
1,214.50 |
1,206.00 |
1,183.75 |
|
R2 |
1,196.00 |
1,196.00 |
1,182.25 |
|
R1 |
1,187.50 |
1,187.50 |
1,180.50 |
1,182.50 |
PP |
1,177.50 |
1,177.50 |
1,177.50 |
1,175.00 |
S1 |
1,169.00 |
1,169.00 |
1,177.00 |
1,164.00 |
S2 |
1,159.00 |
1,159.00 |
1,175.25 |
|
S3 |
1,140.50 |
1,150.50 |
1,173.75 |
|
S4 |
1,122.00 |
1,132.00 |
1,168.50 |
|
|
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 |
1,167.25 |
25.75 |
2.2% |
13.75 |
1.2% |
45% |
False |
False |
1,869,924 |
10 |
1,193.00 |
1,155.50 |
37.50 |
3.2% |
16.50 |
1.4% |
62% |
False |
False |
2,119,554 |
20 |
1,193.00 |
1,127.00 |
66.00 |
5.6% |
16.25 |
1.4% |
78% |
False |
False |
2,043,582 |
40 |
1,193.00 |
1,045.75 |
147.25 |
12.5% |
16.25 |
1.4% |
90% |
False |
False |
1,735,928 |
60 |
1,193.00 |
1,032.50 |
160.50 |
13.6% |
17.25 |
1.5% |
91% |
False |
False |
1,159,191 |
80 |
1,193.00 |
1,011.75 |
181.25 |
15.4% |
18.00 |
1.5% |
92% |
False |
False |
870,121 |
100 |
1,193.00 |
998.75 |
194.25 |
16.5% |
18.75 |
1.6% |
93% |
False |
False |
696,300 |
120 |
1,193.00 |
998.75 |
194.25 |
16.5% |
20.75 |
1.8% |
93% |
False |
False |
580,268 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,265.00 |
2.618 |
1,234.75 |
1.618 |
1,216.25 |
1.000 |
1,204.75 |
0.618 |
1,197.75 |
HIGH |
1,186.25 |
0.618 |
1,179.25 |
0.500 |
1,177.00 |
0.382 |
1,174.75 |
LOW |
1,167.75 |
0.618 |
1,156.25 |
1.000 |
1,149.25 |
1.618 |
1,137.75 |
2.618 |
1,119.25 |
4.250 |
1,089.00 |
|
|
Fisher Pivots for day following 27-Oct-2010 |
Pivot |
1 day |
3 day |
R1 |
1,178.25 |
1,180.50 |
PP |
1,177.50 |
1,179.75 |
S1 |
1,177.00 |
1,179.25 |
|