Trading Metrics calculated at close of trading on 28-Oct-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Oct-2010 |
28-Oct-2010 |
Change |
Change % |
Previous Week |
Open |
1,183.25 |
1,178.50 |
-4.75 |
-0.4% |
1,174.25 |
High |
1,186.25 |
1,187.50 |
1.25 |
0.1% |
1,186.25 |
Low |
1,167.75 |
1,173.50 |
5.75 |
0.5% |
1,155.50 |
Close |
1,178.75 |
1,179.25 |
0.50 |
0.0% |
1,180.75 |
Range |
18.50 |
14.00 |
-4.50 |
-24.3% |
30.75 |
ATR |
16.24 |
16.08 |
-0.16 |
-1.0% |
0.00 |
Volume |
2,241,130 |
2,014,979 |
-226,151 |
-10.1% |
10,418,890 |
|
Daily Pivots for day following 28-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,222.00 |
1,214.75 |
1,187.00 |
|
R3 |
1,208.00 |
1,200.75 |
1,183.00 |
|
R2 |
1,194.00 |
1,194.00 |
1,181.75 |
|
R1 |
1,186.75 |
1,186.75 |
1,180.50 |
1,190.50 |
PP |
1,180.00 |
1,180.00 |
1,180.00 |
1,182.00 |
S1 |
1,172.75 |
1,172.75 |
1,178.00 |
1,176.50 |
S2 |
1,166.00 |
1,166.00 |
1,176.75 |
|
S3 |
1,152.00 |
1,158.75 |
1,175.50 |
|
S4 |
1,138.00 |
1,144.75 |
1,171.50 |
|
|
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 |
1,167.75 |
25.25 |
2.1% |
12.75 |
1.1% |
46% |
False |
False |
1,791,457 |
10 |
1,193.00 |
1,155.50 |
37.50 |
3.2% |
16.00 |
1.4% |
63% |
False |
False |
2,081,038 |
20 |
1,193.00 |
1,127.00 |
66.00 |
5.6% |
16.00 |
1.4% |
79% |
False |
False |
2,003,195 |
40 |
1,193.00 |
1,071.50 |
121.50 |
10.3% |
15.75 |
1.3% |
89% |
False |
False |
1,785,823 |
60 |
1,193.00 |
1,032.50 |
160.50 |
13.6% |
17.25 |
1.5% |
91% |
False |
False |
1,192,705 |
80 |
1,193.00 |
1,032.50 |
160.50 |
13.6% |
17.75 |
1.5% |
91% |
False |
False |
895,282 |
100 |
1,193.00 |
998.75 |
194.25 |
16.5% |
18.75 |
1.6% |
93% |
False |
False |
716,448 |
120 |
1,193.00 |
998.75 |
194.25 |
16.5% |
20.50 |
1.7% |
93% |
False |
False |
597,056 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,247.00 |
2.618 |
1,224.25 |
1.618 |
1,210.25 |
1.000 |
1,201.50 |
0.618 |
1,196.25 |
HIGH |
1,187.50 |
0.618 |
1,182.25 |
0.500 |
1,180.50 |
0.382 |
1,178.75 |
LOW |
1,173.50 |
0.618 |
1,164.75 |
1.000 |
1,159.50 |
1.618 |
1,150.75 |
2.618 |
1,136.75 |
4.250 |
1,114.00 |
|
|
Fisher Pivots for day following 28-Oct-2010 |
Pivot |
1 day |
3 day |
R1 |
1,180.50 |
1,178.75 |
PP |
1,180.00 |
1,178.25 |
S1 |
1,179.75 |
1,177.50 |
|