Trading Metrics calculated at close of trading on 29-Oct-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Oct-2010 |
29-Oct-2010 |
Change |
Change % |
Previous Week |
Open |
1,178.50 |
1,179.25 |
0.75 |
0.1% |
1,180.75 |
High |
1,187.50 |
1,182.50 |
-5.00 |
-0.4% |
1,193.00 |
Low |
1,173.50 |
1,172.00 |
-1.50 |
-0.1% |
1,167.75 |
Close |
1,179.25 |
1,179.75 |
0.50 |
0.0% |
1,179.75 |
Range |
14.00 |
10.50 |
-3.50 |
-25.0% |
25.25 |
ATR |
16.08 |
15.68 |
-0.40 |
-2.5% |
0.00 |
Volume |
2,014,979 |
1,751,544 |
-263,435 |
-13.1% |
9,504,008 |
|
Daily Pivots for day following 29-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,209.50 |
1,205.25 |
1,185.50 |
|
R3 |
1,199.00 |
1,194.75 |
1,182.75 |
|
R2 |
1,188.50 |
1,188.50 |
1,181.75 |
|
R1 |
1,184.25 |
1,184.25 |
1,180.75 |
1,186.50 |
PP |
1,178.00 |
1,178.00 |
1,178.00 |
1,179.25 |
S1 |
1,173.75 |
1,173.75 |
1,178.75 |
1,176.00 |
S2 |
1,167.50 |
1,167.50 |
1,177.75 |
|
S3 |
1,157.00 |
1,163.25 |
1,176.75 |
|
S4 |
1,146.50 |
1,152.75 |
1,174.00 |
|
|
Weekly Pivots for week ending 29-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,256.00 |
1,243.00 |
1,193.75 |
|
R3 |
1,230.75 |
1,217.75 |
1,186.75 |
|
R2 |
1,205.50 |
1,205.50 |
1,184.50 |
|
R1 |
1,192.50 |
1,192.50 |
1,182.00 |
1,186.50 |
PP |
1,180.25 |
1,180.25 |
1,180.25 |
1,177.00 |
S1 |
1,167.25 |
1,167.25 |
1,177.50 |
1,161.00 |
S2 |
1,155.00 |
1,155.00 |
1,175.00 |
|
S3 |
1,129.75 |
1,142.00 |
1,172.75 |
|
S4 |
1,104.50 |
1,116.75 |
1,165.75 |
|
|
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% |
13.25 |
1.1% |
48% |
False |
False |
1,900,801 |
10 |
1,193.00 |
1,155.50 |
37.50 |
3.2% |
15.50 |
1.3% |
65% |
False |
False |
1,992,289 |
20 |
1,193.00 |
1,127.00 |
66.00 |
5.6% |
16.00 |
1.3% |
80% |
False |
False |
1,987,473 |
40 |
1,193.00 |
1,081.25 |
111.75 |
9.5% |
15.75 |
1.3% |
88% |
False |
False |
1,829,271 |
60 |
1,193.00 |
1,032.50 |
160.50 |
13.6% |
17.25 |
1.5% |
92% |
False |
False |
1,221,837 |
80 |
1,193.00 |
1,032.50 |
160.50 |
13.6% |
17.50 |
1.5% |
92% |
False |
False |
917,147 |
100 |
1,193.00 |
998.75 |
194.25 |
16.5% |
18.50 |
1.6% |
93% |
False |
False |
733,963 |
120 |
1,193.00 |
998.75 |
194.25 |
16.5% |
20.25 |
1.7% |
93% |
False |
False |
611,651 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,227.00 |
2.618 |
1,210.00 |
1.618 |
1,199.50 |
1.000 |
1,193.00 |
0.618 |
1,189.00 |
HIGH |
1,182.50 |
0.618 |
1,178.50 |
0.500 |
1,177.25 |
0.382 |
1,176.00 |
LOW |
1,172.00 |
0.618 |
1,165.50 |
1.000 |
1,161.50 |
1.618 |
1,155.00 |
2.618 |
1,144.50 |
4.250 |
1,127.50 |
|
|
Fisher Pivots for day following 29-Oct-2010 |
Pivot |
1 day |
3 day |
R1 |
1,179.00 |
1,179.00 |
PP |
1,178.00 |
1,178.25 |
S1 |
1,177.25 |
1,177.50 |
|