Trading Metrics calculated at close of trading on 04-Oct-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Oct-2010 |
04-Oct-2010 |
Change |
Change % |
Previous Week |
Open |
1,995.75 |
1,997.75 |
2.00 |
0.1% |
2,018.75 |
High |
2,015.50 |
1,997.75 |
-17.75 |
-0.9% |
2,032.00 |
Low |
1,985.00 |
1,961.00 |
-24.00 |
-1.2% |
1,977.25 |
Close |
1,994.50 |
1,977.00 |
-17.50 |
-0.9% |
1,994.50 |
Range |
30.50 |
36.75 |
6.25 |
20.5% |
54.75 |
ATR |
32.79 |
33.07 |
0.28 |
0.9% |
0.00 |
Volume |
321,294 |
298,949 |
-22,345 |
-7.0% |
1,714,476 |
|
Daily Pivots for day following 04-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,088.75 |
2,069.75 |
1,997.25 |
|
R3 |
2,052.00 |
2,033.00 |
1,987.00 |
|
R2 |
2,015.25 |
2,015.25 |
1,983.75 |
|
R1 |
1,996.25 |
1,996.25 |
1,980.25 |
1,987.50 |
PP |
1,978.50 |
1,978.50 |
1,978.50 |
1,974.25 |
S1 |
1,959.50 |
1,959.50 |
1,973.75 |
1,950.50 |
S2 |
1,941.75 |
1,941.75 |
1,970.25 |
|
S3 |
1,905.00 |
1,922.75 |
1,967.00 |
|
S4 |
1,868.25 |
1,886.00 |
1,956.75 |
|
|
Weekly Pivots for week ending 01-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,165.50 |
2,134.75 |
2,024.50 |
|
R3 |
2,110.75 |
2,080.00 |
2,009.50 |
|
R2 |
2,056.00 |
2,056.00 |
2,004.50 |
|
R1 |
2,025.25 |
2,025.25 |
1,999.50 |
2,013.25 |
PP |
2,001.25 |
2,001.25 |
2,001.25 |
1,995.25 |
S1 |
1,970.50 |
1,970.50 |
1,989.50 |
1,958.50 |
S2 |
1,946.50 |
1,946.50 |
1,984.50 |
|
S3 |
1,891.75 |
1,915.75 |
1,979.50 |
|
S4 |
1,837.00 |
1,861.00 |
1,964.50 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
2,028.25 |
1,961.00 |
67.25 |
3.4% |
36.00 |
1.8% |
24% |
False |
True |
355,957 |
10 |
2,032.00 |
1,961.00 |
71.00 |
3.6% |
33.25 |
1.7% |
23% |
False |
True |
335,202 |
20 |
2,032.00 |
1,851.25 |
180.75 |
9.1% |
30.25 |
1.5% |
70% |
False |
False |
287,237 |
40 |
2,032.00 |
1,741.00 |
291.00 |
14.7% |
33.00 |
1.7% |
81% |
False |
False |
143,940 |
60 |
2,032.00 |
1,741.00 |
291.00 |
14.7% |
33.25 |
1.7% |
81% |
False |
False |
95,994 |
80 |
2,032.00 |
1,696.25 |
335.75 |
17.0% |
34.25 |
1.7% |
84% |
False |
False |
72,021 |
100 |
2,032.00 |
1,696.25 |
335.75 |
17.0% |
34.75 |
1.8% |
84% |
False |
False |
57,619 |
120 |
2,045.50 |
1,696.25 |
349.25 |
17.7% |
33.00 |
1.7% |
80% |
False |
False |
48,016 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,154.00 |
2.618 |
2,094.00 |
1.618 |
2,057.25 |
1.000 |
2,034.50 |
0.618 |
2,020.50 |
HIGH |
1,997.75 |
0.618 |
1,983.75 |
0.500 |
1,979.50 |
0.382 |
1,975.00 |
LOW |
1,961.00 |
0.618 |
1,938.25 |
1.000 |
1,924.25 |
1.618 |
1,901.50 |
2.618 |
1,864.75 |
4.250 |
1,804.75 |
|
|
Fisher Pivots for day following 04-Oct-2010 |
Pivot |
1 day |
3 day |
R1 |
1,979.50 |
1,994.50 |
PP |
1,978.50 |
1,988.75 |
S1 |
1,977.75 |
1,983.00 |
|