Trading Metrics calculated at close of trading on 21-Oct-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Oct-2010 |
21-Oct-2010 |
Change |
Change % |
Previous Week |
Open |
2,068.00 |
2,085.00 |
17.00 |
0.8% |
2,023.00 |
High |
2,098.50 |
2,104.50 |
6.00 |
0.3% |
2,097.75 |
Low |
2,062.50 |
2,066.75 |
4.25 |
0.2% |
2,004.25 |
Close |
2,083.75 |
2,080.00 |
-3.75 |
-0.2% |
2,095.00 |
Range |
36.00 |
37.75 |
1.75 |
4.9% |
93.50 |
ATR |
33.96 |
34.24 |
0.27 |
0.8% |
0.00 |
Volume |
288,963 |
327,967 |
39,004 |
13.5% |
1,482,774 |
|
Daily Pivots for day following 21-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,197.00 |
2,176.25 |
2,100.75 |
|
R3 |
2,159.25 |
2,138.50 |
2,090.50 |
|
R2 |
2,121.50 |
2,121.50 |
2,087.00 |
|
R1 |
2,100.75 |
2,100.75 |
2,083.50 |
2,092.25 |
PP |
2,083.75 |
2,083.75 |
2,083.75 |
2,079.50 |
S1 |
2,063.00 |
2,063.00 |
2,076.50 |
2,054.50 |
S2 |
2,046.00 |
2,046.00 |
2,073.00 |
|
S3 |
2,008.25 |
2,025.25 |
2,069.50 |
|
S4 |
1,970.50 |
1,987.50 |
2,059.25 |
|
|
Weekly Pivots for week ending 15-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,346.25 |
2,314.00 |
2,146.50 |
|
R3 |
2,252.75 |
2,220.50 |
2,120.75 |
|
R2 |
2,159.25 |
2,159.25 |
2,112.25 |
|
R1 |
2,127.00 |
2,127.00 |
2,103.50 |
2,143.00 |
PP |
2,065.75 |
2,065.75 |
2,065.75 |
2,073.75 |
S1 |
2,033.50 |
2,033.50 |
2,086.50 |
2,049.50 |
S2 |
1,972.25 |
1,972.25 |
2,077.75 |
|
S3 |
1,878.75 |
1,940.00 |
2,069.25 |
|
S4 |
1,785.25 |
1,846.50 |
2,043.50 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
2,104.75 |
2,051.50 |
53.25 |
2.6% |
37.00 |
1.8% |
54% |
False |
False |
343,901 |
10 |
2,104.75 |
1,982.00 |
122.75 |
5.9% |
34.25 |
1.7% |
80% |
False |
False |
314,164 |
20 |
2,104.75 |
1,961.00 |
143.75 |
6.9% |
35.00 |
1.7% |
83% |
False |
False |
321,709 |
40 |
2,104.75 |
1,741.00 |
363.75 |
17.5% |
33.00 |
1.6% |
93% |
False |
False |
246,755 |
60 |
2,104.75 |
1,741.00 |
363.75 |
17.5% |
33.25 |
1.6% |
93% |
False |
False |
164,584 |
80 |
2,104.75 |
1,696.25 |
408.50 |
19.6% |
34.50 |
1.7% |
94% |
False |
False |
123,466 |
100 |
2,104.75 |
1,696.25 |
408.50 |
19.6% |
34.50 |
1.7% |
94% |
False |
False |
98,781 |
120 |
2,104.75 |
1,696.25 |
408.50 |
19.6% |
36.00 |
1.7% |
94% |
False |
False |
82,318 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,265.00 |
2.618 |
2,203.25 |
1.618 |
2,165.50 |
1.000 |
2,142.25 |
0.618 |
2,127.75 |
HIGH |
2,104.50 |
0.618 |
2,090.00 |
0.500 |
2,085.50 |
0.382 |
2,081.25 |
LOW |
2,066.75 |
0.618 |
2,043.50 |
1.000 |
2,029.00 |
1.618 |
2,005.75 |
2.618 |
1,968.00 |
4.250 |
1,906.25 |
|
|
Fisher Pivots for day following 21-Oct-2010 |
Pivot |
1 day |
3 day |
R1 |
2,085.50 |
2,079.25 |
PP |
2,083.75 |
2,078.75 |
S1 |
2,082.00 |
2,078.00 |
|