Trading Metrics calculated at close of trading on 01-Oct-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Sep-2010 |
01-Oct-2010 |
Change |
Change % |
Previous Week |
Open |
5,531.5 |
5,559.5 |
28.0 |
0.5% |
5,587.0 |
High |
5,632.5 |
5,595.5 |
-37.0 |
-0.7% |
5,632.5 |
Low |
5,506.0 |
5,538.0 |
32.0 |
0.6% |
5,482.0 |
Close |
5,529.5 |
5,558.0 |
28.5 |
0.5% |
5,558.0 |
Range |
126.5 |
57.5 |
-69.0 |
-54.5% |
150.5 |
ATR |
83.2 |
82.0 |
-1.2 |
-1.5% |
0.0 |
Volume |
161,771 |
131,790 |
-29,981 |
-18.5% |
613,784 |
|
Daily Pivots for day following 01-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,736.5 |
5,704.5 |
5,589.5 |
|
R3 |
5,679.0 |
5,647.0 |
5,574.0 |
|
R2 |
5,621.5 |
5,621.5 |
5,568.5 |
|
R1 |
5,589.5 |
5,589.5 |
5,563.5 |
5,577.0 |
PP |
5,564.0 |
5,564.0 |
5,564.0 |
5,557.5 |
S1 |
5,532.0 |
5,532.0 |
5,552.5 |
5,519.0 |
S2 |
5,506.5 |
5,506.5 |
5,547.5 |
|
S3 |
5,449.0 |
5,474.5 |
5,542.0 |
|
S4 |
5,391.5 |
5,417.0 |
5,526.5 |
|
|
Weekly Pivots for week ending 01-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,009.0 |
5,934.0 |
5,641.0 |
|
R3 |
5,858.5 |
5,783.5 |
5,599.5 |
|
R2 |
5,708.0 |
5,708.0 |
5,585.5 |
|
R1 |
5,633.0 |
5,633.0 |
5,572.0 |
5,595.0 |
PP |
5,557.5 |
5,557.5 |
5,557.5 |
5,538.5 |
S1 |
5,482.5 |
5,482.5 |
5,544.0 |
5,445.0 |
S2 |
5,407.0 |
5,407.0 |
5,530.5 |
|
S3 |
5,256.5 |
5,332.0 |
5,516.5 |
|
S4 |
5,106.0 |
5,181.5 |
5,475.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,632.5 |
5,482.0 |
150.5 |
2.7% |
83.0 |
1.5% |
50% |
False |
False |
122,756 |
10 |
5,632.5 |
5,435.0 |
197.5 |
3.6% |
91.0 |
1.6% |
62% |
False |
False |
113,467 |
20 |
5,632.5 |
5,343.0 |
289.5 |
5.2% |
74.0 |
1.3% |
74% |
False |
False |
103,419 |
40 |
5,632.5 |
5,050.0 |
582.5 |
10.5% |
67.5 |
1.2% |
87% |
False |
False |
52,159 |
60 |
5,632.5 |
5,047.0 |
585.5 |
10.5% |
64.5 |
1.2% |
87% |
False |
False |
34,795 |
80 |
5,632.5 |
4,744.0 |
888.5 |
16.0% |
64.5 |
1.2% |
92% |
False |
False |
26,185 |
100 |
5,632.5 |
4,744.0 |
888.5 |
16.0% |
67.5 |
1.2% |
92% |
False |
False |
20,970 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,840.0 |
2.618 |
5,746.0 |
1.618 |
5,688.5 |
1.000 |
5,653.0 |
0.618 |
5,631.0 |
HIGH |
5,595.5 |
0.618 |
5,573.5 |
0.500 |
5,567.0 |
0.382 |
5,560.0 |
LOW |
5,538.0 |
0.618 |
5,502.5 |
1.000 |
5,480.5 |
1.618 |
5,445.0 |
2.618 |
5,387.5 |
4.250 |
5,293.5 |
|
|
Fisher Pivots for day following 01-Oct-2010 |
Pivot |
1 day |
3 day |
R1 |
5,567.0 |
5,569.0 |
PP |
5,564.0 |
5,565.5 |
S1 |
5,561.0 |
5,562.0 |
|