Trading Metrics calculated at close of trading on 05-Oct-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Oct-2010 |
05-Oct-2010 |
Change |
Change % |
Previous Week |
Open |
5,580.0 |
5,545.0 |
-35.0 |
-0.6% |
5,587.0 |
High |
5,599.0 |
5,647.0 |
48.0 |
0.9% |
5,632.5 |
Low |
5,513.5 |
5,525.0 |
11.5 |
0.2% |
5,482.0 |
Close |
5,538.0 |
5,616.5 |
78.5 |
1.4% |
5,558.0 |
Range |
85.5 |
122.0 |
36.5 |
42.7% |
150.5 |
ATR |
82.2 |
85.1 |
2.8 |
3.5% |
0.0 |
Volume |
94,176 |
116,547 |
22,371 |
23.8% |
613,784 |
|
Daily Pivots for day following 05-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,962.0 |
5,911.5 |
5,683.5 |
|
R3 |
5,840.0 |
5,789.5 |
5,650.0 |
|
R2 |
5,718.0 |
5,718.0 |
5,639.0 |
|
R1 |
5,667.5 |
5,667.5 |
5,627.5 |
5,693.0 |
PP |
5,596.0 |
5,596.0 |
5,596.0 |
5,609.0 |
S1 |
5,545.5 |
5,545.5 |
5,605.5 |
5,571.0 |
S2 |
5,474.0 |
5,474.0 |
5,594.0 |
|
S3 |
5,352.0 |
5,423.5 |
5,583.0 |
|
S4 |
5,230.0 |
5,301.5 |
5,549.5 |
|
|
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 |
5,647.0 |
5,506.0 |
141.0 |
2.5% |
95.0 |
1.7% |
78% |
True |
False |
122,459 |
10 |
5,647.0 |
5,435.0 |
212.0 |
3.8% |
94.5 |
1.7% |
86% |
True |
False |
117,021 |
20 |
5,647.0 |
5,343.0 |
304.0 |
5.4% |
81.0 |
1.4% |
90% |
True |
False |
112,663 |
40 |
5,647.0 |
5,050.0 |
597.0 |
10.6% |
72.5 |
1.3% |
95% |
True |
False |
57,426 |
60 |
5,647.0 |
5,050.0 |
597.0 |
10.6% |
65.5 |
1.2% |
95% |
True |
False |
38,304 |
80 |
5,647.0 |
4,744.0 |
903.0 |
16.1% |
66.0 |
1.2% |
97% |
True |
False |
28,804 |
100 |
5,647.0 |
4,744.0 |
903.0 |
16.1% |
68.0 |
1.2% |
97% |
True |
False |
23,077 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,165.5 |
2.618 |
5,966.5 |
1.618 |
5,844.5 |
1.000 |
5,769.0 |
0.618 |
5,722.5 |
HIGH |
5,647.0 |
0.618 |
5,600.5 |
0.500 |
5,586.0 |
0.382 |
5,571.5 |
LOW |
5,525.0 |
0.618 |
5,449.5 |
1.000 |
5,403.0 |
1.618 |
5,327.5 |
2.618 |
5,205.5 |
4.250 |
5,006.5 |
|
|
Fisher Pivots for day following 05-Oct-2010 |
Pivot |
1 day |
3 day |
R1 |
5,606.5 |
5,604.5 |
PP |
5,596.0 |
5,592.5 |
S1 |
5,586.0 |
5,580.0 |
|