Trading Metrics calculated at close of trading on 06-Oct-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Oct-2010 |
06-Oct-2010 |
Change |
Change % |
Previous Week |
Open |
5,545.0 |
5,636.0 |
91.0 |
1.6% |
5,587.0 |
High |
5,647.0 |
5,675.0 |
28.0 |
0.5% |
5,632.5 |
Low |
5,525.0 |
5,627.0 |
102.0 |
1.8% |
5,482.0 |
Close |
5,616.5 |
5,656.0 |
39.5 |
0.7% |
5,558.0 |
Range |
122.0 |
48.0 |
-74.0 |
-60.7% |
150.5 |
ATR |
85.1 |
83.2 |
-1.9 |
-2.2% |
0.0 |
Volume |
116,547 |
94,833 |
-21,714 |
-18.6% |
613,784 |
|
Daily Pivots for day following 06-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,796.5 |
5,774.5 |
5,682.5 |
|
R3 |
5,748.5 |
5,726.5 |
5,669.0 |
|
R2 |
5,700.5 |
5,700.5 |
5,665.0 |
|
R1 |
5,678.5 |
5,678.5 |
5,660.5 |
5,689.5 |
PP |
5,652.5 |
5,652.5 |
5,652.5 |
5,658.0 |
S1 |
5,630.5 |
5,630.5 |
5,651.5 |
5,641.5 |
S2 |
5,604.5 |
5,604.5 |
5,647.0 |
|
S3 |
5,556.5 |
5,582.5 |
5,643.0 |
|
S4 |
5,508.5 |
5,534.5 |
5,629.5 |
|
|
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 |
5,675.0 |
5,506.0 |
169.0 |
3.0% |
88.0 |
1.6% |
89% |
True |
False |
119,823 |
10 |
5,675.0 |
5,435.0 |
240.0 |
4.2% |
91.0 |
1.6% |
92% |
True |
False |
114,602 |
20 |
5,675.0 |
5,390.5 |
284.5 |
5.0% |
79.0 |
1.4% |
93% |
True |
False |
116,514 |
40 |
5,675.0 |
5,050.0 |
625.0 |
11.1% |
73.5 |
1.3% |
97% |
True |
False |
59,795 |
60 |
5,675.0 |
5,050.0 |
625.0 |
11.1% |
65.0 |
1.2% |
97% |
True |
False |
39,885 |
80 |
5,675.0 |
4,744.0 |
931.0 |
16.5% |
66.0 |
1.2% |
98% |
True |
False |
29,989 |
100 |
5,675.0 |
4,744.0 |
931.0 |
16.5% |
67.5 |
1.2% |
98% |
True |
False |
24,024 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,879.0 |
2.618 |
5,800.5 |
1.618 |
5,752.5 |
1.000 |
5,723.0 |
0.618 |
5,704.5 |
HIGH |
5,675.0 |
0.618 |
5,656.5 |
0.500 |
5,651.0 |
0.382 |
5,645.5 |
LOW |
5,627.0 |
0.618 |
5,597.5 |
1.000 |
5,579.0 |
1.618 |
5,549.5 |
2.618 |
5,501.5 |
4.250 |
5,423.0 |
|
|
Fisher Pivots for day following 06-Oct-2010 |
Pivot |
1 day |
3 day |
R1 |
5,654.5 |
5,635.5 |
PP |
5,652.5 |
5,615.0 |
S1 |
5,651.0 |
5,594.0 |
|