Trading Metrics calculated at close of trading on 07-Oct-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Oct-2010 |
07-Oct-2010 |
Change |
Change % |
Previous Week |
Open |
5,636.0 |
5,663.0 |
27.0 |
0.5% |
5,587.0 |
High |
5,675.0 |
5,688.0 |
13.0 |
0.2% |
5,632.5 |
Low |
5,627.0 |
5,611.5 |
-15.5 |
-0.3% |
5,482.0 |
Close |
5,656.0 |
5,640.5 |
-15.5 |
-0.3% |
5,558.0 |
Range |
48.0 |
76.5 |
28.5 |
59.4% |
150.5 |
ATR |
83.2 |
82.7 |
-0.5 |
-0.6% |
0.0 |
Volume |
94,833 |
92,751 |
-2,082 |
-2.2% |
613,784 |
|
Daily Pivots for day following 07-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,876.0 |
5,835.0 |
5,682.5 |
|
R3 |
5,799.5 |
5,758.5 |
5,661.5 |
|
R2 |
5,723.0 |
5,723.0 |
5,654.5 |
|
R1 |
5,682.0 |
5,682.0 |
5,647.5 |
5,664.0 |
PP |
5,646.5 |
5,646.5 |
5,646.5 |
5,638.0 |
S1 |
5,605.5 |
5,605.5 |
5,633.5 |
5,588.0 |
S2 |
5,570.0 |
5,570.0 |
5,626.5 |
|
S3 |
5,493.5 |
5,529.0 |
5,619.5 |
|
S4 |
5,417.0 |
5,452.5 |
5,598.5 |
|
|
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 |
5,688.0 |
5,513.5 |
174.5 |
3.1% |
78.0 |
1.4% |
73% |
True |
False |
106,019 |
10 |
5,688.0 |
5,482.0 |
206.0 |
3.7% |
85.0 |
1.5% |
77% |
True |
False |
111,373 |
20 |
5,688.0 |
5,435.0 |
253.0 |
4.5% |
78.5 |
1.4% |
81% |
True |
False |
118,689 |
40 |
5,688.0 |
5,050.0 |
638.0 |
11.3% |
74.0 |
1.3% |
93% |
True |
False |
62,114 |
60 |
5,688.0 |
5,050.0 |
638.0 |
11.3% |
65.5 |
1.2% |
93% |
True |
False |
41,431 |
80 |
5,688.0 |
4,744.0 |
944.0 |
16.7% |
66.0 |
1.2% |
95% |
True |
False |
31,116 |
100 |
5,688.0 |
4,744.0 |
944.0 |
16.7% |
67.5 |
1.2% |
95% |
True |
False |
24,951 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,013.0 |
2.618 |
5,888.5 |
1.618 |
5,812.0 |
1.000 |
5,764.5 |
0.618 |
5,735.5 |
HIGH |
5,688.0 |
0.618 |
5,659.0 |
0.500 |
5,650.0 |
0.382 |
5,640.5 |
LOW |
5,611.5 |
0.618 |
5,564.0 |
1.000 |
5,535.0 |
1.618 |
5,487.5 |
2.618 |
5,411.0 |
4.250 |
5,286.5 |
|
|
Fisher Pivots for day following 07-Oct-2010 |
Pivot |
1 day |
3 day |
R1 |
5,650.0 |
5,629.0 |
PP |
5,646.5 |
5,618.0 |
S1 |
5,643.5 |
5,606.5 |
|