Trading Metrics calculated at close of trading on 08-Oct-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Oct-2010 |
08-Oct-2010 |
Change |
Change % |
Previous Week |
Open |
5,663.0 |
5,645.0 |
-18.0 |
-0.3% |
5,580.0 |
High |
5,688.0 |
5,656.0 |
-32.0 |
-0.6% |
5,688.0 |
Low |
5,611.5 |
5,581.5 |
-30.0 |
-0.5% |
5,513.5 |
Close |
5,640.5 |
5,637.0 |
-3.5 |
-0.1% |
5,637.0 |
Range |
76.5 |
74.5 |
-2.0 |
-2.6% |
174.5 |
ATR |
82.7 |
82.1 |
-0.6 |
-0.7% |
0.0 |
Volume |
92,751 |
103,208 |
10,457 |
11.3% |
501,515 |
|
Daily Pivots for day following 08-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,848.5 |
5,817.0 |
5,678.0 |
|
R3 |
5,774.0 |
5,742.5 |
5,657.5 |
|
R2 |
5,699.5 |
5,699.5 |
5,650.5 |
|
R1 |
5,668.0 |
5,668.0 |
5,644.0 |
5,646.5 |
PP |
5,625.0 |
5,625.0 |
5,625.0 |
5,614.0 |
S1 |
5,593.5 |
5,593.5 |
5,630.0 |
5,572.0 |
S2 |
5,550.5 |
5,550.5 |
5,623.5 |
|
S3 |
5,476.0 |
5,519.0 |
5,616.5 |
|
S4 |
5,401.5 |
5,444.5 |
5,596.0 |
|
|
Weekly Pivots for week ending 08-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,136.5 |
6,061.0 |
5,733.0 |
|
R3 |
5,962.0 |
5,886.5 |
5,685.0 |
|
R2 |
5,787.5 |
5,787.5 |
5,669.0 |
|
R1 |
5,712.0 |
5,712.0 |
5,653.0 |
5,750.0 |
PP |
5,613.0 |
5,613.0 |
5,613.0 |
5,631.5 |
S1 |
5,537.5 |
5,537.5 |
5,621.0 |
5,575.0 |
S2 |
5,438.5 |
5,438.5 |
5,605.0 |
|
S3 |
5,264.0 |
5,363.0 |
5,589.0 |
|
S4 |
5,089.5 |
5,188.5 |
5,541.0 |
|
|
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% |
81.5 |
1.4% |
71% |
False |
False |
100,303 |
10 |
5,688.0 |
5,482.0 |
206.0 |
3.7% |
82.0 |
1.5% |
75% |
False |
False |
111,529 |
20 |
5,688.0 |
5,435.0 |
253.0 |
4.5% |
80.5 |
1.4% |
80% |
False |
False |
121,803 |
40 |
5,688.0 |
5,050.0 |
638.0 |
11.3% |
74.5 |
1.3% |
92% |
False |
False |
64,693 |
60 |
5,688.0 |
5,050.0 |
638.0 |
11.3% |
66.5 |
1.2% |
92% |
False |
False |
43,151 |
80 |
5,688.0 |
4,744.0 |
944.0 |
16.7% |
66.5 |
1.2% |
95% |
False |
False |
32,378 |
100 |
5,688.0 |
4,744.0 |
944.0 |
16.7% |
67.0 |
1.2% |
95% |
False |
False |
25,981 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,972.5 |
2.618 |
5,851.0 |
1.618 |
5,776.5 |
1.000 |
5,730.5 |
0.618 |
5,702.0 |
HIGH |
5,656.0 |
0.618 |
5,627.5 |
0.500 |
5,619.0 |
0.382 |
5,610.0 |
LOW |
5,581.5 |
0.618 |
5,535.5 |
1.000 |
5,507.0 |
1.618 |
5,461.0 |
2.618 |
5,386.5 |
4.250 |
5,265.0 |
|
|
Fisher Pivots for day following 08-Oct-2010 |
Pivot |
1 day |
3 day |
R1 |
5,631.0 |
5,636.0 |
PP |
5,625.0 |
5,635.5 |
S1 |
5,619.0 |
5,635.0 |
|