Trading Metrics calculated at close of trading on 11-Oct-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Oct-2010 |
11-Oct-2010 |
Change |
Change % |
Previous Week |
Open |
5,645.0 |
5,656.0 |
11.0 |
0.2% |
5,580.0 |
High |
5,656.0 |
5,665.0 |
9.0 |
0.2% |
5,688.0 |
Low |
5,581.5 |
5,633.5 |
52.0 |
0.9% |
5,513.5 |
Close |
5,637.0 |
5,647.5 |
10.5 |
0.2% |
5,637.0 |
Range |
74.5 |
31.5 |
-43.0 |
-57.7% |
174.5 |
ATR |
82.1 |
78.5 |
-3.6 |
-4.4% |
0.0 |
Volume |
103,208 |
49,293 |
-53,915 |
-52.2% |
501,515 |
|
Daily Pivots for day following 11-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,743.0 |
5,727.0 |
5,665.0 |
|
R3 |
5,711.5 |
5,695.5 |
5,656.0 |
|
R2 |
5,680.0 |
5,680.0 |
5,653.5 |
|
R1 |
5,664.0 |
5,664.0 |
5,650.5 |
5,656.0 |
PP |
5,648.5 |
5,648.5 |
5,648.5 |
5,645.0 |
S1 |
5,632.5 |
5,632.5 |
5,644.5 |
5,625.0 |
S2 |
5,617.0 |
5,617.0 |
5,641.5 |
|
S3 |
5,585.5 |
5,601.0 |
5,639.0 |
|
S4 |
5,554.0 |
5,569.5 |
5,630.0 |
|
|
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 |
5,525.0 |
163.0 |
2.9% |
70.5 |
1.2% |
75% |
False |
False |
91,326 |
10 |
5,688.0 |
5,482.0 |
206.0 |
3.6% |
80.0 |
1.4% |
80% |
False |
False |
109,004 |
20 |
5,688.0 |
5,435.0 |
253.0 |
4.5% |
80.0 |
1.4% |
84% |
False |
False |
116,399 |
40 |
5,688.0 |
5,050.0 |
638.0 |
11.3% |
74.0 |
1.3% |
94% |
False |
False |
65,924 |
60 |
5,688.0 |
5,050.0 |
638.0 |
11.3% |
64.5 |
1.1% |
94% |
False |
False |
43,972 |
80 |
5,688.0 |
4,744.0 |
944.0 |
16.7% |
66.5 |
1.2% |
96% |
False |
False |
32,994 |
100 |
5,688.0 |
4,744.0 |
944.0 |
16.7% |
65.5 |
1.2% |
96% |
False |
False |
26,472 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,799.0 |
2.618 |
5,747.5 |
1.618 |
5,716.0 |
1.000 |
5,696.5 |
0.618 |
5,684.5 |
HIGH |
5,665.0 |
0.618 |
5,653.0 |
0.500 |
5,649.0 |
0.382 |
5,645.5 |
LOW |
5,633.5 |
0.618 |
5,614.0 |
1.000 |
5,602.0 |
1.618 |
5,582.5 |
2.618 |
5,551.0 |
4.250 |
5,499.5 |
|
|
Fisher Pivots for day following 11-Oct-2010 |
Pivot |
1 day |
3 day |
R1 |
5,649.0 |
5,643.0 |
PP |
5,648.5 |
5,639.0 |
S1 |
5,648.0 |
5,635.0 |
|