Trading Metrics calculated at close of trading on 12-Oct-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Oct-2010 |
12-Oct-2010 |
Change |
Change % |
Previous Week |
Open |
5,656.0 |
5,650.5 |
-5.5 |
-0.1% |
5,580.0 |
High |
5,665.0 |
5,676.5 |
11.5 |
0.2% |
5,688.0 |
Low |
5,633.5 |
5,573.5 |
-60.0 |
-1.1% |
5,513.5 |
Close |
5,647.5 |
5,646.5 |
-1.0 |
0.0% |
5,637.0 |
Range |
31.5 |
103.0 |
71.5 |
227.0% |
174.5 |
ATR |
78.5 |
80.3 |
1.7 |
2.2% |
0.0 |
Volume |
49,293 |
100,964 |
51,671 |
104.8% |
501,515 |
|
Daily Pivots for day following 12-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,941.0 |
5,897.0 |
5,703.0 |
|
R3 |
5,838.0 |
5,794.0 |
5,675.0 |
|
R2 |
5,735.0 |
5,735.0 |
5,665.5 |
|
R1 |
5,691.0 |
5,691.0 |
5,656.0 |
5,661.5 |
PP |
5,632.0 |
5,632.0 |
5,632.0 |
5,617.5 |
S1 |
5,588.0 |
5,588.0 |
5,637.0 |
5,558.5 |
S2 |
5,529.0 |
5,529.0 |
5,627.5 |
|
S3 |
5,426.0 |
5,485.0 |
5,618.0 |
|
S4 |
5,323.0 |
5,382.0 |
5,590.0 |
|
|
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 |
5,573.5 |
114.5 |
2.0% |
66.5 |
1.2% |
64% |
False |
True |
88,209 |
10 |
5,688.0 |
5,506.0 |
182.0 |
3.2% |
81.0 |
1.4% |
77% |
False |
False |
105,334 |
20 |
5,688.0 |
5,435.0 |
253.0 |
4.5% |
83.0 |
1.5% |
84% |
False |
False |
109,326 |
40 |
5,688.0 |
5,050.0 |
638.0 |
11.3% |
76.5 |
1.4% |
93% |
False |
False |
68,448 |
60 |
5,688.0 |
5,050.0 |
638.0 |
11.3% |
65.0 |
1.2% |
93% |
False |
False |
45,651 |
80 |
5,688.0 |
4,744.0 |
944.0 |
16.7% |
67.0 |
1.2% |
96% |
False |
False |
34,254 |
100 |
5,688.0 |
4,744.0 |
944.0 |
16.7% |
65.5 |
1.2% |
96% |
False |
False |
27,481 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,114.0 |
2.618 |
5,946.0 |
1.618 |
5,843.0 |
1.000 |
5,779.5 |
0.618 |
5,740.0 |
HIGH |
5,676.5 |
0.618 |
5,637.0 |
0.500 |
5,625.0 |
0.382 |
5,613.0 |
LOW |
5,573.5 |
0.618 |
5,510.0 |
1.000 |
5,470.5 |
1.618 |
5,407.0 |
2.618 |
5,304.0 |
4.250 |
5,136.0 |
|
|
Fisher Pivots for day following 12-Oct-2010 |
Pivot |
1 day |
3 day |
R1 |
5,639.5 |
5,639.5 |
PP |
5,632.0 |
5,632.0 |
S1 |
5,625.0 |
5,625.0 |
|