Trading Metrics calculated at close of trading on 13-Oct-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Oct-2010 |
13-Oct-2010 |
Change |
Change % |
Previous Week |
Open |
5,650.5 |
5,661.0 |
10.5 |
0.2% |
5,580.0 |
High |
5,676.5 |
5,742.0 |
65.5 |
1.2% |
5,688.0 |
Low |
5,573.5 |
5,654.0 |
80.5 |
1.4% |
5,513.5 |
Close |
5,646.5 |
5,725.0 |
78.5 |
1.4% |
5,637.0 |
Range |
103.0 |
88.0 |
-15.0 |
-14.6% |
174.5 |
ATR |
80.3 |
81.3 |
1.1 |
1.4% |
0.0 |
Volume |
100,964 |
92,614 |
-8,350 |
-8.3% |
501,515 |
|
Daily Pivots for day following 13-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,971.0 |
5,936.0 |
5,773.5 |
|
R3 |
5,883.0 |
5,848.0 |
5,749.0 |
|
R2 |
5,795.0 |
5,795.0 |
5,741.0 |
|
R1 |
5,760.0 |
5,760.0 |
5,733.0 |
5,777.5 |
PP |
5,707.0 |
5,707.0 |
5,707.0 |
5,716.0 |
S1 |
5,672.0 |
5,672.0 |
5,717.0 |
5,689.5 |
S2 |
5,619.0 |
5,619.0 |
5,709.0 |
|
S3 |
5,531.0 |
5,584.0 |
5,701.0 |
|
S4 |
5,443.0 |
5,496.0 |
5,676.5 |
|
|
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 |
5,742.0 |
5,573.5 |
168.5 |
2.9% |
74.5 |
1.3% |
90% |
True |
False |
87,766 |
10 |
5,742.0 |
5,506.0 |
236.0 |
4.1% |
81.5 |
1.4% |
93% |
True |
False |
103,794 |
20 |
5,742.0 |
5,435.0 |
307.0 |
5.4% |
85.0 |
1.5% |
94% |
True |
False |
106,291 |
40 |
5,742.0 |
5,050.0 |
692.0 |
12.1% |
76.5 |
1.3% |
98% |
True |
False |
70,756 |
60 |
5,742.0 |
5,050.0 |
692.0 |
12.1% |
65.0 |
1.1% |
98% |
True |
False |
47,190 |
80 |
5,742.0 |
4,744.0 |
998.0 |
17.4% |
67.0 |
1.2% |
98% |
True |
False |
35,411 |
100 |
5,742.0 |
4,744.0 |
998.0 |
17.4% |
66.0 |
1.2% |
98% |
True |
False |
28,407 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,116.0 |
2.618 |
5,972.5 |
1.618 |
5,884.5 |
1.000 |
5,830.0 |
0.618 |
5,796.5 |
HIGH |
5,742.0 |
0.618 |
5,708.5 |
0.500 |
5,698.0 |
0.382 |
5,687.5 |
LOW |
5,654.0 |
0.618 |
5,599.5 |
1.000 |
5,566.0 |
1.618 |
5,511.5 |
2.618 |
5,423.5 |
4.250 |
5,280.0 |
|
|
Fisher Pivots for day following 13-Oct-2010 |
Pivot |
1 day |
3 day |
R1 |
5,716.0 |
5,702.5 |
PP |
5,707.0 |
5,680.0 |
S1 |
5,698.0 |
5,658.0 |
|