Trading Metrics calculated at close of trading on 18-Oct-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Oct-2010 |
18-Oct-2010 |
Change |
Change % |
Previous Week |
Open |
5,706.5 |
5,683.0 |
-23.5 |
-0.4% |
5,656.0 |
High |
5,729.5 |
5,749.0 |
19.5 |
0.3% |
5,752.0 |
Low |
5,644.0 |
5,649.0 |
5.0 |
0.1% |
5,573.5 |
Close |
5,678.0 |
5,726.0 |
48.0 |
0.8% |
5,678.0 |
Range |
85.5 |
100.0 |
14.5 |
17.0% |
178.5 |
ATR |
80.3 |
81.7 |
1.4 |
1.8% |
0.0 |
Volume |
104,739 |
75,274 |
-29,465 |
-28.1% |
449,703 |
|
Daily Pivots for day following 18-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,008.0 |
5,967.0 |
5,781.0 |
|
R3 |
5,908.0 |
5,867.0 |
5,753.5 |
|
R2 |
5,808.0 |
5,808.0 |
5,744.5 |
|
R1 |
5,767.0 |
5,767.0 |
5,735.0 |
5,787.5 |
PP |
5,708.0 |
5,708.0 |
5,708.0 |
5,718.0 |
S1 |
5,667.0 |
5,667.0 |
5,717.0 |
5,687.5 |
S2 |
5,608.0 |
5,608.0 |
5,707.5 |
|
S3 |
5,508.0 |
5,567.0 |
5,698.5 |
|
S4 |
5,408.0 |
5,467.0 |
5,671.0 |
|
|
Weekly Pivots for week ending 15-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,203.5 |
6,119.0 |
5,776.0 |
|
R3 |
6,025.0 |
5,940.5 |
5,727.0 |
|
R2 |
5,846.5 |
5,846.5 |
5,710.5 |
|
R1 |
5,762.0 |
5,762.0 |
5,694.5 |
5,804.0 |
PP |
5,668.0 |
5,668.0 |
5,668.0 |
5,689.0 |
S1 |
5,583.5 |
5,583.5 |
5,661.5 |
5,626.0 |
S2 |
5,489.5 |
5,489.5 |
5,645.5 |
|
S3 |
5,311.0 |
5,405.0 |
5,629.0 |
|
S4 |
5,132.5 |
5,226.5 |
5,580.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,752.0 |
5,573.5 |
178.5 |
3.1% |
87.5 |
1.5% |
85% |
False |
False |
95,136 |
10 |
5,752.0 |
5,525.0 |
227.0 |
4.0% |
79.0 |
1.4% |
89% |
False |
False |
93,231 |
20 |
5,752.0 |
5,435.0 |
317.0 |
5.5% |
84.0 |
1.5% |
92% |
False |
False |
103,719 |
40 |
5,752.0 |
5,050.0 |
702.0 |
12.3% |
77.0 |
1.3% |
96% |
False |
False |
77,782 |
60 |
5,752.0 |
5,050.0 |
702.0 |
12.3% |
66.0 |
1.1% |
96% |
False |
False |
51,885 |
80 |
5,752.0 |
4,744.0 |
1,008.0 |
17.6% |
67.5 |
1.2% |
97% |
False |
False |
38,935 |
100 |
5,752.0 |
4,744.0 |
1,008.0 |
17.6% |
67.5 |
1.2% |
97% |
False |
False |
31,226 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,174.0 |
2.618 |
6,011.0 |
1.618 |
5,911.0 |
1.000 |
5,849.0 |
0.618 |
5,811.0 |
HIGH |
5,749.0 |
0.618 |
5,711.0 |
0.500 |
5,699.0 |
0.382 |
5,687.0 |
LOW |
5,649.0 |
0.618 |
5,587.0 |
1.000 |
5,549.0 |
1.618 |
5,487.0 |
2.618 |
5,387.0 |
4.250 |
5,224.0 |
|
|
Fisher Pivots for day following 18-Oct-2010 |
Pivot |
1 day |
3 day |
R1 |
5,717.0 |
5,716.5 |
PP |
5,708.0 |
5,707.5 |
S1 |
5,699.0 |
5,698.0 |
|