Trading Metrics calculated at close of trading on 19-Oct-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Oct-2010 |
19-Oct-2010 |
Change |
Change % |
Previous Week |
Open |
5,683.0 |
5,727.0 |
44.0 |
0.8% |
5,656.0 |
High |
5,749.0 |
5,743.0 |
-6.0 |
-0.1% |
5,752.0 |
Low |
5,649.0 |
5,667.5 |
18.5 |
0.3% |
5,573.5 |
Close |
5,726.0 |
5,684.5 |
-41.5 |
-0.7% |
5,678.0 |
Range |
100.0 |
75.5 |
-24.5 |
-24.5% |
178.5 |
ATR |
81.7 |
81.2 |
-0.4 |
-0.5% |
0.0 |
Volume |
75,274 |
94,676 |
19,402 |
25.8% |
449,703 |
|
Daily Pivots for day following 19-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,925.0 |
5,880.0 |
5,726.0 |
|
R3 |
5,849.5 |
5,804.5 |
5,705.5 |
|
R2 |
5,774.0 |
5,774.0 |
5,698.5 |
|
R1 |
5,729.0 |
5,729.0 |
5,691.5 |
5,714.0 |
PP |
5,698.5 |
5,698.5 |
5,698.5 |
5,690.5 |
S1 |
5,653.5 |
5,653.5 |
5,677.5 |
5,638.0 |
S2 |
5,623.0 |
5,623.0 |
5,670.5 |
|
S3 |
5,547.5 |
5,578.0 |
5,663.5 |
|
S4 |
5,472.0 |
5,502.5 |
5,643.0 |
|
|
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 |
5,644.0 |
108.0 |
1.9% |
82.0 |
1.4% |
38% |
False |
False |
93,879 |
10 |
5,752.0 |
5,573.5 |
178.5 |
3.1% |
74.5 |
1.3% |
62% |
False |
False |
91,044 |
20 |
5,752.0 |
5,435.0 |
317.0 |
5.6% |
84.5 |
1.5% |
79% |
False |
False |
104,033 |
40 |
5,752.0 |
5,050.0 |
702.0 |
12.3% |
78.5 |
1.4% |
90% |
False |
False |
80,149 |
60 |
5,752.0 |
5,050.0 |
702.0 |
12.3% |
66.5 |
1.2% |
90% |
False |
False |
53,463 |
80 |
5,752.0 |
4,744.0 |
1,008.0 |
17.7% |
68.0 |
1.2% |
93% |
False |
False |
40,117 |
100 |
5,752.0 |
4,744.0 |
1,008.0 |
17.7% |
68.0 |
1.2% |
93% |
False |
False |
32,173 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,064.0 |
2.618 |
5,940.5 |
1.618 |
5,865.0 |
1.000 |
5,818.5 |
0.618 |
5,789.5 |
HIGH |
5,743.0 |
0.618 |
5,714.0 |
0.500 |
5,705.0 |
0.382 |
5,696.5 |
LOW |
5,667.5 |
0.618 |
5,621.0 |
1.000 |
5,592.0 |
1.618 |
5,545.5 |
2.618 |
5,470.0 |
4.250 |
5,346.5 |
|
|
Fisher Pivots for day following 19-Oct-2010 |
Pivot |
1 day |
3 day |
R1 |
5,705.0 |
5,696.5 |
PP |
5,698.5 |
5,692.5 |
S1 |
5,691.5 |
5,688.5 |
|