Trading Metrics calculated at close of trading on 22-Oct-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Oct-2010 |
22-Oct-2010 |
Change |
Change % |
Previous Week |
Open |
5,711.5 |
5,719.5 |
8.0 |
0.1% |
5,683.0 |
High |
5,770.0 |
5,738.5 |
-31.5 |
-0.5% |
5,770.0 |
Low |
5,678.5 |
5,704.0 |
25.5 |
0.4% |
5,641.0 |
Close |
5,740.5 |
5,717.0 |
-23.5 |
-0.4% |
5,717.0 |
Range |
91.5 |
34.5 |
-57.0 |
-62.3% |
129.0 |
ATR |
82.1 |
78.9 |
-3.3 |
-4.0% |
0.0 |
Volume |
100,216 |
63,020 |
-37,196 |
-37.1% |
413,412 |
|
Daily Pivots for day following 22-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,823.5 |
5,804.5 |
5,736.0 |
|
R3 |
5,789.0 |
5,770.0 |
5,726.5 |
|
R2 |
5,754.5 |
5,754.5 |
5,723.5 |
|
R1 |
5,735.5 |
5,735.5 |
5,720.0 |
5,728.0 |
PP |
5,720.0 |
5,720.0 |
5,720.0 |
5,716.0 |
S1 |
5,701.0 |
5,701.0 |
5,714.0 |
5,693.0 |
S2 |
5,685.5 |
5,685.5 |
5,710.5 |
|
S3 |
5,651.0 |
5,666.5 |
5,707.5 |
|
S4 |
5,616.5 |
5,632.0 |
5,698.0 |
|
|
Weekly Pivots for week ending 22-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,096.5 |
6,035.5 |
5,788.0 |
|
R3 |
5,967.5 |
5,906.5 |
5,752.5 |
|
R2 |
5,838.5 |
5,838.5 |
5,740.5 |
|
R1 |
5,777.5 |
5,777.5 |
5,729.0 |
5,808.0 |
PP |
5,709.5 |
5,709.5 |
5,709.5 |
5,724.5 |
S1 |
5,648.5 |
5,648.5 |
5,705.0 |
5,679.0 |
S2 |
5,580.5 |
5,580.5 |
5,693.5 |
|
S3 |
5,451.5 |
5,519.5 |
5,681.5 |
|
S4 |
5,322.5 |
5,390.5 |
5,646.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,770.0 |
5,641.0 |
129.0 |
2.3% |
77.0 |
1.3% |
59% |
False |
False |
82,682 |
10 |
5,770.0 |
5,573.5 |
196.5 |
3.4% |
75.5 |
1.3% |
73% |
False |
False |
86,311 |
20 |
5,770.0 |
5,482.0 |
288.0 |
5.0% |
79.0 |
1.4% |
82% |
False |
False |
98,920 |
40 |
5,770.0 |
5,096.0 |
674.0 |
11.8% |
78.0 |
1.4% |
92% |
False |
False |
86,174 |
60 |
5,770.0 |
5,050.0 |
720.0 |
12.6% |
67.0 |
1.2% |
93% |
False |
False |
57,518 |
80 |
5,770.0 |
4,747.0 |
1,023.0 |
17.9% |
66.5 |
1.2% |
95% |
False |
False |
43,157 |
100 |
5,770.0 |
4,744.0 |
1,026.0 |
17.9% |
68.0 |
1.2% |
95% |
False |
False |
34,606 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,885.0 |
2.618 |
5,829.0 |
1.618 |
5,794.5 |
1.000 |
5,773.0 |
0.618 |
5,760.0 |
HIGH |
5,738.5 |
0.618 |
5,725.5 |
0.500 |
5,721.0 |
0.382 |
5,717.0 |
LOW |
5,704.0 |
0.618 |
5,682.5 |
1.000 |
5,669.5 |
1.618 |
5,648.0 |
2.618 |
5,613.5 |
4.250 |
5,557.5 |
|
|
Fisher Pivots for day following 22-Oct-2010 |
Pivot |
1 day |
3 day |
R1 |
5,721.0 |
5,713.0 |
PP |
5,720.0 |
5,709.5 |
S1 |
5,718.5 |
5,705.5 |
|