Trading Metrics calculated at close of trading on 25-Oct-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Oct-2010 |
25-Oct-2010 |
Change |
Change % |
Previous Week |
Open |
5,719.5 |
5,736.0 |
16.5 |
0.3% |
5,683.0 |
High |
5,738.5 |
5,774.5 |
36.0 |
0.6% |
5,770.0 |
Low |
5,704.0 |
5,711.0 |
7.0 |
0.1% |
5,641.0 |
Close |
5,717.0 |
5,739.5 |
22.5 |
0.4% |
5,717.0 |
Range |
34.5 |
63.5 |
29.0 |
84.1% |
129.0 |
ATR |
78.9 |
77.8 |
-1.1 |
-1.4% |
0.0 |
Volume |
63,020 |
70,704 |
7,684 |
12.2% |
413,412 |
|
Daily Pivots for day following 25-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,932.0 |
5,899.5 |
5,774.5 |
|
R3 |
5,868.5 |
5,836.0 |
5,757.0 |
|
R2 |
5,805.0 |
5,805.0 |
5,751.0 |
|
R1 |
5,772.5 |
5,772.5 |
5,745.5 |
5,789.0 |
PP |
5,741.5 |
5,741.5 |
5,741.5 |
5,750.0 |
S1 |
5,709.0 |
5,709.0 |
5,733.5 |
5,725.0 |
S2 |
5,678.0 |
5,678.0 |
5,728.0 |
|
S3 |
5,614.5 |
5,645.5 |
5,722.0 |
|
S4 |
5,551.0 |
5,582.0 |
5,704.5 |
|
|
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 |
5,774.5 |
5,641.0 |
133.5 |
2.3% |
69.5 |
1.2% |
74% |
True |
False |
81,768 |
10 |
5,774.5 |
5,573.5 |
201.0 |
3.5% |
78.5 |
1.4% |
83% |
True |
False |
88,452 |
20 |
5,774.5 |
5,482.0 |
292.5 |
5.1% |
79.5 |
1.4% |
88% |
True |
False |
98,728 |
40 |
5,774.5 |
5,103.0 |
671.5 |
11.7% |
77.0 |
1.3% |
95% |
True |
False |
87,933 |
60 |
5,774.5 |
5,050.0 |
724.5 |
12.6% |
67.5 |
1.2% |
95% |
True |
False |
58,696 |
80 |
5,774.5 |
4,766.0 |
1,008.5 |
17.6% |
66.5 |
1.2% |
97% |
True |
False |
44,040 |
100 |
5,774.5 |
4,744.0 |
1,030.5 |
18.0% |
67.0 |
1.2% |
97% |
True |
False |
35,313 |
120 |
5,774.5 |
4,744.0 |
1,030.5 |
18.0% |
70.0 |
1.2% |
97% |
True |
False |
29,441 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,044.5 |
2.618 |
5,940.5 |
1.618 |
5,877.0 |
1.000 |
5,838.0 |
0.618 |
5,813.5 |
HIGH |
5,774.5 |
0.618 |
5,750.0 |
0.500 |
5,743.0 |
0.382 |
5,735.5 |
LOW |
5,711.0 |
0.618 |
5,672.0 |
1.000 |
5,647.5 |
1.618 |
5,608.5 |
2.618 |
5,545.0 |
4.250 |
5,441.0 |
|
|
Fisher Pivots for day following 25-Oct-2010 |
Pivot |
1 day |
3 day |
R1 |
5,743.0 |
5,735.0 |
PP |
5,741.5 |
5,731.0 |
S1 |
5,740.5 |
5,726.5 |
|