Trading Metrics calculated at close of trading on 26-Oct-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Oct-2010 |
26-Oct-2010 |
Change |
Change % |
Previous Week |
Open |
5,736.0 |
5,726.0 |
-10.0 |
-0.2% |
5,683.0 |
High |
5,774.5 |
5,729.0 |
-45.5 |
-0.8% |
5,770.0 |
Low |
5,711.0 |
5,656.0 |
-55.0 |
-1.0% |
5,641.0 |
Close |
5,739.5 |
5,694.0 |
-45.5 |
-0.8% |
5,717.0 |
Range |
63.5 |
73.0 |
9.5 |
15.0% |
129.0 |
ATR |
77.8 |
78.2 |
0.4 |
0.5% |
0.0 |
Volume |
70,704 |
100,974 |
30,270 |
42.8% |
413,412 |
|
Daily Pivots for day following 26-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,912.0 |
5,876.0 |
5,734.0 |
|
R3 |
5,839.0 |
5,803.0 |
5,714.0 |
|
R2 |
5,766.0 |
5,766.0 |
5,707.5 |
|
R1 |
5,730.0 |
5,730.0 |
5,700.5 |
5,711.5 |
PP |
5,693.0 |
5,693.0 |
5,693.0 |
5,684.0 |
S1 |
5,657.0 |
5,657.0 |
5,687.5 |
5,638.5 |
S2 |
5,620.0 |
5,620.0 |
5,680.5 |
|
S3 |
5,547.0 |
5,584.0 |
5,674.0 |
|
S4 |
5,474.0 |
5,511.0 |
5,654.0 |
|
|
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 |
5,774.5 |
5,641.0 |
133.5 |
2.3% |
69.0 |
1.2% |
40% |
False |
False |
83,028 |
10 |
5,774.5 |
5,641.0 |
133.5 |
2.3% |
75.5 |
1.3% |
40% |
False |
False |
88,453 |
20 |
5,774.5 |
5,506.0 |
268.5 |
4.7% |
78.0 |
1.4% |
70% |
False |
False |
96,894 |
40 |
5,774.5 |
5,199.5 |
575.0 |
10.1% |
76.0 |
1.3% |
86% |
False |
False |
90,451 |
60 |
5,774.5 |
5,050.0 |
724.5 |
12.7% |
67.5 |
1.2% |
89% |
False |
False |
60,379 |
80 |
5,774.5 |
4,792.0 |
982.5 |
17.3% |
67.0 |
1.2% |
92% |
False |
False |
45,302 |
100 |
5,774.5 |
4,744.0 |
1,030.5 |
18.1% |
67.0 |
1.2% |
92% |
False |
False |
36,322 |
120 |
5,774.5 |
4,744.0 |
1,030.5 |
18.1% |
69.5 |
1.2% |
92% |
False |
False |
30,282 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,039.0 |
2.618 |
5,920.0 |
1.618 |
5,847.0 |
1.000 |
5,802.0 |
0.618 |
5,774.0 |
HIGH |
5,729.0 |
0.618 |
5,701.0 |
0.500 |
5,692.5 |
0.382 |
5,684.0 |
LOW |
5,656.0 |
0.618 |
5,611.0 |
1.000 |
5,583.0 |
1.618 |
5,538.0 |
2.618 |
5,465.0 |
4.250 |
5,346.0 |
|
|
Fisher Pivots for day following 26-Oct-2010 |
Pivot |
1 day |
3 day |
R1 |
5,693.5 |
5,715.0 |
PP |
5,693.0 |
5,708.0 |
S1 |
5,692.5 |
5,701.0 |
|