Trading Metrics calculated at close of trading on 28-Oct-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Oct-2010 |
28-Oct-2010 |
Change |
Change % |
Previous Week |
Open |
5,699.0 |
5,658.5 |
-40.5 |
-0.7% |
5,683.0 |
High |
5,699.5 |
5,697.5 |
-2.0 |
0.0% |
5,770.0 |
Low |
5,612.5 |
5,637.0 |
24.5 |
0.4% |
5,641.0 |
Close |
5,634.5 |
5,665.5 |
31.0 |
0.6% |
5,717.0 |
Range |
87.0 |
60.5 |
-26.5 |
-30.5% |
129.0 |
ATR |
78.8 |
77.7 |
-1.1 |
-1.4% |
0.0 |
Volume |
99,014 |
100,214 |
1,200 |
1.2% |
413,412 |
|
Daily Pivots for day following 28-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,848.0 |
5,817.5 |
5,699.0 |
|
R3 |
5,787.5 |
5,757.0 |
5,682.0 |
|
R2 |
5,727.0 |
5,727.0 |
5,676.5 |
|
R1 |
5,696.5 |
5,696.5 |
5,671.0 |
5,712.0 |
PP |
5,666.5 |
5,666.5 |
5,666.5 |
5,674.5 |
S1 |
5,636.0 |
5,636.0 |
5,660.0 |
5,651.0 |
S2 |
5,606.0 |
5,606.0 |
5,654.5 |
|
S3 |
5,545.5 |
5,575.5 |
5,649.0 |
|
S4 |
5,485.0 |
5,515.0 |
5,632.0 |
|
|
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 |
5,612.5 |
162.0 |
2.9% |
63.5 |
1.1% |
33% |
False |
False |
86,785 |
10 |
5,774.5 |
5,612.5 |
162.0 |
2.9% |
75.5 |
1.3% |
33% |
False |
False |
88,905 |
20 |
5,774.5 |
5,513.5 |
261.0 |
4.6% |
75.0 |
1.3% |
58% |
False |
False |
93,366 |
40 |
5,774.5 |
5,343.0 |
431.5 |
7.6% |
75.0 |
1.3% |
75% |
False |
False |
95,289 |
60 |
5,774.5 |
5,050.0 |
724.5 |
12.8% |
69.0 |
1.2% |
85% |
False |
False |
63,698 |
80 |
5,774.5 |
5,009.0 |
765.5 |
13.5% |
67.5 |
1.2% |
86% |
False |
False |
47,792 |
100 |
5,774.5 |
4,744.0 |
1,030.5 |
18.2% |
67.0 |
1.2% |
89% |
False |
False |
38,306 |
120 |
5,774.5 |
4,744.0 |
1,030.5 |
18.2% |
69.0 |
1.2% |
89% |
False |
False |
31,938 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,954.5 |
2.618 |
5,856.0 |
1.618 |
5,795.5 |
1.000 |
5,758.0 |
0.618 |
5,735.0 |
HIGH |
5,697.5 |
0.618 |
5,674.5 |
0.500 |
5,667.0 |
0.382 |
5,660.0 |
LOW |
5,637.0 |
0.618 |
5,599.5 |
1.000 |
5,576.5 |
1.618 |
5,539.0 |
2.618 |
5,478.5 |
4.250 |
5,380.0 |
|
|
Fisher Pivots for day following 28-Oct-2010 |
Pivot |
1 day |
3 day |
R1 |
5,667.0 |
5,671.0 |
PP |
5,666.5 |
5,669.0 |
S1 |
5,666.0 |
5,667.0 |
|