Trading Metrics calculated at close of trading on 29-Oct-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Oct-2010 |
29-Oct-2010 |
Change |
Change % |
Previous Week |
Open |
5,658.5 |
5,656.0 |
-2.5 |
0.0% |
5,736.0 |
High |
5,697.5 |
5,684.5 |
-13.0 |
-0.2% |
5,774.5 |
Low |
5,637.0 |
5,629.5 |
-7.5 |
-0.1% |
5,612.5 |
Close |
5,665.5 |
5,661.0 |
-4.5 |
-0.1% |
5,661.0 |
Range |
60.5 |
55.0 |
-5.5 |
-9.1% |
162.0 |
ATR |
77.7 |
76.0 |
-1.6 |
-2.1% |
0.0 |
Volume |
100,214 |
90,391 |
-9,823 |
-9.8% |
461,297 |
|
Daily Pivots for day following 29-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,823.5 |
5,797.0 |
5,691.0 |
|
R3 |
5,768.5 |
5,742.0 |
5,676.0 |
|
R2 |
5,713.5 |
5,713.5 |
5,671.0 |
|
R1 |
5,687.0 |
5,687.0 |
5,666.0 |
5,700.0 |
PP |
5,658.5 |
5,658.5 |
5,658.5 |
5,665.0 |
S1 |
5,632.0 |
5,632.0 |
5,656.0 |
5,645.0 |
S2 |
5,603.5 |
5,603.5 |
5,651.0 |
|
S3 |
5,548.5 |
5,577.0 |
5,646.0 |
|
S4 |
5,493.5 |
5,522.0 |
5,631.0 |
|
|
Weekly Pivots for week ending 29-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,168.5 |
6,077.0 |
5,750.0 |
|
R3 |
6,006.5 |
5,915.0 |
5,705.5 |
|
R2 |
5,844.5 |
5,844.5 |
5,690.5 |
|
R1 |
5,753.0 |
5,753.0 |
5,676.0 |
5,718.0 |
PP |
5,682.5 |
5,682.5 |
5,682.5 |
5,665.0 |
S1 |
5,591.0 |
5,591.0 |
5,646.0 |
5,556.0 |
S2 |
5,520.5 |
5,520.5 |
5,631.5 |
|
S3 |
5,358.5 |
5,429.0 |
5,616.5 |
|
S4 |
5,196.5 |
5,267.0 |
5,572.0 |
|
|
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% |
68.0 |
1.2% |
30% |
False |
False |
92,259 |
10 |
5,774.5 |
5,612.5 |
162.0 |
2.9% |
72.5 |
1.3% |
30% |
False |
False |
87,470 |
20 |
5,774.5 |
5,513.5 |
261.0 |
4.6% |
75.0 |
1.3% |
57% |
False |
False |
91,296 |
40 |
5,774.5 |
5,343.0 |
431.5 |
7.6% |
74.5 |
1.3% |
74% |
False |
False |
97,357 |
60 |
5,774.5 |
5,050.0 |
724.5 |
12.8% |
70.0 |
1.2% |
84% |
False |
False |
65,204 |
80 |
5,774.5 |
5,047.0 |
727.5 |
12.9% |
67.0 |
1.2% |
84% |
False |
False |
48,920 |
100 |
5,774.5 |
4,744.0 |
1,030.5 |
18.2% |
66.5 |
1.2% |
89% |
False |
False |
39,207 |
120 |
5,774.5 |
4,744.0 |
1,030.5 |
18.2% |
68.5 |
1.2% |
89% |
False |
False |
32,691 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,918.0 |
2.618 |
5,828.5 |
1.618 |
5,773.5 |
1.000 |
5,739.5 |
0.618 |
5,718.5 |
HIGH |
5,684.5 |
0.618 |
5,663.5 |
0.500 |
5,657.0 |
0.382 |
5,650.5 |
LOW |
5,629.5 |
0.618 |
5,595.5 |
1.000 |
5,574.5 |
1.618 |
5,540.5 |
2.618 |
5,485.5 |
4.250 |
5,396.0 |
|
|
Fisher Pivots for day following 29-Oct-2010 |
Pivot |
1 day |
3 day |
R1 |
5,659.5 |
5,659.5 |
PP |
5,658.5 |
5,657.5 |
S1 |
5,657.0 |
5,656.0 |
|