Trading Metrics calculated at close of trading on 04-Oct-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Oct-2010 |
04-Oct-2010 |
Change |
Change % |
Previous Week |
Open |
1,309.8 |
1,322.6 |
12.8 |
1.0% |
1,301.0 |
High |
1,323.7 |
1,322.6 |
-1.1 |
-0.1% |
1,323.7 |
Low |
1,309.8 |
1,315.7 |
5.9 |
0.5% |
1,284.5 |
Close |
1,319.6 |
1,318.6 |
-1.0 |
-0.1% |
1,319.6 |
Range |
13.9 |
6.9 |
-7.0 |
-50.4% |
39.2 |
ATR |
12.9 |
12.5 |
-0.4 |
-3.3% |
0.0 |
Volume |
1,690 |
2,836 |
1,146 |
67.8% |
13,094 |
|
Daily Pivots for day following 04-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,339.7 |
1,336.0 |
1,322.4 |
|
R3 |
1,332.8 |
1,329.1 |
1,320.5 |
|
R2 |
1,325.9 |
1,325.9 |
1,319.9 |
|
R1 |
1,322.2 |
1,322.2 |
1,319.2 |
1,320.6 |
PP |
1,319.0 |
1,319.0 |
1,319.0 |
1,318.2 |
S1 |
1,315.3 |
1,315.3 |
1,318.0 |
1,313.7 |
S2 |
1,312.1 |
1,312.1 |
1,317.3 |
|
S3 |
1,305.2 |
1,308.4 |
1,316.7 |
|
S4 |
1,298.3 |
1,301.5 |
1,314.8 |
|
|
Weekly Pivots for week ending 01-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,426.9 |
1,412.4 |
1,341.2 |
|
R3 |
1,387.7 |
1,373.2 |
1,330.4 |
|
R2 |
1,348.5 |
1,348.5 |
1,326.8 |
|
R1 |
1,334.0 |
1,334.0 |
1,323.2 |
1,341.3 |
PP |
1,309.3 |
1,309.3 |
1,309.3 |
1,312.9 |
S1 |
1,294.8 |
1,294.8 |
1,316.0 |
1,302.1 |
S2 |
1,270.1 |
1,270.1 |
1,312.4 |
|
S3 |
1,230.9 |
1,255.6 |
1,308.8 |
|
S4 |
1,191.7 |
1,216.4 |
1,298.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,323.7 |
1,284.5 |
39.2 |
3.0% |
15.1 |
1.1% |
87% |
False |
False |
3,092 |
10 |
1,323.7 |
1,274.7 |
49.0 |
3.7% |
12.4 |
0.9% |
90% |
False |
False |
2,106 |
20 |
1,323.7 |
1,240.0 |
83.7 |
6.3% |
12.0 |
0.9% |
94% |
False |
False |
1,983 |
40 |
1,323.7 |
1,194.2 |
129.5 |
9.8% |
11.4 |
0.9% |
96% |
False |
False |
1,473 |
60 |
1,323.7 |
1,162.5 |
161.2 |
12.2% |
10.7 |
0.8% |
97% |
False |
False |
1,334 |
80 |
1,323.7 |
1,162.5 |
161.2 |
12.2% |
11.2 |
0.8% |
97% |
False |
False |
1,210 |
100 |
1,323.7 |
1,162.5 |
161.2 |
12.2% |
11.3 |
0.9% |
97% |
False |
False |
1,037 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,351.9 |
2.618 |
1,340.7 |
1.618 |
1,333.8 |
1.000 |
1,329.5 |
0.618 |
1,326.9 |
HIGH |
1,322.6 |
0.618 |
1,320.0 |
0.500 |
1,319.2 |
0.382 |
1,318.3 |
LOW |
1,315.7 |
0.618 |
1,311.4 |
1.000 |
1,308.8 |
1.618 |
1,304.5 |
2.618 |
1,297.6 |
4.250 |
1,286.4 |
|
|
Fisher Pivots for day following 04-Oct-2010 |
Pivot |
1 day |
3 day |
R1 |
1,319.2 |
1,316.3 |
PP |
1,319.0 |
1,314.0 |
S1 |
1,318.8 |
1,311.7 |
|