Trading Metrics calculated at close of trading on 05-Oct-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Oct-2010 |
05-Oct-2010 |
Change |
Change % |
Previous Week |
Open |
1,322.6 |
1,317.2 |
-5.4 |
-0.4% |
1,301.0 |
High |
1,322.6 |
1,344.5 |
21.9 |
1.7% |
1,323.7 |
Low |
1,315.7 |
1,315.5 |
-0.2 |
0.0% |
1,284.5 |
Close |
1,318.6 |
1,342.2 |
23.6 |
1.8% |
1,319.6 |
Range |
6.9 |
29.0 |
22.1 |
320.3% |
39.2 |
ATR |
12.5 |
13.7 |
1.2 |
9.4% |
0.0 |
Volume |
2,836 |
1,014 |
-1,822 |
-64.2% |
13,094 |
|
Daily Pivots for day following 05-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,421.1 |
1,410.6 |
1,358.2 |
|
R3 |
1,392.1 |
1,381.6 |
1,350.2 |
|
R2 |
1,363.1 |
1,363.1 |
1,347.5 |
|
R1 |
1,352.6 |
1,352.6 |
1,344.9 |
1,357.9 |
PP |
1,334.1 |
1,334.1 |
1,334.1 |
1,336.7 |
S1 |
1,323.6 |
1,323.6 |
1,339.5 |
1,328.9 |
S2 |
1,305.1 |
1,305.1 |
1,336.9 |
|
S3 |
1,276.1 |
1,294.6 |
1,334.2 |
|
S4 |
1,247.1 |
1,265.6 |
1,326.3 |
|
|
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 |
1,344.5 |
1,299.6 |
44.9 |
3.3% |
15.2 |
1.1% |
95% |
True |
False |
3,172 |
10 |
1,344.5 |
1,284.5 |
60.0 |
4.5% |
13.5 |
1.0% |
96% |
True |
False |
2,109 |
20 |
1,344.5 |
1,240.0 |
104.5 |
7.8% |
12.7 |
0.9% |
98% |
True |
False |
1,964 |
40 |
1,344.5 |
1,194.2 |
150.3 |
11.2% |
11.9 |
0.9% |
98% |
True |
False |
1,448 |
60 |
1,344.5 |
1,162.5 |
182.0 |
13.6% |
11.2 |
0.8% |
99% |
True |
False |
1,348 |
80 |
1,344.5 |
1,162.5 |
182.0 |
13.6% |
11.5 |
0.9% |
99% |
True |
False |
1,221 |
100 |
1,344.5 |
1,162.5 |
182.0 |
13.6% |
11.5 |
0.9% |
99% |
True |
False |
1,041 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,467.8 |
2.618 |
1,420.4 |
1.618 |
1,391.4 |
1.000 |
1,373.5 |
0.618 |
1,362.4 |
HIGH |
1,344.5 |
0.618 |
1,333.4 |
0.500 |
1,330.0 |
0.382 |
1,326.6 |
LOW |
1,315.5 |
0.618 |
1,297.6 |
1.000 |
1,286.5 |
1.618 |
1,268.6 |
2.618 |
1,239.6 |
4.250 |
1,192.3 |
|
|
Fisher Pivots for day following 05-Oct-2010 |
Pivot |
1 day |
3 day |
R1 |
1,338.1 |
1,337.2 |
PP |
1,334.1 |
1,332.2 |
S1 |
1,330.0 |
1,327.2 |
|