Trading Metrics calculated at close of trading on 06-Oct-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Oct-2010 |
06-Oct-2010 |
Change |
Change % |
Previous Week |
Open |
1,317.2 |
1,342.7 |
25.5 |
1.9% |
1,301.0 |
High |
1,344.5 |
1,352.6 |
8.1 |
0.6% |
1,323.7 |
Low |
1,315.5 |
1,342.1 |
26.6 |
2.0% |
1,284.5 |
Close |
1,342.2 |
1,349.6 |
7.4 |
0.6% |
1,319.6 |
Range |
29.0 |
10.5 |
-18.5 |
-63.8% |
39.2 |
ATR |
13.7 |
13.5 |
-0.2 |
-1.7% |
0.0 |
Volume |
1,014 |
3,076 |
2,062 |
203.4% |
13,094 |
|
Daily Pivots for day following 06-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,379.6 |
1,375.1 |
1,355.4 |
|
R3 |
1,369.1 |
1,364.6 |
1,352.5 |
|
R2 |
1,358.6 |
1,358.6 |
1,351.5 |
|
R1 |
1,354.1 |
1,354.1 |
1,350.6 |
1,356.4 |
PP |
1,348.1 |
1,348.1 |
1,348.1 |
1,349.2 |
S1 |
1,343.6 |
1,343.6 |
1,348.6 |
1,345.9 |
S2 |
1,337.6 |
1,337.6 |
1,347.7 |
|
S3 |
1,327.1 |
1,333.1 |
1,346.7 |
|
S4 |
1,316.6 |
1,322.6 |
1,343.8 |
|
|
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 |
1,352.6 |
1,299.6 |
53.0 |
3.9% |
15.8 |
1.2% |
94% |
True |
False |
2,742 |
10 |
1,352.6 |
1,284.5 |
68.1 |
5.0% |
13.6 |
1.0% |
96% |
True |
False |
2,320 |
20 |
1,352.6 |
1,240.0 |
112.6 |
8.3% |
12.9 |
1.0% |
97% |
True |
False |
2,060 |
40 |
1,352.6 |
1,196.4 |
156.2 |
11.6% |
11.8 |
0.9% |
98% |
True |
False |
1,507 |
60 |
1,352.6 |
1,162.5 |
190.1 |
14.1% |
11.4 |
0.8% |
98% |
True |
False |
1,398 |
80 |
1,352.6 |
1,162.5 |
190.1 |
14.1% |
11.5 |
0.9% |
98% |
True |
False |
1,252 |
100 |
1,352.6 |
1,162.5 |
190.1 |
14.1% |
11.4 |
0.8% |
98% |
True |
False |
1,066 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,397.2 |
2.618 |
1,380.1 |
1.618 |
1,369.6 |
1.000 |
1,363.1 |
0.618 |
1,359.1 |
HIGH |
1,352.6 |
0.618 |
1,348.6 |
0.500 |
1,347.4 |
0.382 |
1,346.1 |
LOW |
1,342.1 |
0.618 |
1,335.6 |
1.000 |
1,331.6 |
1.618 |
1,325.1 |
2.618 |
1,314.6 |
4.250 |
1,297.5 |
|
|
Fisher Pivots for day following 06-Oct-2010 |
Pivot |
1 day |
3 day |
R1 |
1,348.9 |
1,344.4 |
PP |
1,348.1 |
1,339.2 |
S1 |
1,347.4 |
1,334.1 |
|