Trading Metrics calculated at close of trading on 11-Oct-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Oct-2010 |
11-Oct-2010 |
Change |
Change % |
Previous Week |
Open |
1,335.5 |
1,351.5 |
16.0 |
1.2% |
1,322.6 |
High |
1,351.9 |
1,357.4 |
5.5 |
0.4% |
1,367.5 |
Low |
1,328.0 |
1,343.5 |
15.5 |
1.2% |
1,315.5 |
Close |
1,347.1 |
1,356.2 |
9.1 |
0.7% |
1,347.1 |
Range |
23.9 |
13.9 |
-10.0 |
-41.8% |
52.0 |
ATR |
15.9 |
15.7 |
-0.1 |
-0.9% |
0.0 |
Volume |
6,069 |
5,384 |
-685 |
-11.3% |
15,125 |
|
Daily Pivots for day following 11-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,394.1 |
1,389.0 |
1,363.8 |
|
R3 |
1,380.2 |
1,375.1 |
1,360.0 |
|
R2 |
1,366.3 |
1,366.3 |
1,358.7 |
|
R1 |
1,361.2 |
1,361.2 |
1,357.5 |
1,363.8 |
PP |
1,352.4 |
1,352.4 |
1,352.4 |
1,353.6 |
S1 |
1,347.3 |
1,347.3 |
1,354.9 |
1,349.9 |
S2 |
1,338.5 |
1,338.5 |
1,353.7 |
|
S3 |
1,324.6 |
1,333.4 |
1,352.4 |
|
S4 |
1,310.7 |
1,319.5 |
1,348.6 |
|
|
Weekly Pivots for week ending 08-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,499.4 |
1,475.2 |
1,375.7 |
|
R3 |
1,447.4 |
1,423.2 |
1,361.4 |
|
R2 |
1,395.4 |
1,395.4 |
1,356.6 |
|
R1 |
1,371.2 |
1,371.2 |
1,351.9 |
1,383.3 |
PP |
1,343.4 |
1,343.4 |
1,343.4 |
1,349.4 |
S1 |
1,319.2 |
1,319.2 |
1,342.3 |
1,331.3 |
S2 |
1,291.4 |
1,291.4 |
1,337.6 |
|
S3 |
1,239.4 |
1,267.2 |
1,332.8 |
|
S4 |
1,187.4 |
1,215.2 |
1,318.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,367.5 |
1,315.5 |
52.0 |
3.8% |
23.2 |
1.7% |
78% |
False |
False |
3,534 |
10 |
1,367.5 |
1,284.5 |
83.0 |
6.1% |
19.2 |
1.4% |
86% |
False |
False |
3,313 |
20 |
1,367.5 |
1,252.0 |
115.5 |
8.5% |
15.1 |
1.1% |
90% |
False |
False |
2,288 |
40 |
1,367.5 |
1,216.3 |
151.2 |
11.1% |
12.8 |
0.9% |
93% |
False |
False |
1,699 |
60 |
1,367.5 |
1,162.5 |
205.0 |
15.1% |
12.2 |
0.9% |
94% |
False |
False |
1,594 |
80 |
1,367.5 |
1,162.5 |
205.0 |
15.1% |
12.0 |
0.9% |
94% |
False |
False |
1,370 |
100 |
1,367.5 |
1,162.5 |
205.0 |
15.1% |
11.7 |
0.9% |
94% |
False |
False |
1,194 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,416.5 |
2.618 |
1,393.8 |
1.618 |
1,379.9 |
1.000 |
1,371.3 |
0.618 |
1,366.0 |
HIGH |
1,357.4 |
0.618 |
1,352.1 |
0.500 |
1,350.5 |
0.382 |
1,348.8 |
LOW |
1,343.5 |
0.618 |
1,334.9 |
1.000 |
1,329.6 |
1.618 |
1,321.0 |
2.618 |
1,307.1 |
4.250 |
1,284.4 |
|
|
Fisher Pivots for day following 11-Oct-2010 |
Pivot |
1 day |
3 day |
R1 |
1,354.3 |
1,353.4 |
PP |
1,352.4 |
1,350.6 |
S1 |
1,350.5 |
1,347.8 |
|