Trading Metrics calculated at close of trading on 12-Oct-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Oct-2010 |
12-Oct-2010 |
Change |
Change % |
Previous Week |
Open |
1,351.5 |
1,358.0 |
6.5 |
0.5% |
1,322.6 |
High |
1,357.4 |
1,358.2 |
0.8 |
0.1% |
1,367.5 |
Low |
1,343.5 |
1,343.5 |
0.0 |
0.0% |
1,315.5 |
Close |
1,356.2 |
1,348.5 |
-7.7 |
-0.6% |
1,347.1 |
Range |
13.9 |
14.7 |
0.8 |
5.8% |
52.0 |
ATR |
15.7 |
15.7 |
-0.1 |
-0.5% |
0.0 |
Volume |
5,384 |
3,391 |
-1,993 |
-37.0% |
15,125 |
|
Daily Pivots for day following 12-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,394.2 |
1,386.0 |
1,356.6 |
|
R3 |
1,379.5 |
1,371.3 |
1,352.5 |
|
R2 |
1,364.8 |
1,364.8 |
1,351.2 |
|
R1 |
1,356.6 |
1,356.6 |
1,349.8 |
1,353.4 |
PP |
1,350.1 |
1,350.1 |
1,350.1 |
1,348.4 |
S1 |
1,341.9 |
1,341.9 |
1,347.2 |
1,338.7 |
S2 |
1,335.4 |
1,335.4 |
1,345.8 |
|
S3 |
1,320.7 |
1,327.2 |
1,344.5 |
|
S4 |
1,306.0 |
1,312.5 |
1,340.4 |
|
|
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 |
1,328.0 |
39.5 |
2.9% |
20.3 |
1.5% |
52% |
False |
False |
4,010 |
10 |
1,367.5 |
1,299.6 |
67.9 |
5.0% |
17.8 |
1.3% |
72% |
False |
False |
3,591 |
20 |
1,367.5 |
1,266.4 |
101.1 |
7.5% |
14.6 |
1.1% |
81% |
False |
False |
2,413 |
40 |
1,367.5 |
1,216.3 |
151.2 |
11.2% |
12.8 |
1.0% |
87% |
False |
False |
1,760 |
60 |
1,367.5 |
1,162.5 |
205.0 |
15.2% |
12.5 |
0.9% |
91% |
False |
False |
1,646 |
80 |
1,367.5 |
1,162.5 |
205.0 |
15.2% |
12.0 |
0.9% |
91% |
False |
False |
1,361 |
100 |
1,367.5 |
1,162.5 |
205.0 |
15.2% |
11.7 |
0.9% |
91% |
False |
False |
1,223 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,420.7 |
2.618 |
1,396.7 |
1.618 |
1,382.0 |
1.000 |
1,372.9 |
0.618 |
1,367.3 |
HIGH |
1,358.2 |
0.618 |
1,352.6 |
0.500 |
1,350.9 |
0.382 |
1,349.1 |
LOW |
1,343.5 |
0.618 |
1,334.4 |
1.000 |
1,328.8 |
1.618 |
1,319.7 |
2.618 |
1,305.0 |
4.250 |
1,281.0 |
|
|
Fisher Pivots for day following 12-Oct-2010 |
Pivot |
1 day |
3 day |
R1 |
1,350.9 |
1,346.7 |
PP |
1,350.1 |
1,344.9 |
S1 |
1,349.3 |
1,343.1 |
|