Trading Metrics calculated at close of trading on 25-Oct-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Oct-2010 |
25-Oct-2010 |
Change |
Change % |
Previous Week |
Open |
1,327.2 |
1,330.5 |
3.3 |
0.2% |
1,373.0 |
High |
1,330.3 |
1,351.2 |
20.9 |
1.6% |
1,377.1 |
Low |
1,317.4 |
1,330.5 |
13.1 |
1.0% |
1,317.4 |
Close |
1,326.9 |
1,340.8 |
13.9 |
1.0% |
1,326.9 |
Range |
12.9 |
20.7 |
7.8 |
60.5% |
59.7 |
ATR |
19.3 |
19.7 |
0.4 |
1.9% |
0.0 |
Volume |
5,961 |
3,947 |
-2,014 |
-33.8% |
25,579 |
|
Daily Pivots for day following 25-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,402.9 |
1,392.6 |
1,352.2 |
|
R3 |
1,382.2 |
1,371.9 |
1,346.5 |
|
R2 |
1,361.5 |
1,361.5 |
1,344.6 |
|
R1 |
1,351.2 |
1,351.2 |
1,342.7 |
1,356.4 |
PP |
1,340.8 |
1,340.8 |
1,340.8 |
1,343.4 |
S1 |
1,330.5 |
1,330.5 |
1,338.9 |
1,335.7 |
S2 |
1,320.1 |
1,320.1 |
1,337.0 |
|
S3 |
1,299.4 |
1,309.8 |
1,335.1 |
|
S4 |
1,278.7 |
1,289.1 |
1,329.4 |
|
|
Weekly Pivots for week ending 22-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,519.6 |
1,482.9 |
1,359.7 |
|
R3 |
1,459.9 |
1,423.2 |
1,343.3 |
|
R2 |
1,400.2 |
1,400.2 |
1,337.8 |
|
R1 |
1,363.5 |
1,363.5 |
1,332.4 |
1,352.0 |
PP |
1,340.5 |
1,340.5 |
1,340.5 |
1,334.7 |
S1 |
1,303.8 |
1,303.8 |
1,321.4 |
1,292.3 |
S2 |
1,280.8 |
1,280.8 |
1,316.0 |
|
S3 |
1,221.1 |
1,244.1 |
1,310.5 |
|
S4 |
1,161.4 |
1,184.4 |
1,294.1 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,372.5 |
1,317.4 |
55.1 |
4.1% |
24.2 |
1.8% |
42% |
False |
False |
5,495 |
10 |
1,389.5 |
1,317.4 |
72.1 |
5.4% |
22.0 |
1.6% |
32% |
False |
False |
5,136 |
20 |
1,389.5 |
1,284.5 |
105.0 |
7.8% |
20.6 |
1.5% |
54% |
False |
False |
4,225 |
40 |
1,389.5 |
1,236.7 |
152.8 |
11.4% |
15.6 |
1.2% |
68% |
False |
False |
2,778 |
60 |
1,389.5 |
1,180.5 |
209.0 |
15.6% |
14.0 |
1.0% |
77% |
False |
False |
2,266 |
80 |
1,389.5 |
1,162.5 |
227.0 |
16.9% |
12.9 |
1.0% |
79% |
False |
False |
1,893 |
100 |
1,389.5 |
1,162.5 |
227.0 |
16.9% |
13.1 |
1.0% |
79% |
False |
False |
1,675 |
120 |
1,389.5 |
1,162.5 |
227.0 |
16.9% |
13.2 |
1.0% |
79% |
False |
False |
1,455 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,439.2 |
2.618 |
1,405.4 |
1.618 |
1,384.7 |
1.000 |
1,371.9 |
0.618 |
1,364.0 |
HIGH |
1,351.2 |
0.618 |
1,343.3 |
0.500 |
1,340.9 |
0.382 |
1,338.4 |
LOW |
1,330.5 |
0.618 |
1,317.7 |
1.000 |
1,309.8 |
1.618 |
1,297.0 |
2.618 |
1,276.3 |
4.250 |
1,242.5 |
|
|
Fisher Pivots for day following 25-Oct-2010 |
Pivot |
1 day |
3 day |
R1 |
1,340.9 |
1,338.7 |
PP |
1,340.8 |
1,336.5 |
S1 |
1,340.8 |
1,334.4 |
|