Trading Metrics calculated at close of trading on 26-Oct-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Oct-2010 |
26-Oct-2010 |
Change |
Change % |
Previous Week |
Open |
1,330.5 |
1,343.3 |
12.8 |
1.0% |
1,373.0 |
High |
1,351.2 |
1,345.1 |
-6.1 |
-0.5% |
1,377.1 |
Low |
1,330.5 |
1,330.0 |
-0.5 |
0.0% |
1,317.4 |
Close |
1,340.8 |
1,340.5 |
-0.3 |
0.0% |
1,326.9 |
Range |
20.7 |
15.1 |
-5.6 |
-27.1% |
59.7 |
ATR |
19.7 |
19.3 |
-0.3 |
-1.7% |
0.0 |
Volume |
3,947 |
9,167 |
5,220 |
132.3% |
25,579 |
|
Daily Pivots for day following 26-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,383.8 |
1,377.3 |
1,348.8 |
|
R3 |
1,368.7 |
1,362.2 |
1,344.7 |
|
R2 |
1,353.6 |
1,353.6 |
1,343.3 |
|
R1 |
1,347.1 |
1,347.1 |
1,341.9 |
1,342.8 |
PP |
1,338.5 |
1,338.5 |
1,338.5 |
1,336.4 |
S1 |
1,332.0 |
1,332.0 |
1,339.1 |
1,327.7 |
S2 |
1,323.4 |
1,323.4 |
1,337.7 |
|
S3 |
1,308.3 |
1,316.9 |
1,336.3 |
|
S4 |
1,293.2 |
1,301.8 |
1,332.2 |
|
|
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 |
1,351.3 |
1,317.4 |
33.9 |
2.5% |
18.9 |
1.4% |
68% |
False |
False |
7,041 |
10 |
1,389.5 |
1,317.4 |
72.1 |
5.4% |
22.1 |
1.6% |
32% |
False |
False |
5,714 |
20 |
1,389.5 |
1,299.6 |
89.9 |
6.7% |
19.9 |
1.5% |
45% |
False |
False |
4,652 |
40 |
1,389.5 |
1,236.7 |
152.8 |
11.4% |
15.9 |
1.2% |
68% |
False |
False |
3,003 |
60 |
1,389.5 |
1,186.0 |
203.5 |
15.2% |
14.0 |
1.0% |
76% |
False |
False |
2,417 |
80 |
1,389.5 |
1,162.5 |
227.0 |
16.9% |
13.0 |
1.0% |
78% |
False |
False |
2,003 |
100 |
1,389.5 |
1,162.5 |
227.0 |
16.9% |
13.0 |
1.0% |
78% |
False |
False |
1,766 |
120 |
1,389.5 |
1,162.5 |
227.0 |
16.9% |
13.1 |
1.0% |
78% |
False |
False |
1,530 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,409.3 |
2.618 |
1,384.6 |
1.618 |
1,369.5 |
1.000 |
1,360.2 |
0.618 |
1,354.4 |
HIGH |
1,345.1 |
0.618 |
1,339.3 |
0.500 |
1,337.6 |
0.382 |
1,335.8 |
LOW |
1,330.0 |
0.618 |
1,320.7 |
1.000 |
1,314.9 |
1.618 |
1,305.6 |
2.618 |
1,290.5 |
4.250 |
1,265.8 |
|
|
Fisher Pivots for day following 26-Oct-2010 |
Pivot |
1 day |
3 day |
R1 |
1,339.5 |
1,338.4 |
PP |
1,338.5 |
1,336.4 |
S1 |
1,337.6 |
1,334.3 |
|