Trading Metrics calculated at close of trading on 27-Oct-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Oct-2010 |
27-Oct-2010 |
Change |
Change % |
Previous Week |
Open |
1,343.3 |
1,342.8 |
-0.5 |
0.0% |
1,373.0 |
High |
1,345.1 |
1,345.6 |
0.5 |
0.0% |
1,377.1 |
Low |
1,330.0 |
1,321.1 |
-8.9 |
-0.7% |
1,317.4 |
Close |
1,340.5 |
1,324.5 |
-16.0 |
-1.2% |
1,326.9 |
Range |
15.1 |
24.5 |
9.4 |
62.3% |
59.7 |
ATR |
19.3 |
19.7 |
0.4 |
1.9% |
0.0 |
Volume |
9,167 |
8,071 |
-1,096 |
-12.0% |
25,579 |
|
Daily Pivots for day following 27-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,403.9 |
1,388.7 |
1,338.0 |
|
R3 |
1,379.4 |
1,364.2 |
1,331.2 |
|
R2 |
1,354.9 |
1,354.9 |
1,329.0 |
|
R1 |
1,339.7 |
1,339.7 |
1,326.7 |
1,335.1 |
PP |
1,330.4 |
1,330.4 |
1,330.4 |
1,328.1 |
S1 |
1,315.2 |
1,315.2 |
1,322.3 |
1,310.6 |
S2 |
1,305.9 |
1,305.9 |
1,320.0 |
|
S3 |
1,281.4 |
1,290.7 |
1,317.8 |
|
S4 |
1,256.9 |
1,266.2 |
1,311.0 |
|
|
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 |
2.6% |
20.9 |
1.6% |
21% |
False |
False |
6,986 |
10 |
1,389.5 |
1,317.4 |
72.1 |
5.4% |
22.1 |
1.7% |
10% |
False |
False |
5,848 |
20 |
1,389.5 |
1,299.6 |
89.9 |
6.8% |
20.8 |
1.6% |
28% |
False |
False |
4,795 |
40 |
1,389.5 |
1,240.0 |
149.5 |
11.3% |
16.1 |
1.2% |
57% |
False |
False |
3,201 |
60 |
1,389.5 |
1,194.2 |
195.3 |
14.7% |
14.3 |
1.1% |
67% |
False |
False |
2,547 |
80 |
1,389.5 |
1,162.5 |
227.0 |
17.1% |
13.1 |
1.0% |
71% |
False |
False |
2,092 |
100 |
1,389.5 |
1,162.5 |
227.0 |
17.1% |
13.0 |
1.0% |
71% |
False |
False |
1,843 |
120 |
1,389.5 |
1,162.5 |
227.0 |
17.1% |
13.1 |
1.0% |
71% |
False |
False |
1,594 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,449.7 |
2.618 |
1,409.7 |
1.618 |
1,385.2 |
1.000 |
1,370.1 |
0.618 |
1,360.7 |
HIGH |
1,345.6 |
0.618 |
1,336.2 |
0.500 |
1,333.4 |
0.382 |
1,330.5 |
LOW |
1,321.1 |
0.618 |
1,306.0 |
1.000 |
1,296.6 |
1.618 |
1,281.5 |
2.618 |
1,257.0 |
4.250 |
1,217.0 |
|
|
Fisher Pivots for day following 27-Oct-2010 |
Pivot |
1 day |
3 day |
R1 |
1,333.4 |
1,336.2 |
PP |
1,330.4 |
1,332.3 |
S1 |
1,327.5 |
1,328.4 |
|