Trading Metrics calculated at close of trading on 28-Oct-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Oct-2010 |
28-Oct-2010 |
Change |
Change % |
Previous Week |
Open |
1,342.8 |
1,327.2 |
-15.6 |
-1.2% |
1,373.0 |
High |
1,345.6 |
1,348.0 |
2.4 |
0.2% |
1,377.1 |
Low |
1,321.1 |
1,324.8 |
3.7 |
0.3% |
1,317.4 |
Close |
1,324.5 |
1,344.5 |
20.0 |
1.5% |
1,326.9 |
Range |
24.5 |
23.2 |
-1.3 |
-5.3% |
59.7 |
ATR |
19.7 |
20.0 |
0.3 |
1.4% |
0.0 |
Volume |
8,071 |
4,737 |
-3,334 |
-41.3% |
25,579 |
|
Daily Pivots for day following 28-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,408.7 |
1,399.8 |
1,357.3 |
|
R3 |
1,385.5 |
1,376.6 |
1,350.9 |
|
R2 |
1,362.3 |
1,362.3 |
1,348.8 |
|
R1 |
1,353.4 |
1,353.4 |
1,346.6 |
1,357.9 |
PP |
1,339.1 |
1,339.1 |
1,339.1 |
1,341.3 |
S1 |
1,330.2 |
1,330.2 |
1,342.4 |
1,334.7 |
S2 |
1,315.9 |
1,315.9 |
1,340.2 |
|
S3 |
1,292.7 |
1,307.0 |
1,338.1 |
|
S4 |
1,269.5 |
1,283.8 |
1,331.7 |
|
|
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 |
1,351.2 |
1,317.4 |
33.8 |
2.5% |
19.3 |
1.4% |
80% |
False |
False |
6,376 |
10 |
1,387.5 |
1,317.4 |
70.1 |
5.2% |
22.8 |
1.7% |
39% |
False |
False |
5,964 |
20 |
1,389.5 |
1,309.8 |
79.7 |
5.9% |
21.0 |
1.6% |
44% |
False |
False |
4,777 |
40 |
1,389.5 |
1,240.0 |
149.5 |
11.1% |
16.4 |
1.2% |
70% |
False |
False |
3,313 |
60 |
1,389.5 |
1,194.2 |
195.3 |
14.5% |
14.7 |
1.1% |
77% |
False |
False |
2,585 |
80 |
1,389.5 |
1,162.5 |
227.0 |
16.9% |
13.2 |
1.0% |
80% |
False |
False |
2,149 |
100 |
1,389.5 |
1,162.5 |
227.0 |
16.9% |
13.1 |
1.0% |
80% |
False |
False |
1,885 |
120 |
1,389.5 |
1,162.5 |
227.0 |
16.9% |
13.2 |
1.0% |
80% |
False |
False |
1,630 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,446.6 |
2.618 |
1,408.7 |
1.618 |
1,385.5 |
1.000 |
1,371.2 |
0.618 |
1,362.3 |
HIGH |
1,348.0 |
0.618 |
1,339.1 |
0.500 |
1,336.4 |
0.382 |
1,333.7 |
LOW |
1,324.8 |
0.618 |
1,310.5 |
1.000 |
1,301.6 |
1.618 |
1,287.3 |
2.618 |
1,264.1 |
4.250 |
1,226.2 |
|
|
Fisher Pivots for day following 28-Oct-2010 |
Pivot |
1 day |
3 day |
R1 |
1,341.8 |
1,341.2 |
PP |
1,339.1 |
1,337.9 |
S1 |
1,336.4 |
1,334.6 |
|