Trading Metrics calculated at close of trading on 29-Oct-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Oct-2010 |
29-Oct-2010 |
Change |
Change % |
Previous Week |
Open |
1,327.2 |
1,344.8 |
17.6 |
1.3% |
1,330.5 |
High |
1,348.0 |
1,361.4 |
13.4 |
1.0% |
1,361.4 |
Low |
1,324.8 |
1,338.6 |
13.8 |
1.0% |
1,321.1 |
Close |
1,344.5 |
1,359.6 |
15.1 |
1.1% |
1,359.6 |
Range |
23.2 |
22.8 |
-0.4 |
-1.7% |
40.3 |
ATR |
20.0 |
20.2 |
0.2 |
1.0% |
0.0 |
Volume |
4,737 |
2,652 |
-2,085 |
-44.0% |
28,574 |
|
Daily Pivots for day following 29-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,421.6 |
1,413.4 |
1,372.1 |
|
R3 |
1,398.8 |
1,390.6 |
1,365.9 |
|
R2 |
1,376.0 |
1,376.0 |
1,363.8 |
|
R1 |
1,367.8 |
1,367.8 |
1,361.7 |
1,371.9 |
PP |
1,353.2 |
1,353.2 |
1,353.2 |
1,355.3 |
S1 |
1,345.0 |
1,345.0 |
1,357.5 |
1,349.1 |
S2 |
1,330.4 |
1,330.4 |
1,355.4 |
|
S3 |
1,307.6 |
1,322.2 |
1,353.3 |
|
S4 |
1,284.8 |
1,299.4 |
1,347.1 |
|
|
Weekly Pivots for week ending 29-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,468.3 |
1,454.2 |
1,381.8 |
|
R3 |
1,428.0 |
1,413.9 |
1,370.7 |
|
R2 |
1,387.7 |
1,387.7 |
1,367.0 |
|
R1 |
1,373.6 |
1,373.6 |
1,363.3 |
1,380.7 |
PP |
1,347.4 |
1,347.4 |
1,347.4 |
1,350.9 |
S1 |
1,333.3 |
1,333.3 |
1,355.9 |
1,340.4 |
S2 |
1,307.1 |
1,307.1 |
1,352.2 |
|
S3 |
1,266.8 |
1,293.0 |
1,348.5 |
|
S4 |
1,226.5 |
1,252.7 |
1,337.4 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,361.4 |
1,321.1 |
40.3 |
3.0% |
21.3 |
1.6% |
96% |
True |
False |
5,714 |
10 |
1,377.1 |
1,317.4 |
59.7 |
4.4% |
22.8 |
1.7% |
71% |
False |
False |
5,415 |
20 |
1,389.5 |
1,315.5 |
74.0 |
5.4% |
21.4 |
1.6% |
60% |
False |
False |
4,825 |
40 |
1,389.5 |
1,240.0 |
149.5 |
11.0% |
16.8 |
1.2% |
80% |
False |
False |
3,335 |
60 |
1,389.5 |
1,194.2 |
195.3 |
14.4% |
14.9 |
1.1% |
85% |
False |
False |
2,625 |
80 |
1,389.5 |
1,162.5 |
227.0 |
16.7% |
13.3 |
1.0% |
87% |
False |
False |
2,173 |
100 |
1,389.5 |
1,162.5 |
227.0 |
16.7% |
13.3 |
1.0% |
87% |
False |
False |
1,910 |
120 |
1,389.5 |
1,162.5 |
227.0 |
16.7% |
13.1 |
1.0% |
87% |
False |
False |
1,649 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,458.3 |
2.618 |
1,421.1 |
1.618 |
1,398.3 |
1.000 |
1,384.2 |
0.618 |
1,375.5 |
HIGH |
1,361.4 |
0.618 |
1,352.7 |
0.500 |
1,350.0 |
0.382 |
1,347.3 |
LOW |
1,338.6 |
0.618 |
1,324.5 |
1.000 |
1,315.8 |
1.618 |
1,301.7 |
2.618 |
1,278.9 |
4.250 |
1,241.7 |
|
|
Fisher Pivots for day following 29-Oct-2010 |
Pivot |
1 day |
3 day |
R1 |
1,356.4 |
1,353.5 |
PP |
1,353.2 |
1,347.4 |
S1 |
1,350.0 |
1,341.3 |
|