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 |
117.89 |
119.06 |
1.17 |
1.0% |
117.74 |
High |
118.51 |
119.11 |
0.60 |
0.5% |
119.09 |
Low |
117.26 |
117.83 |
0.57 |
0.5% |
116.02 |
Close |
118.38 |
118.40 |
0.02 |
0.0% |
118.35 |
Range |
1.25 |
1.28 |
0.03 |
2.4% |
3.07 |
ATR |
1.45 |
1.44 |
-0.01 |
-0.9% |
0.00 |
Volume |
189,886,139 |
168,435,704 |
-21,450,435 |
-11.3% |
950,813,750 |
|
Daily Pivots for day following 28-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
122.29 |
121.62 |
119.10 |
|
R3 |
121.01 |
120.34 |
118.75 |
|
R2 |
119.73 |
119.73 |
118.63 |
|
R1 |
119.06 |
119.06 |
118.52 |
118.76 |
PP |
118.45 |
118.45 |
118.45 |
118.29 |
S1 |
117.78 |
117.78 |
118.28 |
117.48 |
S2 |
117.17 |
117.17 |
118.17 |
|
S3 |
115.89 |
116.50 |
118.05 |
|
S4 |
114.61 |
115.22 |
117.70 |
|
|
Weekly Pivots for week ending 22-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
127.03 |
125.76 |
120.04 |
|
R3 |
123.96 |
122.69 |
119.19 |
|
R2 |
120.89 |
120.89 |
118.91 |
|
R1 |
119.62 |
119.62 |
118.63 |
120.25 |
PP |
117.82 |
117.82 |
117.82 |
118.14 |
S1 |
116.55 |
116.55 |
118.07 |
117.18 |
S2 |
114.75 |
114.75 |
117.78 |
|
S3 |
111.68 |
113.48 |
117.50 |
|
S4 |
108.61 |
110.41 |
116.66 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
119.76 |
117.26 |
2.50 |
2.1% |
1.04 |
0.9% |
46% |
False |
False |
155,253,265 |
10 |
119.76 |
116.02 |
3.74 |
3.2% |
1.34 |
1.1% |
64% |
False |
False |
186,246,957 |
20 |
119.76 |
113.18 |
6.58 |
5.6% |
1.31 |
1.1% |
79% |
False |
False |
180,957,935 |
40 |
119.76 |
108.49 |
11.27 |
9.5% |
1.25 |
1.1% |
88% |
False |
False |
184,873,704 |
60 |
119.76 |
104.29 |
15.47 |
13.1% |
1.35 |
1.1% |
91% |
False |
False |
195,122,964 |
80 |
119.76 |
104.29 |
15.47 |
13.1% |
1.41 |
1.2% |
91% |
False |
False |
197,405,734 |
100 |
119.76 |
101.13 |
18.63 |
15.7% |
1.52 |
1.3% |
93% |
False |
False |
208,528,848 |
120 |
119.76 |
101.13 |
18.63 |
15.7% |
1.67 |
1.4% |
93% |
False |
False |
228,880,676 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
124.55 |
2.618 |
122.46 |
1.618 |
121.18 |
1.000 |
120.39 |
0.618 |
119.90 |
HIGH |
119.11 |
0.618 |
118.62 |
0.500 |
118.47 |
0.382 |
118.32 |
LOW |
117.83 |
0.618 |
117.04 |
1.000 |
116.55 |
1.618 |
115.76 |
2.618 |
114.48 |
4.250 |
112.39 |
|
|
Fisher Pivots for day following 28-Oct-2010 |
Pivot |
1 day |
3 day |
R1 |
118.47 |
118.33 |
PP |
118.45 |
118.26 |
S1 |
118.42 |
118.19 |
|