Trading Metrics calculated at close of trading on 04-Oct-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Oct-2010 |
04-Oct-2010 |
Change |
Change % |
Previous Week |
Open |
5,559.5 |
5,580.0 |
20.5 |
0.4% |
5,587.0 |
High |
5,595.5 |
5,599.0 |
3.5 |
0.1% |
5,632.5 |
Low |
5,538.0 |
5,513.5 |
-24.5 |
-0.4% |
5,482.0 |
Close |
5,558.0 |
5,538.0 |
-20.0 |
-0.4% |
5,558.0 |
Range |
57.5 |
85.5 |
28.0 |
48.7% |
150.5 |
ATR |
82.0 |
82.2 |
0.3 |
0.3% |
0.0 |
Volume |
131,790 |
94,176 |
-37,614 |
-28.5% |
613,784 |
|
Daily Pivots for day following 04-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,806.5 |
5,758.0 |
5,585.0 |
|
R3 |
5,721.0 |
5,672.5 |
5,561.5 |
|
R2 |
5,635.5 |
5,635.5 |
5,553.5 |
|
R1 |
5,587.0 |
5,587.0 |
5,546.0 |
5,568.5 |
PP |
5,550.0 |
5,550.0 |
5,550.0 |
5,541.0 |
S1 |
5,501.5 |
5,501.5 |
5,530.0 |
5,483.0 |
S2 |
5,464.5 |
5,464.5 |
5,522.5 |
|
S3 |
5,379.0 |
5,416.0 |
5,514.5 |
|
S4 |
5,293.5 |
5,330.5 |
5,491.0 |
|
|
Weekly Pivots for week ending 01-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,009.0 |
5,934.0 |
5,641.0 |
|
R3 |
5,858.5 |
5,783.5 |
5,599.5 |
|
R2 |
5,708.0 |
5,708.0 |
5,585.5 |
|
R1 |
5,633.0 |
5,633.0 |
5,572.0 |
5,595.0 |
PP |
5,557.5 |
5,557.5 |
5,557.5 |
5,538.5 |
S1 |
5,482.5 |
5,482.5 |
5,544.0 |
5,445.0 |
S2 |
5,407.0 |
5,407.0 |
5,530.5 |
|
S3 |
5,256.5 |
5,332.0 |
5,516.5 |
|
S4 |
5,106.0 |
5,181.5 |
5,475.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,632.5 |
5,482.0 |
150.5 |
2.7% |
90.0 |
1.6% |
37% |
False |
False |
126,682 |
10 |
5,632.5 |
5,435.0 |
197.5 |
3.6% |
89.5 |
1.6% |
52% |
False |
False |
114,207 |
20 |
5,632.5 |
5,343.0 |
289.5 |
5.2% |
77.5 |
1.4% |
67% |
False |
False |
107,957 |
40 |
5,632.5 |
5,050.0 |
582.5 |
10.5% |
69.5 |
1.3% |
84% |
False |
False |
54,512 |
60 |
5,632.5 |
5,050.0 |
582.5 |
10.5% |
64.5 |
1.2% |
84% |
False |
False |
36,363 |
80 |
5,632.5 |
4,744.0 |
888.5 |
16.0% |
65.0 |
1.2% |
89% |
False |
False |
27,352 |
100 |
5,632.5 |
4,744.0 |
888.5 |
16.0% |
68.0 |
1.2% |
89% |
False |
False |
21,912 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,962.5 |
2.618 |
5,823.0 |
1.618 |
5,737.5 |
1.000 |
5,684.5 |
0.618 |
5,652.0 |
HIGH |
5,599.0 |
0.618 |
5,566.5 |
0.500 |
5,556.0 |
0.382 |
5,546.0 |
LOW |
5,513.5 |
0.618 |
5,460.5 |
1.000 |
5,428.0 |
1.618 |
5,375.0 |
2.618 |
5,289.5 |
4.250 |
5,150.0 |
|
|
Fisher Pivots for day following 04-Oct-2010 |
Pivot |
1 day |
3 day |
R1 |
5,556.0 |
5,569.0 |
PP |
5,550.0 |
5,559.0 |
S1 |
5,544.0 |
5,548.5 |
|