Trading Metrics calculated at close of trading on 15-Oct-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Oct-2010 |
15-Oct-2010 |
Change |
Change % |
Previous Week |
Open |
117.81 |
118.28 |
0.47 |
0.4% |
116.72 |
High |
118.01 |
118.35 |
0.34 |
0.3% |
118.55 |
Low |
116.72 |
116.76 |
0.04 |
0.0% |
115.65 |
Close |
117.46 |
117.70 |
0.24 |
0.2% |
117.70 |
Range |
1.29 |
1.59 |
0.30 |
23.3% |
2.90 |
ATR |
1.46 |
1.47 |
0.01 |
0.7% |
0.00 |
Volume |
217,349,777 |
243,526,366 |
26,176,589 |
12.0% |
939,469,421 |
|
Daily Pivots for day following 15-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
122.37 |
121.63 |
118.57 |
|
R3 |
120.78 |
120.04 |
118.14 |
|
R2 |
119.19 |
119.19 |
117.99 |
|
R1 |
118.45 |
118.45 |
117.85 |
118.03 |
PP |
117.60 |
117.60 |
117.60 |
117.39 |
S1 |
116.86 |
116.86 |
117.55 |
116.44 |
S2 |
116.01 |
116.01 |
117.41 |
|
S3 |
114.42 |
115.27 |
117.26 |
|
S4 |
112.83 |
113.68 |
116.83 |
|
|
Weekly Pivots for week ending 15-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
126.00 |
124.75 |
119.30 |
|
R3 |
123.10 |
121.85 |
118.50 |
|
R2 |
120.20 |
120.20 |
118.23 |
|
R1 |
118.95 |
118.95 |
117.97 |
119.58 |
PP |
117.30 |
117.30 |
117.30 |
117.61 |
S1 |
116.05 |
116.05 |
117.43 |
116.68 |
S2 |
114.40 |
114.40 |
117.17 |
|
S3 |
111.50 |
113.15 |
116.90 |
|
S4 |
108.60 |
110.25 |
116.11 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
118.55 |
115.65 |
2.90 |
2.5% |
1.29 |
1.1% |
71% |
False |
False |
187,893,884 |
10 |
118.55 |
113.18 |
5.37 |
4.6% |
1.32 |
1.1% |
84% |
False |
False |
182,565,908 |
20 |
118.55 |
112.18 |
6.37 |
5.4% |
1.37 |
1.2% |
87% |
False |
False |
194,510,917 |
40 |
118.55 |
104.29 |
14.26 |
12.1% |
1.35 |
1.1% |
94% |
False |
False |
197,657,868 |
60 |
118.55 |
104.29 |
14.26 |
12.1% |
1.37 |
1.2% |
94% |
False |
False |
196,542,159 |
80 |
118.55 |
101.13 |
17.42 |
14.8% |
1.50 |
1.3% |
95% |
False |
False |
207,878,484 |
100 |
118.55 |
101.13 |
17.42 |
14.8% |
1.61 |
1.4% |
95% |
False |
False |
219,421,864 |
120 |
121.11 |
101.13 |
19.98 |
17.0% |
1.81 |
1.5% |
83% |
False |
False |
242,927,159 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
125.11 |
2.618 |
122.51 |
1.618 |
120.92 |
1.000 |
119.94 |
0.618 |
119.33 |
HIGH |
118.35 |
0.618 |
117.74 |
0.500 |
117.56 |
0.382 |
117.37 |
LOW |
116.76 |
0.618 |
115.78 |
1.000 |
115.17 |
1.618 |
114.19 |
2.618 |
112.60 |
4.250 |
110.00 |
|
|
Fisher Pivots for day following 15-Oct-2010 |
Pivot |
1 day |
3 day |
R1 |
117.65 |
117.68 |
PP |
117.60 |
117.66 |
S1 |
117.56 |
117.64 |
|