Trading Metrics calculated at close of trading on 19-Oct-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Oct-2010 |
19-Oct-2010 |
Change |
Change % |
Previous Week |
Open |
117.74 |
117.19 |
-0.55 |
-0.5% |
116.72 |
High |
118.67 |
117.85 |
-0.82 |
-0.7% |
118.55 |
Low |
117.31 |
116.02 |
-1.29 |
-1.1% |
115.65 |
Close |
118.54 |
116.73 |
-1.81 |
-1.5% |
117.70 |
Range |
1.36 |
1.83 |
0.47 |
34.6% |
2.90 |
ATR |
1.46 |
1.53 |
0.08 |
5.2% |
0.00 |
Volume |
141,136,213 |
280,331,910 |
139,195,697 |
98.6% |
939,469,421 |
|
Daily Pivots for day following 19-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
122.36 |
121.37 |
117.74 |
|
R3 |
120.53 |
119.54 |
117.23 |
|
R2 |
118.70 |
118.70 |
117.07 |
|
R1 |
117.71 |
117.71 |
116.90 |
117.29 |
PP |
116.87 |
116.87 |
116.87 |
116.66 |
S1 |
115.88 |
115.88 |
116.56 |
115.46 |
S2 |
115.04 |
115.04 |
116.39 |
|
S3 |
113.21 |
114.05 |
116.23 |
|
S4 |
111.38 |
112.22 |
115.72 |
|
|
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 |
118.67 |
116.02 |
2.65 |
2.3% |
1.45 |
1.2% |
27% |
False |
True |
215,251,677 |
10 |
118.67 |
115.19 |
3.48 |
3.0% |
1.30 |
1.1% |
44% |
False |
False |
185,181,206 |
20 |
118.67 |
112.18 |
6.49 |
5.6% |
1.37 |
1.2% |
70% |
False |
False |
191,438,664 |
40 |
118.67 |
104.29 |
14.38 |
12.3% |
1.36 |
1.2% |
87% |
False |
False |
198,877,931 |
60 |
118.67 |
104.29 |
14.38 |
12.3% |
1.37 |
1.2% |
87% |
False |
False |
196,834,725 |
80 |
118.67 |
101.13 |
17.54 |
15.0% |
1.49 |
1.3% |
89% |
False |
False |
206,821,654 |
100 |
118.67 |
101.13 |
17.54 |
15.0% |
1.59 |
1.4% |
89% |
False |
False |
217,142,782 |
120 |
121.01 |
101.13 |
19.88 |
17.0% |
1.82 |
1.6% |
78% |
False |
False |
242,321,482 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
125.63 |
2.618 |
122.64 |
1.618 |
120.81 |
1.000 |
119.68 |
0.618 |
118.98 |
HIGH |
117.85 |
0.618 |
117.15 |
0.500 |
116.94 |
0.382 |
116.72 |
LOW |
116.02 |
0.618 |
114.89 |
1.000 |
114.19 |
1.618 |
113.06 |
2.618 |
111.23 |
4.250 |
108.24 |
|
|
Fisher Pivots for day following 19-Oct-2010 |
Pivot |
1 day |
3 day |
R1 |
116.94 |
117.35 |
PP |
116.87 |
117.14 |
S1 |
116.80 |
116.94 |
|