Trading Metrics calculated at close of trading on 21-Oct-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Oct-2010 |
21-Oct-2010 |
Change |
Change % |
Previous Week |
Open |
116.94 |
118.40 |
1.46 |
1.2% |
116.72 |
High |
118.44 |
119.09 |
0.65 |
0.5% |
118.55 |
Low |
116.87 |
117.21 |
0.34 |
0.3% |
115.65 |
Close |
117.87 |
118.13 |
0.26 |
0.2% |
117.70 |
Range |
1.57 |
1.88 |
0.31 |
19.7% |
2.90 |
ATR |
1.55 |
1.57 |
0.02 |
1.5% |
0.00 |
Volume |
199,779,627 |
221,429,130 |
21,649,503 |
10.8% |
939,469,421 |
|
Daily Pivots for day following 21-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
123.78 |
122.84 |
119.16 |
|
R3 |
121.90 |
120.96 |
118.65 |
|
R2 |
120.02 |
120.02 |
118.47 |
|
R1 |
119.08 |
119.08 |
118.30 |
118.61 |
PP |
118.14 |
118.14 |
118.14 |
117.91 |
S1 |
117.20 |
117.20 |
117.96 |
116.73 |
S2 |
116.26 |
116.26 |
117.79 |
|
S3 |
114.38 |
115.32 |
117.61 |
|
S4 |
112.50 |
113.44 |
117.10 |
|
|
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 |
119.09 |
116.02 |
3.07 |
2.6% |
1.65 |
1.4% |
69% |
True |
False |
217,240,649 |
10 |
119.09 |
115.61 |
3.48 |
2.9% |
1.44 |
1.2% |
72% |
True |
False |
195,977,294 |
20 |
119.09 |
113.18 |
5.91 |
5.0% |
1.40 |
1.2% |
84% |
True |
False |
192,835,174 |
40 |
119.09 |
104.31 |
14.78 |
12.5% |
1.36 |
1.2% |
94% |
True |
False |
195,590,548 |
60 |
119.09 |
104.29 |
14.80 |
12.5% |
1.39 |
1.2% |
94% |
True |
False |
197,727,212 |
80 |
119.09 |
101.13 |
17.96 |
15.2% |
1.49 |
1.3% |
95% |
True |
False |
205,308,740 |
100 |
119.09 |
101.13 |
17.96 |
15.2% |
1.58 |
1.3% |
95% |
True |
False |
215,605,126 |
120 |
119.09 |
101.13 |
17.96 |
15.2% |
1.81 |
1.5% |
95% |
True |
False |
242,060,373 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
127.08 |
2.618 |
124.01 |
1.618 |
122.13 |
1.000 |
120.97 |
0.618 |
120.25 |
HIGH |
119.09 |
0.618 |
118.37 |
0.500 |
118.15 |
0.382 |
117.93 |
LOW |
117.21 |
0.618 |
116.05 |
1.000 |
115.33 |
1.618 |
114.17 |
2.618 |
112.29 |
4.250 |
109.22 |
|
|
Fisher Pivots for day following 21-Oct-2010 |
Pivot |
1 day |
3 day |
R1 |
118.15 |
117.94 |
PP |
118.14 |
117.75 |
S1 |
118.14 |
117.56 |
|