Trading Metrics calculated at close of trading on 11-Oct-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Oct-2010 |
11-Oct-2010 |
Change |
Change % |
Previous Week |
Open |
6,293.0 |
6,305.0 |
12.0 |
0.2% |
6,217.0 |
High |
6,314.0 |
6,335.0 |
21.0 |
0.3% |
6,332.5 |
Low |
6,245.0 |
6,295.0 |
50.0 |
0.8% |
6,118.5 |
Close |
6,299.0 |
6,315.0 |
16.0 |
0.3% |
6,299.0 |
Range |
69.0 |
40.0 |
-29.0 |
-42.0% |
214.0 |
ATR |
101.6 |
97.2 |
-4.4 |
-4.3% |
0.0 |
Volume |
0 |
72,057 |
72,057 |
|
445,784 |
|
Daily Pivots for day following 11-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,435.0 |
6,415.0 |
6,337.0 |
|
R3 |
6,395.0 |
6,375.0 |
6,326.0 |
|
R2 |
6,355.0 |
6,355.0 |
6,322.3 |
|
R1 |
6,335.0 |
6,335.0 |
6,318.7 |
6,345.0 |
PP |
6,315.0 |
6,315.0 |
6,315.0 |
6,320.0 |
S1 |
6,295.0 |
6,295.0 |
6,311.3 |
6,305.0 |
S2 |
6,275.0 |
6,275.0 |
6,307.7 |
|
S3 |
6,235.0 |
6,255.0 |
6,304.0 |
|
S4 |
6,195.0 |
6,215.0 |
6,293.0 |
|
|
Weekly Pivots for week ending 08-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,892.0 |
6,809.5 |
6,416.7 |
|
R3 |
6,678.0 |
6,595.5 |
6,357.9 |
|
R2 |
6,464.0 |
6,464.0 |
6,338.2 |
|
R1 |
6,381.5 |
6,381.5 |
6,318.6 |
6,422.8 |
PP |
6,250.0 |
6,250.0 |
6,250.0 |
6,270.6 |
S1 |
6,167.5 |
6,167.5 |
6,279.4 |
6,208.8 |
S2 |
6,036.0 |
6,036.0 |
6,259.8 |
|
S3 |
5,822.0 |
5,953.5 |
6,240.2 |
|
S4 |
5,608.0 |
5,739.5 |
6,181.3 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
6,335.0 |
6,125.0 |
210.0 |
3.3% |
78.9 |
1.2% |
90% |
True |
False |
74,583 |
10 |
6,348.0 |
6,118.5 |
229.5 |
3.6% |
99.7 |
1.6% |
86% |
False |
False |
108,696 |
20 |
6,349.5 |
6,118.5 |
231.0 |
3.7% |
98.2 |
1.6% |
85% |
False |
False |
119,562 |
40 |
6,349.5 |
5,830.0 |
519.5 |
8.2% |
95.1 |
1.5% |
93% |
False |
False |
61,920 |
60 |
6,394.5 |
5,830.0 |
564.5 |
8.9% |
95.3 |
1.5% |
86% |
False |
False |
41,383 |
80 |
6,394.5 |
5,818.0 |
576.5 |
9.1% |
98.0 |
1.6% |
86% |
False |
False |
31,151 |
100 |
6,394.5 |
5,625.0 |
769.5 |
12.2% |
101.2 |
1.6% |
90% |
False |
False |
25,480 |
120 |
6,394.5 |
5,602.5 |
792.0 |
12.5% |
109.9 |
1.7% |
90% |
False |
False |
21,294 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,505.0 |
2.618 |
6,439.7 |
1.618 |
6,399.7 |
1.000 |
6,375.0 |
0.618 |
6,359.7 |
HIGH |
6,335.0 |
0.618 |
6,319.7 |
0.500 |
6,315.0 |
0.382 |
6,310.3 |
LOW |
6,295.0 |
0.618 |
6,270.3 |
1.000 |
6,255.0 |
1.618 |
6,230.3 |
2.618 |
6,190.3 |
4.250 |
6,125.0 |
|
|
Fisher Pivots for day following 11-Oct-2010 |
Pivot |
1 day |
3 day |
R1 |
6,315.0 |
6,306.3 |
PP |
6,315.0 |
6,297.5 |
S1 |
6,315.0 |
6,288.8 |
|