Trading Metrics calculated at close of trading on 07-Oct-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Oct-2010 |
07-Oct-2010 |
Change |
Change % |
Previous Week |
Open |
9,625 |
9,700 |
75 |
0.8% |
9,580 |
High |
9,750 |
9,745 |
-5 |
-0.1% |
9,645 |
Low |
9,605 |
9,600 |
-5 |
-0.1% |
9,390 |
Close |
9,705 |
9,680 |
-25 |
-0.3% |
9,470 |
Range |
145 |
145 |
0 |
0.0% |
255 |
ATR |
186 |
183 |
-3 |
-1.6% |
0 |
Volume |
8,276 |
11,718 |
3,442 |
41.6% |
50,755 |
|
Daily Pivots for day following 07-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,110 |
10,040 |
9,760 |
|
R3 |
9,965 |
9,895 |
9,720 |
|
R2 |
9,820 |
9,820 |
9,707 |
|
R1 |
9,750 |
9,750 |
9,693 |
9,713 |
PP |
9,675 |
9,675 |
9,675 |
9,656 |
S1 |
9,605 |
9,605 |
9,667 |
9,568 |
S2 |
9,530 |
9,530 |
9,654 |
|
S3 |
9,385 |
9,460 |
9,640 |
|
S4 |
9,240 |
9,315 |
9,600 |
|
|
Weekly Pivots for week ending 01-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,267 |
10,123 |
9,610 |
|
R3 |
10,012 |
9,868 |
9,540 |
|
R2 |
9,757 |
9,757 |
9,517 |
|
R1 |
9,613 |
9,613 |
9,494 |
9,558 |
PP |
9,502 |
9,502 |
9,502 |
9,474 |
S1 |
9,358 |
9,358 |
9,447 |
9,303 |
S2 |
9,247 |
9,247 |
9,423 |
|
S3 |
8,992 |
9,103 |
9,400 |
|
S4 |
8,737 |
8,848 |
9,330 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
9,750 |
9,285 |
465 |
4.8% |
230 |
2.4% |
85% |
False |
False |
10,688 |
10 |
9,750 |
9,280 |
470 |
4.9% |
200 |
2.1% |
85% |
False |
False |
10,541 |
20 |
9,750 |
9,135 |
615 |
6.4% |
197 |
2.0% |
89% |
False |
False |
9,996 |
40 |
9,750 |
8,775 |
975 |
10.1% |
153 |
1.6% |
93% |
False |
False |
5,672 |
60 |
9,790 |
8,775 |
1,015 |
10.5% |
106 |
1.1% |
89% |
False |
False |
3,784 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,361 |
2.618 |
10,125 |
1.618 |
9,980 |
1.000 |
9,890 |
0.618 |
9,835 |
HIGH |
9,745 |
0.618 |
9,690 |
0.500 |
9,673 |
0.382 |
9,656 |
LOW |
9,600 |
0.618 |
9,511 |
1.000 |
9,455 |
1.618 |
9,366 |
2.618 |
9,221 |
4.250 |
8,984 |
|
|
Fisher Pivots for day following 07-Oct-2010 |
Pivot |
1 day |
3 day |
R1 |
9,678 |
9,634 |
PP |
9,675 |
9,588 |
S1 |
9,673 |
9,543 |
|