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 |
9,675 |
9,650 |
-25 |
-0.3% |
9,510 |
High |
9,700 |
9,665 |
-35 |
-0.4% |
9,750 |
Low |
9,525 |
9,620 |
95 |
1.0% |
9,285 |
Close |
9,645 |
9,655 |
10 |
0.1% |
9,645 |
Range |
175 |
45 |
-130 |
-74.3% |
465 |
ATR |
182 |
173 |
-10 |
-5.4% |
0 |
Volume |
9,282 |
1,928 |
-7,354 |
-79.2% |
53,774 |
|
Daily Pivots for day following 11-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,782 |
9,763 |
9,680 |
|
R3 |
9,737 |
9,718 |
9,668 |
|
R2 |
9,692 |
9,692 |
9,663 |
|
R1 |
9,673 |
9,673 |
9,659 |
9,683 |
PP |
9,647 |
9,647 |
9,647 |
9,651 |
S1 |
9,628 |
9,628 |
9,651 |
9,638 |
S2 |
9,602 |
9,602 |
9,647 |
|
S3 |
9,557 |
9,583 |
9,643 |
|
S4 |
9,512 |
9,538 |
9,630 |
|
|
Weekly Pivots for week ending 08-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,955 |
10,765 |
9,901 |
|
R3 |
10,490 |
10,300 |
9,773 |
|
R2 |
10,025 |
10,025 |
9,730 |
|
R1 |
9,835 |
9,835 |
9,688 |
9,930 |
PP |
9,560 |
9,560 |
9,560 |
9,608 |
S1 |
9,370 |
9,370 |
9,603 |
9,465 |
S2 |
9,095 |
9,095 |
9,560 |
|
S3 |
8,630 |
8,905 |
9,517 |
|
S4 |
8,165 |
8,440 |
9,389 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
9,750 |
9,335 |
415 |
4.3% |
169 |
1.8% |
77% |
False |
False |
9,589 |
10 |
9,750 |
9,285 |
465 |
4.8% |
183 |
1.9% |
80% |
False |
False |
10,046 |
20 |
9,750 |
9,190 |
560 |
5.8% |
193 |
2.0% |
83% |
False |
False |
9,877 |
40 |
9,750 |
8,775 |
975 |
10.1% |
158 |
1.6% |
90% |
False |
False |
5,952 |
60 |
9,790 |
8,775 |
1,015 |
10.5% |
110 |
1.1% |
87% |
False |
False |
3,971 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,856 |
2.618 |
9,783 |
1.618 |
9,738 |
1.000 |
9,710 |
0.618 |
9,693 |
HIGH |
9,665 |
0.618 |
9,648 |
0.500 |
9,643 |
0.382 |
9,637 |
LOW |
9,620 |
0.618 |
9,592 |
1.000 |
9,575 |
1.618 |
9,547 |
2.618 |
9,502 |
4.250 |
9,429 |
|
|
Fisher Pivots for day following 11-Oct-2010 |
Pivot |
1 day |
3 day |
R1 |
9,651 |
9,648 |
PP |
9,647 |
9,642 |
S1 |
9,643 |
9,635 |
|