Trading Metrics calculated at close of trading on 12-Oct-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Oct-2010 |
12-Oct-2010 |
Change |
Change % |
Previous Week |
Open |
9,650 |
9,650 |
0 |
0.0% |
9,510 |
High |
9,665 |
9,675 |
10 |
0.1% |
9,750 |
Low |
9,620 |
9,395 |
-225 |
-2.3% |
9,285 |
Close |
9,655 |
9,475 |
-180 |
-1.9% |
9,645 |
Range |
45 |
280 |
235 |
522.2% |
465 |
ATR |
173 |
180 |
8 |
4.5% |
0 |
Volume |
1,928 |
10,820 |
8,892 |
461.2% |
53,774 |
|
Daily Pivots for day following 12-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,355 |
10,195 |
9,629 |
|
R3 |
10,075 |
9,915 |
9,552 |
|
R2 |
9,795 |
9,795 |
9,526 |
|
R1 |
9,635 |
9,635 |
9,501 |
9,575 |
PP |
9,515 |
9,515 |
9,515 |
9,485 |
S1 |
9,355 |
9,355 |
9,449 |
9,295 |
S2 |
9,235 |
9,235 |
9,424 |
|
S3 |
8,955 |
9,075 |
9,398 |
|
S4 |
8,675 |
8,795 |
9,321 |
|
|
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 |
9,395 |
355 |
3.7% |
158 |
1.7% |
23% |
False |
True |
8,404 |
10 |
9,750 |
9,285 |
465 |
4.9% |
198 |
2.1% |
41% |
False |
False |
9,946 |
20 |
9,750 |
9,190 |
560 |
5.9% |
201 |
2.1% |
51% |
False |
False |
9,928 |
40 |
9,750 |
8,775 |
975 |
10.3% |
165 |
1.7% |
72% |
False |
False |
6,223 |
60 |
9,790 |
8,775 |
1,015 |
10.7% |
114 |
1.2% |
69% |
False |
False |
4,151 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,865 |
2.618 |
10,408 |
1.618 |
10,128 |
1.000 |
9,955 |
0.618 |
9,848 |
HIGH |
9,675 |
0.618 |
9,568 |
0.500 |
9,535 |
0.382 |
9,502 |
LOW |
9,395 |
0.618 |
9,222 |
1.000 |
9,115 |
1.618 |
8,942 |
2.618 |
8,662 |
4.250 |
8,205 |
|
|
Fisher Pivots for day following 12-Oct-2010 |
Pivot |
1 day |
3 day |
R1 |
9,535 |
9,548 |
PP |
9,515 |
9,523 |
S1 |
9,495 |
9,499 |
|