Trading Metrics calculated at close of trading on 13-Oct-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Oct-2010 |
13-Oct-2010 |
Change |
Change % |
Previous Week |
Open |
9,650 |
9,495 |
-155 |
-1.6% |
9,510 |
High |
9,675 |
9,585 |
-90 |
-0.9% |
9,750 |
Low |
9,395 |
9,425 |
30 |
0.3% |
9,285 |
Close |
9,475 |
9,525 |
50 |
0.5% |
9,645 |
Range |
280 |
160 |
-120 |
-42.9% |
465 |
ATR |
180 |
179 |
-1 |
-0.8% |
0 |
Volume |
10,820 |
10,774 |
-46 |
-0.4% |
53,774 |
|
Daily Pivots for day following 13-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,992 |
9,918 |
9,613 |
|
R3 |
9,832 |
9,758 |
9,569 |
|
R2 |
9,672 |
9,672 |
9,554 |
|
R1 |
9,598 |
9,598 |
9,540 |
9,635 |
PP |
9,512 |
9,512 |
9,512 |
9,530 |
S1 |
9,438 |
9,438 |
9,510 |
9,475 |
S2 |
9,352 |
9,352 |
9,496 |
|
S3 |
9,192 |
9,278 |
9,481 |
|
S4 |
9,032 |
9,118 |
9,437 |
|
|
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 |
9,745 |
9,395 |
350 |
3.7% |
161 |
1.7% |
37% |
False |
False |
8,904 |
10 |
9,750 |
9,285 |
465 |
4.9% |
202 |
2.1% |
52% |
False |
False |
10,141 |
20 |
9,750 |
9,280 |
470 |
4.9% |
185 |
1.9% |
52% |
False |
False |
9,526 |
40 |
9,750 |
8,775 |
975 |
10.2% |
168 |
1.8% |
77% |
False |
False |
6,492 |
60 |
9,790 |
8,775 |
1,015 |
10.7% |
117 |
1.2% |
74% |
False |
False |
4,331 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,265 |
2.618 |
10,004 |
1.618 |
9,844 |
1.000 |
9,745 |
0.618 |
9,684 |
HIGH |
9,585 |
0.618 |
9,524 |
0.500 |
9,505 |
0.382 |
9,486 |
LOW |
9,425 |
0.618 |
9,326 |
1.000 |
9,265 |
1.618 |
9,166 |
2.618 |
9,006 |
4.250 |
8,745 |
|
|
Fisher Pivots for day following 13-Oct-2010 |
Pivot |
1 day |
3 day |
R1 |
9,518 |
9,535 |
PP |
9,512 |
9,532 |
S1 |
9,505 |
9,528 |
|