Trading Metrics calculated at close of trading on 14-Oct-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Oct-2010 |
14-Oct-2010 |
Change |
Change % |
Previous Week |
Open |
9,495 |
9,520 |
25 |
0.3% |
9,510 |
High |
9,585 |
9,635 |
50 |
0.5% |
9,750 |
Low |
9,425 |
9,515 |
90 |
1.0% |
9,285 |
Close |
9,525 |
9,585 |
60 |
0.6% |
9,645 |
Range |
160 |
120 |
-40 |
-25.0% |
465 |
ATR |
179 |
175 |
-4 |
-2.3% |
0 |
Volume |
10,774 |
9,986 |
-788 |
-7.3% |
53,774 |
|
Daily Pivots for day following 14-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,938 |
9,882 |
9,651 |
|
R3 |
9,818 |
9,762 |
9,618 |
|
R2 |
9,698 |
9,698 |
9,607 |
|
R1 |
9,642 |
9,642 |
9,596 |
9,670 |
PP |
9,578 |
9,578 |
9,578 |
9,593 |
S1 |
9,522 |
9,522 |
9,574 |
9,550 |
S2 |
9,458 |
9,458 |
9,563 |
|
S3 |
9,338 |
9,402 |
9,552 |
|
S4 |
9,218 |
9,282 |
9,519 |
|
|
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 |
9,700 |
9,395 |
305 |
3.2% |
156 |
1.6% |
62% |
False |
False |
8,558 |
10 |
9,750 |
9,285 |
465 |
4.9% |
193 |
2.0% |
65% |
False |
False |
9,623 |
20 |
9,750 |
9,280 |
470 |
4.9% |
181 |
1.9% |
65% |
False |
False |
9,510 |
40 |
9,750 |
8,775 |
975 |
10.2% |
169 |
1.8% |
83% |
False |
False |
6,741 |
60 |
9,790 |
8,775 |
1,015 |
10.6% |
119 |
1.2% |
80% |
False |
False |
4,497 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,145 |
2.618 |
9,949 |
1.618 |
9,829 |
1.000 |
9,755 |
0.618 |
9,709 |
HIGH |
9,635 |
0.618 |
9,589 |
0.500 |
9,575 |
0.382 |
9,561 |
LOW |
9,515 |
0.618 |
9,441 |
1.000 |
9,395 |
1.618 |
9,321 |
2.618 |
9,201 |
4.250 |
9,005 |
|
|
Fisher Pivots for day following 14-Oct-2010 |
Pivot |
1 day |
3 day |
R1 |
9,582 |
9,568 |
PP |
9,578 |
9,552 |
S1 |
9,575 |
9,535 |
|