Trading Metrics calculated at close of trading on 15-Oct-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Oct-2010 |
15-Oct-2010 |
Change |
Change % |
Previous Week |
Open |
9,520 |
9,600 |
80 |
0.8% |
9,650 |
High |
9,635 |
9,610 |
-25 |
-0.3% |
9,675 |
Low |
9,515 |
9,500 |
-15 |
-0.2% |
9,395 |
Close |
9,585 |
9,590 |
5 |
0.1% |
9,590 |
Range |
120 |
110 |
-10 |
-8.3% |
280 |
ATR |
175 |
170 |
-5 |
-2.6% |
0 |
Volume |
9,986 |
8,053 |
-1,933 |
-19.4% |
41,561 |
|
Daily Pivots for day following 15-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,897 |
9,853 |
9,651 |
|
R3 |
9,787 |
9,743 |
9,620 |
|
R2 |
9,677 |
9,677 |
9,610 |
|
R1 |
9,633 |
9,633 |
9,600 |
9,600 |
PP |
9,567 |
9,567 |
9,567 |
9,550 |
S1 |
9,523 |
9,523 |
9,580 |
9,490 |
S2 |
9,457 |
9,457 |
9,570 |
|
S3 |
9,347 |
9,413 |
9,560 |
|
S4 |
9,237 |
9,303 |
9,530 |
|
|
Weekly Pivots for week ending 15-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,393 |
10,272 |
9,744 |
|
R3 |
10,113 |
9,992 |
9,667 |
|
R2 |
9,833 |
9,833 |
9,641 |
|
R1 |
9,712 |
9,712 |
9,616 |
9,633 |
PP |
9,553 |
9,553 |
9,553 |
9,514 |
S1 |
9,432 |
9,432 |
9,564 |
9,353 |
S2 |
9,273 |
9,273 |
9,539 |
|
S3 |
8,993 |
9,152 |
9,513 |
|
S4 |
8,713 |
8,872 |
9,436 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
9,675 |
9,395 |
280 |
2.9% |
143 |
1.5% |
70% |
False |
False |
8,312 |
10 |
9,750 |
9,285 |
465 |
4.8% |
193 |
2.0% |
66% |
False |
False |
9,533 |
20 |
9,750 |
9,280 |
470 |
4.9% |
180 |
1.9% |
66% |
False |
False |
9,487 |
40 |
9,750 |
8,775 |
975 |
10.2% |
171 |
1.8% |
84% |
False |
False |
6,943 |
60 |
9,790 |
8,775 |
1,015 |
10.6% |
121 |
1.3% |
80% |
False |
False |
4,631 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,078 |
2.618 |
9,898 |
1.618 |
9,788 |
1.000 |
9,720 |
0.618 |
9,678 |
HIGH |
9,610 |
0.618 |
9,568 |
0.500 |
9,555 |
0.382 |
9,542 |
LOW |
9,500 |
0.618 |
9,432 |
1.000 |
9,390 |
1.618 |
9,322 |
2.618 |
9,212 |
4.250 |
9,033 |
|
|
Fisher Pivots for day following 15-Oct-2010 |
Pivot |
1 day |
3 day |
R1 |
9,578 |
9,570 |
PP |
9,567 |
9,550 |
S1 |
9,555 |
9,530 |
|