Trading Metrics calculated at close of trading on 18-Oct-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Oct-2010 |
18-Oct-2010 |
Change |
Change % |
Previous Week |
Open |
9,600 |
9,560 |
-40 |
-0.4% |
9,650 |
High |
9,610 |
9,595 |
-15 |
-0.2% |
9,675 |
Low |
9,500 |
9,490 |
-10 |
-0.1% |
9,395 |
Close |
9,590 |
9,545 |
-45 |
-0.5% |
9,590 |
Range |
110 |
105 |
-5 |
-4.5% |
280 |
ATR |
170 |
165 |
-5 |
-2.7% |
0 |
Volume |
8,053 |
4,929 |
-3,124 |
-38.8% |
41,561 |
|
Daily Pivots for day following 18-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,858 |
9,807 |
9,603 |
|
R3 |
9,753 |
9,702 |
9,574 |
|
R2 |
9,648 |
9,648 |
9,564 |
|
R1 |
9,597 |
9,597 |
9,555 |
9,570 |
PP |
9,543 |
9,543 |
9,543 |
9,530 |
S1 |
9,492 |
9,492 |
9,536 |
9,465 |
S2 |
9,438 |
9,438 |
9,526 |
|
S3 |
9,333 |
9,387 |
9,516 |
|
S4 |
9,228 |
9,282 |
9,487 |
|
|
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% |
155 |
1.6% |
54% |
False |
False |
8,912 |
10 |
9,750 |
9,335 |
415 |
4.3% |
162 |
1.7% |
51% |
False |
False |
9,251 |
20 |
9,750 |
9,280 |
470 |
4.9% |
175 |
1.8% |
56% |
False |
False |
9,458 |
40 |
9,750 |
8,775 |
975 |
10.2% |
173 |
1.8% |
79% |
False |
False |
7,065 |
60 |
9,790 |
8,775 |
1,015 |
10.6% |
123 |
1.3% |
76% |
False |
False |
4,713 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,041 |
2.618 |
9,870 |
1.618 |
9,765 |
1.000 |
9,700 |
0.618 |
9,660 |
HIGH |
9,595 |
0.618 |
9,555 |
0.500 |
9,543 |
0.382 |
9,530 |
LOW |
9,490 |
0.618 |
9,425 |
1.000 |
9,385 |
1.618 |
9,320 |
2.618 |
9,215 |
4.250 |
9,044 |
|
|
Fisher Pivots for day following 18-Oct-2010 |
Pivot |
1 day |
3 day |
R1 |
9,544 |
9,563 |
PP |
9,543 |
9,557 |
S1 |
9,543 |
9,551 |
|