Trading Metrics calculated at close of trading on 19-Oct-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Oct-2010 |
19-Oct-2010 |
Change |
Change % |
Previous Week |
Open |
9,560 |
9,500 |
-60 |
-0.6% |
9,650 |
High |
9,595 |
9,600 |
5 |
0.1% |
9,675 |
Low |
9,490 |
9,440 |
-50 |
-0.5% |
9,395 |
Close |
9,545 |
9,495 |
-50 |
-0.5% |
9,590 |
Range |
105 |
160 |
55 |
52.4% |
280 |
ATR |
165 |
165 |
0 |
-0.2% |
0 |
Volume |
4,929 |
10,921 |
5,992 |
121.6% |
41,561 |
|
Daily Pivots for day following 19-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,992 |
9,903 |
9,583 |
|
R3 |
9,832 |
9,743 |
9,539 |
|
R2 |
9,672 |
9,672 |
9,524 |
|
R1 |
9,583 |
9,583 |
9,510 |
9,548 |
PP |
9,512 |
9,512 |
9,512 |
9,494 |
S1 |
9,423 |
9,423 |
9,480 |
9,388 |
S2 |
9,352 |
9,352 |
9,466 |
|
S3 |
9,192 |
9,263 |
9,451 |
|
S4 |
9,032 |
9,103 |
9,407 |
|
|
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 |
9,635 |
9,425 |
210 |
2.2% |
131 |
1.4% |
33% |
False |
False |
8,932 |
10 |
9,750 |
9,395 |
355 |
3.7% |
145 |
1.5% |
28% |
False |
False |
8,668 |
20 |
9,750 |
9,280 |
470 |
4.9% |
174 |
1.8% |
46% |
False |
False |
9,563 |
40 |
9,750 |
8,775 |
975 |
10.3% |
173 |
1.8% |
74% |
False |
False |
7,338 |
60 |
9,790 |
8,775 |
1,015 |
10.7% |
125 |
1.3% |
71% |
False |
False |
4,895 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,280 |
2.618 |
10,019 |
1.618 |
9,859 |
1.000 |
9,760 |
0.618 |
9,699 |
HIGH |
9,600 |
0.618 |
9,539 |
0.500 |
9,520 |
0.382 |
9,501 |
LOW |
9,440 |
0.618 |
9,341 |
1.000 |
9,280 |
1.618 |
9,181 |
2.618 |
9,021 |
4.250 |
8,760 |
|
|
Fisher Pivots for day following 19-Oct-2010 |
Pivot |
1 day |
3 day |
R1 |
9,520 |
9,525 |
PP |
9,512 |
9,515 |
S1 |
9,503 |
9,505 |
|