Trading Metrics calculated at close of trading on 21-Oct-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Oct-2010 |
21-Oct-2010 |
Change |
Change % |
Previous Week |
Open |
9,490 |
9,550 |
60 |
0.6% |
9,650 |
High |
9,520 |
9,580 |
60 |
0.6% |
9,675 |
Low |
9,330 |
9,350 |
20 |
0.2% |
9,395 |
Close |
9,490 |
9,410 |
-80 |
-0.8% |
9,590 |
Range |
190 |
230 |
40 |
21.1% |
280 |
ATR |
167 |
171 |
5 |
2.7% |
0 |
Volume |
9,694 |
9,948 |
254 |
2.6% |
41,561 |
|
Daily Pivots for day following 21-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,137 |
10,003 |
9,537 |
|
R3 |
9,907 |
9,773 |
9,473 |
|
R2 |
9,677 |
9,677 |
9,452 |
|
R1 |
9,543 |
9,543 |
9,431 |
9,495 |
PP |
9,447 |
9,447 |
9,447 |
9,423 |
S1 |
9,313 |
9,313 |
9,389 |
9,265 |
S2 |
9,217 |
9,217 |
9,368 |
|
S3 |
8,987 |
9,083 |
9,347 |
|
S4 |
8,757 |
8,853 |
9,284 |
|
|
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 |
9,610 |
9,330 |
280 |
3.0% |
159 |
1.7% |
29% |
False |
False |
8,709 |
10 |
9,700 |
9,330 |
370 |
3.9% |
158 |
1.7% |
22% |
False |
False |
8,633 |
20 |
9,750 |
9,280 |
470 |
5.0% |
179 |
1.9% |
28% |
False |
False |
9,587 |
40 |
9,750 |
8,775 |
975 |
10.4% |
181 |
1.9% |
65% |
False |
False |
7,828 |
60 |
9,750 |
8,775 |
975 |
10.4% |
132 |
1.4% |
65% |
False |
False |
5,221 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,558 |
2.618 |
10,182 |
1.618 |
9,952 |
1.000 |
9,810 |
0.618 |
9,722 |
HIGH |
9,580 |
0.618 |
9,492 |
0.500 |
9,465 |
0.382 |
9,438 |
LOW |
9,350 |
0.618 |
9,208 |
1.000 |
9,120 |
1.618 |
8,978 |
2.618 |
8,748 |
4.250 |
8,373 |
|
|
Fisher Pivots for day following 21-Oct-2010 |
Pivot |
1 day |
3 day |
R1 |
9,465 |
9,465 |
PP |
9,447 |
9,447 |
S1 |
9,428 |
9,428 |
|