Trading Metrics calculated at close of trading on 22-Oct-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Oct-2010 |
22-Oct-2010 |
Change |
Change % |
Previous Week |
Open |
9,550 |
9,380 |
-170 |
-1.8% |
9,560 |
High |
9,580 |
9,480 |
-100 |
-1.0% |
9,600 |
Low |
9,350 |
9,380 |
30 |
0.3% |
9,330 |
Close |
9,410 |
9,465 |
55 |
0.6% |
9,465 |
Range |
230 |
100 |
-130 |
-56.5% |
270 |
ATR |
171 |
166 |
-5 |
-3.0% |
0 |
Volume |
9,948 |
5,594 |
-4,354 |
-43.8% |
41,086 |
|
Daily Pivots for day following 22-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,742 |
9,703 |
9,520 |
|
R3 |
9,642 |
9,603 |
9,493 |
|
R2 |
9,542 |
9,542 |
9,483 |
|
R1 |
9,503 |
9,503 |
9,474 |
9,523 |
PP |
9,442 |
9,442 |
9,442 |
9,451 |
S1 |
9,403 |
9,403 |
9,456 |
9,423 |
S2 |
9,342 |
9,342 |
9,447 |
|
S3 |
9,242 |
9,303 |
9,438 |
|
S4 |
9,142 |
9,203 |
9,410 |
|
|
Weekly Pivots for week ending 22-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,275 |
10,140 |
9,614 |
|
R3 |
10,005 |
9,870 |
9,539 |
|
R2 |
9,735 |
9,735 |
9,515 |
|
R1 |
9,600 |
9,600 |
9,490 |
9,533 |
PP |
9,465 |
9,465 |
9,465 |
9,431 |
S1 |
9,330 |
9,330 |
9,440 |
9,263 |
S2 |
9,195 |
9,195 |
9,416 |
|
S3 |
8,925 |
9,060 |
9,391 |
|
S4 |
8,655 |
8,790 |
9,317 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
9,600 |
9,330 |
270 |
2.9% |
157 |
1.7% |
50% |
False |
False |
8,217 |
10 |
9,675 |
9,330 |
345 |
3.6% |
150 |
1.6% |
39% |
False |
False |
8,264 |
20 |
9,750 |
9,285 |
465 |
4.9% |
168 |
1.8% |
39% |
False |
False |
9,358 |
40 |
9,750 |
8,775 |
975 |
10.3% |
179 |
1.9% |
71% |
False |
False |
7,967 |
60 |
9,750 |
8,775 |
975 |
10.3% |
134 |
1.4% |
71% |
False |
False |
5,314 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,905 |
2.618 |
9,742 |
1.618 |
9,642 |
1.000 |
9,580 |
0.618 |
9,542 |
HIGH |
9,480 |
0.618 |
9,442 |
0.500 |
9,430 |
0.382 |
9,418 |
LOW |
9,380 |
0.618 |
9,318 |
1.000 |
9,280 |
1.618 |
9,218 |
2.618 |
9,118 |
4.250 |
8,955 |
|
|
Fisher Pivots for day following 22-Oct-2010 |
Pivot |
1 day |
3 day |
R1 |
9,453 |
9,462 |
PP |
9,442 |
9,458 |
S1 |
9,430 |
9,455 |
|