Trading Metrics calculated at close of trading on 26-Oct-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Oct-2010 |
26-Oct-2010 |
Change |
Change % |
Previous Week |
Open |
9,430 |
9,385 |
-45 |
-0.5% |
9,560 |
High |
9,480 |
9,485 |
5 |
0.1% |
9,600 |
Low |
9,385 |
9,360 |
-25 |
-0.3% |
9,330 |
Close |
9,400 |
9,455 |
55 |
0.6% |
9,465 |
Range |
95 |
125 |
30 |
31.6% |
270 |
ATR |
161 |
158 |
-3 |
-1.6% |
0 |
Volume |
5,242 |
9,180 |
3,938 |
75.1% |
41,086 |
|
Daily Pivots for day following 26-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,808 |
9,757 |
9,524 |
|
R3 |
9,683 |
9,632 |
9,490 |
|
R2 |
9,558 |
9,558 |
9,478 |
|
R1 |
9,507 |
9,507 |
9,467 |
9,533 |
PP |
9,433 |
9,433 |
9,433 |
9,446 |
S1 |
9,382 |
9,382 |
9,444 |
9,408 |
S2 |
9,308 |
9,308 |
9,432 |
|
S3 |
9,183 |
9,257 |
9,421 |
|
S4 |
9,058 |
9,132 |
9,386 |
|
|
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 |
9,580 |
9,330 |
250 |
2.6% |
148 |
1.6% |
50% |
False |
False |
7,931 |
10 |
9,635 |
9,330 |
305 |
3.2% |
140 |
1.5% |
41% |
False |
False |
8,432 |
20 |
9,750 |
9,285 |
465 |
4.9% |
169 |
1.8% |
37% |
False |
False |
9,189 |
40 |
9,750 |
8,830 |
920 |
9.7% |
175 |
1.9% |
68% |
False |
False |
8,325 |
60 |
9,750 |
8,775 |
975 |
10.3% |
138 |
1.5% |
70% |
False |
False |
5,554 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,016 |
2.618 |
9,812 |
1.618 |
9,687 |
1.000 |
9,610 |
0.618 |
9,562 |
HIGH |
9,485 |
0.618 |
9,437 |
0.500 |
9,423 |
0.382 |
9,408 |
LOW |
9,360 |
0.618 |
9,283 |
1.000 |
9,235 |
1.618 |
9,158 |
2.618 |
9,033 |
4.250 |
8,829 |
|
|
Fisher Pivots for day following 26-Oct-2010 |
Pivot |
1 day |
3 day |
R1 |
9,444 |
9,444 |
PP |
9,433 |
9,433 |
S1 |
9,423 |
9,423 |
|