Trading Metrics calculated at close of trading on 27-Oct-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Oct-2010 |
27-Oct-2010 |
Change |
Change % |
Previous Week |
Open |
9,385 |
9,465 |
80 |
0.9% |
9,560 |
High |
9,485 |
9,475 |
-10 |
-0.1% |
9,600 |
Low |
9,360 |
9,340 |
-20 |
-0.2% |
9,330 |
Close |
9,455 |
9,420 |
-35 |
-0.4% |
9,465 |
Range |
125 |
135 |
10 |
8.0% |
270 |
ATR |
158 |
157 |
-2 |
-1.1% |
0 |
Volume |
9,180 |
7,620 |
-1,560 |
-17.0% |
41,086 |
|
Daily Pivots for day following 27-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,817 |
9,753 |
9,494 |
|
R3 |
9,682 |
9,618 |
9,457 |
|
R2 |
9,547 |
9,547 |
9,445 |
|
R1 |
9,483 |
9,483 |
9,433 |
9,448 |
PP |
9,412 |
9,412 |
9,412 |
9,394 |
S1 |
9,348 |
9,348 |
9,408 |
9,313 |
S2 |
9,277 |
9,277 |
9,395 |
|
S3 |
9,142 |
9,213 |
9,383 |
|
S4 |
9,007 |
9,078 |
9,346 |
|
|
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 |
9,340 |
240 |
2.5% |
137 |
1.5% |
33% |
False |
True |
7,516 |
10 |
9,635 |
9,330 |
305 |
3.2% |
137 |
1.5% |
30% |
False |
False |
8,116 |
20 |
9,750 |
9,285 |
465 |
4.9% |
170 |
1.8% |
29% |
False |
False |
9,128 |
40 |
9,750 |
8,960 |
790 |
8.4% |
172 |
1.8% |
58% |
False |
False |
8,498 |
60 |
9,750 |
8,775 |
975 |
10.4% |
138 |
1.5% |
66% |
False |
False |
5,681 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,049 |
2.618 |
9,829 |
1.618 |
9,694 |
1.000 |
9,610 |
0.618 |
9,559 |
HIGH |
9,475 |
0.618 |
9,424 |
0.500 |
9,408 |
0.382 |
9,392 |
LOW |
9,340 |
0.618 |
9,257 |
1.000 |
9,205 |
1.618 |
9,122 |
2.618 |
8,987 |
4.250 |
8,766 |
|
|
Fisher Pivots for day following 27-Oct-2010 |
Pivot |
1 day |
3 day |
R1 |
9,416 |
9,418 |
PP |
9,412 |
9,415 |
S1 |
9,408 |
9,413 |
|