Trading Metrics calculated at close of trading on 28-Oct-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Oct-2010 |
28-Oct-2010 |
Change |
Change % |
Previous Week |
Open |
9,465 |
9,425 |
-40 |
-0.4% |
9,560 |
High |
9,475 |
9,445 |
-30 |
-0.3% |
9,600 |
Low |
9,340 |
9,335 |
-5 |
-0.1% |
9,330 |
Close |
9,420 |
9,355 |
-65 |
-0.7% |
9,465 |
Range |
135 |
110 |
-25 |
-18.5% |
270 |
ATR |
157 |
153 |
-3 |
-2.1% |
0 |
Volume |
7,620 |
6,676 |
-944 |
-12.4% |
41,086 |
|
Daily Pivots for day following 28-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,708 |
9,642 |
9,416 |
|
R3 |
9,598 |
9,532 |
9,385 |
|
R2 |
9,488 |
9,488 |
9,375 |
|
R1 |
9,422 |
9,422 |
9,365 |
9,400 |
PP |
9,378 |
9,378 |
9,378 |
9,368 |
S1 |
9,312 |
9,312 |
9,345 |
9,290 |
S2 |
9,268 |
9,268 |
9,335 |
|
S3 |
9,158 |
9,202 |
9,325 |
|
S4 |
9,048 |
9,092 |
9,295 |
|
|
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 |
9,485 |
9,335 |
150 |
1.6% |
113 |
1.2% |
13% |
False |
True |
6,862 |
10 |
9,610 |
9,330 |
280 |
3.0% |
136 |
1.5% |
9% |
False |
False |
7,785 |
20 |
9,750 |
9,285 |
465 |
5.0% |
165 |
1.8% |
15% |
False |
False |
8,704 |
40 |
9,750 |
8,990 |
760 |
8.1% |
171 |
1.8% |
48% |
False |
False |
8,609 |
60 |
9,750 |
8,775 |
975 |
10.4% |
140 |
1.5% |
59% |
False |
False |
5,792 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,913 |
2.618 |
9,733 |
1.618 |
9,623 |
1.000 |
9,555 |
0.618 |
9,513 |
HIGH |
9,445 |
0.618 |
9,403 |
0.500 |
9,390 |
0.382 |
9,377 |
LOW |
9,335 |
0.618 |
9,267 |
1.000 |
9,225 |
1.618 |
9,157 |
2.618 |
9,047 |
4.250 |
8,868 |
|
|
Fisher Pivots for day following 28-Oct-2010 |
Pivot |
1 day |
3 day |
R1 |
9,390 |
9,410 |
PP |
9,378 |
9,392 |
S1 |
9,367 |
9,373 |
|