Trading Metrics calculated at close of trading on 29-Oct-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Oct-2010 |
29-Oct-2010 |
Change |
Change % |
Previous Week |
Open |
9,425 |
9,350 |
-75 |
-0.8% |
9,430 |
High |
9,445 |
9,355 |
-90 |
-1.0% |
9,485 |
Low |
9,335 |
9,165 |
-170 |
-1.8% |
9,165 |
Close |
9,355 |
9,185 |
-170 |
-1.8% |
9,185 |
Range |
110 |
190 |
80 |
72.7% |
320 |
ATR |
153 |
156 |
3 |
1.7% |
0 |
Volume |
6,676 |
8,571 |
1,895 |
28.4% |
37,289 |
|
Daily Pivots for day following 29-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,805 |
9,685 |
9,290 |
|
R3 |
9,615 |
9,495 |
9,237 |
|
R2 |
9,425 |
9,425 |
9,220 |
|
R1 |
9,305 |
9,305 |
9,203 |
9,270 |
PP |
9,235 |
9,235 |
9,235 |
9,218 |
S1 |
9,115 |
9,115 |
9,168 |
9,080 |
S2 |
9,045 |
9,045 |
9,150 |
|
S3 |
8,855 |
8,925 |
9,133 |
|
S4 |
8,665 |
8,735 |
9,081 |
|
|
Weekly Pivots for week ending 29-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,238 |
10,032 |
9,361 |
|
R3 |
9,918 |
9,712 |
9,273 |
|
R2 |
9,598 |
9,598 |
9,244 |
|
R1 |
9,392 |
9,392 |
9,214 |
9,335 |
PP |
9,278 |
9,278 |
9,278 |
9,250 |
S1 |
9,072 |
9,072 |
9,156 |
9,015 |
S2 |
8,958 |
8,958 |
9,126 |
|
S3 |
8,638 |
8,752 |
9,097 |
|
S4 |
8,318 |
8,432 |
9,009 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
9,485 |
9,165 |
320 |
3.5% |
131 |
1.4% |
6% |
False |
True |
7,457 |
10 |
9,600 |
9,165 |
435 |
4.7% |
144 |
1.6% |
5% |
False |
True |
7,837 |
20 |
9,750 |
9,165 |
585 |
6.4% |
168 |
1.8% |
3% |
False |
True |
8,685 |
40 |
9,750 |
8,990 |
760 |
8.3% |
171 |
1.9% |
26% |
False |
False |
8,781 |
60 |
9,750 |
8,775 |
975 |
10.6% |
143 |
1.6% |
42% |
False |
False |
5,935 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,163 |
2.618 |
9,853 |
1.618 |
9,663 |
1.000 |
9,545 |
0.618 |
9,473 |
HIGH |
9,355 |
0.618 |
9,283 |
0.500 |
9,260 |
0.382 |
9,238 |
LOW |
9,165 |
0.618 |
9,048 |
1.000 |
8,975 |
1.618 |
8,858 |
2.618 |
8,668 |
4.250 |
8,358 |
|
|
Fisher Pivots for day following 29-Oct-2010 |
Pivot |
1 day |
3 day |
R1 |
9,260 |
9,320 |
PP |
9,235 |
9,275 |
S1 |
9,210 |
9,230 |
|