Trading Metrics calculated at close of trading on 27-Sep-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Sep-2010 |
27-Sep-2010 |
Change |
Change % |
Previous Week |
Open |
10,606 |
10,796 |
190 |
1.8% |
10,531 |
High |
10,801 |
10,851 |
50 |
0.5% |
10,801 |
Low |
10,591 |
10,741 |
150 |
1.4% |
10,513 |
Close |
10,784 |
10,750 |
-34 |
-0.3% |
10,784 |
Range |
210 |
110 |
-100 |
-47.6% |
288 |
ATR |
145 |
142 |
-2 |
-1.7% |
0 |
Volume |
124,723 |
101,800 |
-22,923 |
-18.4% |
666,712 |
|
Daily Pivots for day following 27-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,111 |
11,040 |
10,811 |
|
R3 |
11,001 |
10,930 |
10,780 |
|
R2 |
10,891 |
10,891 |
10,770 |
|
R1 |
10,820 |
10,820 |
10,760 |
10,801 |
PP |
10,781 |
10,781 |
10,781 |
10,771 |
S1 |
10,710 |
10,710 |
10,740 |
10,691 |
S2 |
10,671 |
10,671 |
10,730 |
|
S3 |
10,561 |
10,600 |
10,720 |
|
S4 |
10,451 |
10,490 |
10,690 |
|
|
Weekly Pivots for week ending 24-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,563 |
11,462 |
10,943 |
|
R3 |
11,275 |
11,174 |
10,863 |
|
R2 |
10,987 |
10,987 |
10,837 |
|
R1 |
10,886 |
10,886 |
10,811 |
10,937 |
PP |
10,699 |
10,699 |
10,699 |
10,725 |
S1 |
10,598 |
10,598 |
10,758 |
10,649 |
S2 |
10,411 |
10,411 |
10,731 |
|
S3 |
10,123 |
10,310 |
10,705 |
|
S4 |
9,835 |
10,022 |
10,626 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
10,851 |
10,573 |
278 |
2.6% |
137 |
1.3% |
64% |
True |
False |
130,984 |
10 |
10,851 |
10,405 |
446 |
4.1% |
132 |
1.2% |
77% |
True |
False |
133,834 |
20 |
10,851 |
9,844 |
1,007 |
9.4% |
137 |
1.3% |
90% |
True |
False |
79,704 |
40 |
10,851 |
9,844 |
1,007 |
9.4% |
146 |
1.4% |
90% |
True |
False |
39,917 |
60 |
10,851 |
9,452 |
1,399 |
13.0% |
158 |
1.5% |
93% |
True |
False |
26,636 |
80 |
10,851 |
9,452 |
1,399 |
13.0% |
148 |
1.4% |
93% |
True |
False |
19,988 |
100 |
10,851 |
9,452 |
1,399 |
13.0% |
141 |
1.3% |
93% |
True |
False |
15,991 |
120 |
11,033 |
9,452 |
1,581 |
14.7% |
125 |
1.2% |
82% |
False |
False |
13,326 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,319 |
2.618 |
11,139 |
1.618 |
11,029 |
1.000 |
10,961 |
0.618 |
10,919 |
HIGH |
10,851 |
0.618 |
10,809 |
0.500 |
10,796 |
0.382 |
10,783 |
LOW |
10,741 |
0.618 |
10,673 |
1.000 |
10,631 |
1.618 |
10,563 |
2.618 |
10,453 |
4.250 |
10,274 |
|
|
Fisher Pivots for day following 27-Sep-2010 |
Pivot |
1 day |
3 day |
R1 |
10,796 |
10,737 |
PP |
10,781 |
10,725 |
S1 |
10,765 |
10,712 |
|