Trading Metrics calculated at close of trading on 28-Sep-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Sep-2010 |
28-Sep-2010 |
Change |
Change % |
Previous Week |
Open |
10,796 |
10,752 |
-44 |
-0.4% |
10,531 |
High |
10,851 |
10,822 |
-29 |
-0.3% |
10,801 |
Low |
10,741 |
10,664 |
-77 |
-0.7% |
10,513 |
Close |
10,750 |
10,788 |
38 |
0.4% |
10,784 |
Range |
110 |
158 |
48 |
43.6% |
288 |
ATR |
142 |
144 |
1 |
0.8% |
0 |
Volume |
101,800 |
156,699 |
54,899 |
53.9% |
666,712 |
|
Daily Pivots for day following 28-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,232 |
11,168 |
10,875 |
|
R3 |
11,074 |
11,010 |
10,832 |
|
R2 |
10,916 |
10,916 |
10,817 |
|
R1 |
10,852 |
10,852 |
10,803 |
10,884 |
PP |
10,758 |
10,758 |
10,758 |
10,774 |
S1 |
10,694 |
10,694 |
10,774 |
10,726 |
S2 |
10,600 |
10,600 |
10,759 |
|
S3 |
10,442 |
10,536 |
10,745 |
|
S4 |
10,284 |
10,378 |
10,701 |
|
|
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% |
143 |
1.3% |
77% |
False |
False |
134,158 |
10 |
10,851 |
10,405 |
446 |
4.1% |
139 |
1.3% |
86% |
False |
False |
132,726 |
20 |
10,851 |
9,844 |
1,007 |
9.3% |
134 |
1.2% |
94% |
False |
False |
87,511 |
40 |
10,851 |
9,844 |
1,007 |
9.3% |
145 |
1.3% |
94% |
False |
False |
43,833 |
60 |
10,851 |
9,452 |
1,399 |
13.0% |
157 |
1.5% |
95% |
False |
False |
29,245 |
80 |
10,851 |
9,452 |
1,399 |
13.0% |
150 |
1.4% |
95% |
False |
False |
21,946 |
100 |
10,851 |
9,452 |
1,399 |
13.0% |
138 |
1.3% |
95% |
False |
False |
17,558 |
120 |
11,033 |
9,452 |
1,581 |
14.7% |
126 |
1.2% |
85% |
False |
False |
14,632 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,494 |
2.618 |
11,236 |
1.618 |
11,078 |
1.000 |
10,980 |
0.618 |
10,920 |
HIGH |
10,822 |
0.618 |
10,762 |
0.500 |
10,743 |
0.382 |
10,724 |
LOW |
10,664 |
0.618 |
10,566 |
1.000 |
10,506 |
1.618 |
10,408 |
2.618 |
10,250 |
4.250 |
9,993 |
|
|
Fisher Pivots for day following 28-Sep-2010 |
Pivot |
1 day |
3 day |
R1 |
10,773 |
10,766 |
PP |
10,758 |
10,743 |
S1 |
10,743 |
10,721 |
|