Trading Metrics calculated at close of trading on 29-Sep-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Sep-2010 |
29-Sep-2010 |
Change |
Change % |
Previous Week |
Open |
10,752 |
10,791 |
39 |
0.4% |
10,531 |
High |
10,822 |
10,830 |
8 |
0.1% |
10,801 |
Low |
10,664 |
10,735 |
71 |
0.7% |
10,513 |
Close |
10,788 |
10,780 |
-8 |
-0.1% |
10,784 |
Range |
158 |
95 |
-63 |
-39.9% |
288 |
ATR |
144 |
140 |
-3 |
-2.4% |
0 |
Volume |
156,699 |
129,748 |
-26,951 |
-17.2% |
666,712 |
|
Daily Pivots for day following 29-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,067 |
11,018 |
10,832 |
|
R3 |
10,972 |
10,923 |
10,806 |
|
R2 |
10,877 |
10,877 |
10,798 |
|
R1 |
10,828 |
10,828 |
10,789 |
10,805 |
PP |
10,782 |
10,782 |
10,782 |
10,770 |
S1 |
10,733 |
10,733 |
10,771 |
10,710 |
S2 |
10,687 |
10,687 |
10,763 |
|
S3 |
10,592 |
10,638 |
10,754 |
|
S4 |
10,497 |
10,543 |
10,728 |
|
|
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% |
74% |
False |
False |
133,433 |
10 |
10,851 |
10,452 |
399 |
3.7% |
137 |
1.3% |
82% |
False |
False |
132,915 |
20 |
10,851 |
9,955 |
896 |
8.3% |
131 |
1.2% |
92% |
False |
False |
93,961 |
40 |
10,851 |
9,844 |
1,007 |
9.3% |
146 |
1.4% |
93% |
False |
False |
47,074 |
60 |
10,851 |
9,557 |
1,294 |
12.0% |
154 |
1.4% |
95% |
False |
False |
31,406 |
80 |
10,851 |
9,452 |
1,399 |
13.0% |
149 |
1.4% |
95% |
False |
False |
23,568 |
100 |
10,851 |
9,452 |
1,399 |
13.0% |
137 |
1.3% |
95% |
False |
False |
18,855 |
120 |
11,033 |
9,452 |
1,581 |
14.7% |
127 |
1.2% |
84% |
False |
False |
15,713 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,234 |
2.618 |
11,079 |
1.618 |
10,984 |
1.000 |
10,925 |
0.618 |
10,889 |
HIGH |
10,830 |
0.618 |
10,794 |
0.500 |
10,783 |
0.382 |
10,771 |
LOW |
10,735 |
0.618 |
10,676 |
1.000 |
10,640 |
1.618 |
10,581 |
2.618 |
10,486 |
4.250 |
10,331 |
|
|
Fisher Pivots for day following 29-Sep-2010 |
Pivot |
1 day |
3 day |
R1 |
10,783 |
10,773 |
PP |
10,782 |
10,765 |
S1 |
10,781 |
10,758 |
|