Trading Metrics calculated at close of trading on 30-Sep-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Sep-2010 |
30-Sep-2010 |
Change |
Change % |
Previous Week |
Open |
10,791 |
10,778 |
-13 |
-0.1% |
10,531 |
High |
10,830 |
10,887 |
57 |
0.5% |
10,801 |
Low |
10,735 |
10,680 |
-55 |
-0.5% |
10,513 |
Close |
10,780 |
10,723 |
-57 |
-0.5% |
10,784 |
Range |
95 |
207 |
112 |
117.9% |
288 |
ATR |
140 |
145 |
5 |
3.4% |
0 |
Volume |
129,748 |
186,161 |
56,413 |
43.5% |
666,712 |
|
Daily Pivots for day following 30-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,384 |
11,261 |
10,837 |
|
R3 |
11,177 |
11,054 |
10,780 |
|
R2 |
10,970 |
10,970 |
10,761 |
|
R1 |
10,847 |
10,847 |
10,742 |
10,805 |
PP |
10,763 |
10,763 |
10,763 |
10,743 |
S1 |
10,640 |
10,640 |
10,704 |
10,598 |
S2 |
10,556 |
10,556 |
10,685 |
|
S3 |
10,349 |
10,433 |
10,666 |
|
S4 |
10,142 |
10,226 |
10,609 |
|
|
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 |
10,887 |
10,591 |
296 |
2.8% |
156 |
1.5% |
45% |
True |
False |
139,826 |
10 |
10,887 |
10,497 |
390 |
3.6% |
147 |
1.4% |
58% |
True |
False |
138,127 |
20 |
10,887 |
10,166 |
721 |
6.7% |
128 |
1.2% |
77% |
True |
False |
103,244 |
40 |
10,887 |
9,844 |
1,043 |
9.7% |
149 |
1.4% |
84% |
True |
False |
51,727 |
60 |
10,887 |
9,844 |
1,043 |
9.7% |
151 |
1.4% |
84% |
True |
False |
34,509 |
80 |
10,887 |
9,452 |
1,435 |
13.4% |
150 |
1.4% |
89% |
True |
False |
25,895 |
100 |
10,887 |
9,452 |
1,435 |
13.4% |
138 |
1.3% |
89% |
True |
False |
20,717 |
120 |
11,033 |
9,452 |
1,581 |
14.7% |
128 |
1.2% |
80% |
False |
False |
17,264 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,767 |
2.618 |
11,429 |
1.618 |
11,222 |
1.000 |
11,094 |
0.618 |
11,015 |
HIGH |
10,887 |
0.618 |
10,808 |
0.500 |
10,784 |
0.382 |
10,759 |
LOW |
10,680 |
0.618 |
10,552 |
1.000 |
10,473 |
1.618 |
10,345 |
2.618 |
10,138 |
4.250 |
9,800 |
|
|
Fisher Pivots for day following 30-Sep-2010 |
Pivot |
1 day |
3 day |
R1 |
10,784 |
10,776 |
PP |
10,763 |
10,758 |
S1 |
10,743 |
10,741 |
|