Trading Metrics calculated at close of trading on 01-Oct-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Sep-2010 |
01-Oct-2010 |
Change |
Change % |
Previous Week |
Open |
10,778 |
10,717 |
-61 |
-0.6% |
10,796 |
High |
10,887 |
10,807 |
-80 |
-0.7% |
10,887 |
Low |
10,680 |
10,713 |
33 |
0.3% |
10,664 |
Close |
10,723 |
10,768 |
45 |
0.4% |
10,768 |
Range |
207 |
94 |
-113 |
-54.6% |
223 |
ATR |
145 |
141 |
-4 |
-2.5% |
0 |
Volume |
186,161 |
142,330 |
-43,831 |
-23.5% |
716,738 |
|
Daily Pivots for day following 01-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,045 |
11,000 |
10,820 |
|
R3 |
10,951 |
10,906 |
10,794 |
|
R2 |
10,857 |
10,857 |
10,785 |
|
R1 |
10,812 |
10,812 |
10,777 |
10,835 |
PP |
10,763 |
10,763 |
10,763 |
10,774 |
S1 |
10,718 |
10,718 |
10,760 |
10,741 |
S2 |
10,669 |
10,669 |
10,751 |
|
S3 |
10,575 |
10,624 |
10,742 |
|
S4 |
10,481 |
10,530 |
10,716 |
|
|
Weekly Pivots for week ending 01-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,442 |
11,328 |
10,891 |
|
R3 |
11,219 |
11,105 |
10,829 |
|
R2 |
10,996 |
10,996 |
10,809 |
|
R1 |
10,882 |
10,882 |
10,789 |
10,828 |
PP |
10,773 |
10,773 |
10,773 |
10,746 |
S1 |
10,659 |
10,659 |
10,748 |
10,605 |
S2 |
10,550 |
10,550 |
10,727 |
|
S3 |
10,327 |
10,436 |
10,707 |
|
S4 |
10,104 |
10,213 |
10,645 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
10,887 |
10,664 |
223 |
2.1% |
133 |
1.2% |
47% |
False |
False |
143,347 |
10 |
10,887 |
10,513 |
374 |
3.5% |
143 |
1.3% |
68% |
False |
False |
138,345 |
20 |
10,887 |
10,222 |
665 |
6.2% |
128 |
1.2% |
82% |
False |
False |
110,319 |
40 |
10,887 |
9,844 |
1,043 |
9.7% |
149 |
1.4% |
89% |
False |
False |
55,283 |
60 |
10,887 |
9,844 |
1,043 |
9.7% |
151 |
1.4% |
89% |
False |
False |
36,879 |
80 |
10,887 |
9,452 |
1,435 |
13.3% |
150 |
1.4% |
92% |
False |
False |
27,674 |
100 |
10,887 |
9,452 |
1,435 |
13.3% |
137 |
1.3% |
92% |
False |
False |
22,140 |
120 |
11,033 |
9,452 |
1,581 |
14.7% |
129 |
1.2% |
83% |
False |
False |
18,450 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,207 |
2.618 |
11,053 |
1.618 |
10,959 |
1.000 |
10,901 |
0.618 |
10,865 |
HIGH |
10,807 |
0.618 |
10,771 |
0.500 |
10,760 |
0.382 |
10,749 |
LOW |
10,713 |
0.618 |
10,655 |
1.000 |
10,619 |
1.618 |
10,561 |
2.618 |
10,467 |
4.250 |
10,314 |
|
|
Fisher Pivots for day following 01-Oct-2010 |
Pivot |
1 day |
3 day |
R1 |
10,765 |
10,784 |
PP |
10,763 |
10,778 |
S1 |
10,760 |
10,773 |
|