Trading Metrics calculated at close of trading on 05-Oct-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Oct-2010 |
05-Oct-2010 |
Change |
Change % |
Previous Week |
Open |
10,771 |
10,701 |
-70 |
-0.6% |
10,796 |
High |
10,792 |
10,902 |
110 |
1.0% |
10,887 |
Low |
10,638 |
10,690 |
52 |
0.5% |
10,664 |
Close |
10,707 |
10,864 |
157 |
1.5% |
10,768 |
Range |
154 |
212 |
58 |
37.7% |
223 |
ATR |
142 |
147 |
5 |
3.5% |
0 |
Volume |
128,962 |
154,769 |
25,807 |
20.0% |
716,738 |
|
Daily Pivots for day following 05-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,455 |
11,371 |
10,981 |
|
R3 |
11,243 |
11,159 |
10,922 |
|
R2 |
11,031 |
11,031 |
10,903 |
|
R1 |
10,947 |
10,947 |
10,884 |
10,989 |
PP |
10,819 |
10,819 |
10,819 |
10,840 |
S1 |
10,735 |
10,735 |
10,845 |
10,777 |
S2 |
10,607 |
10,607 |
10,825 |
|
S3 |
10,395 |
10,523 |
10,806 |
|
S4 |
10,183 |
10,311 |
10,748 |
|
|
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 |
10,902 |
10,638 |
264 |
2.4% |
153 |
1.4% |
86% |
True |
False |
148,394 |
10 |
10,902 |
10,573 |
329 |
3.0% |
148 |
1.4% |
88% |
True |
False |
141,276 |
20 |
10,902 |
10,233 |
669 |
6.2% |
132 |
1.2% |
94% |
True |
False |
124,443 |
40 |
10,902 |
9,844 |
1,058 |
9.7% |
151 |
1.4% |
96% |
True |
False |
62,372 |
60 |
10,902 |
9,844 |
1,058 |
9.7% |
153 |
1.4% |
96% |
True |
False |
41,606 |
80 |
10,902 |
9,452 |
1,450 |
13.3% |
154 |
1.4% |
97% |
True |
False |
31,221 |
100 |
10,902 |
9,452 |
1,450 |
13.3% |
139 |
1.3% |
97% |
True |
False |
24,977 |
120 |
11,033 |
9,452 |
1,581 |
14.6% |
132 |
1.2% |
89% |
False |
False |
20,815 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,803 |
2.618 |
11,457 |
1.618 |
11,245 |
1.000 |
11,114 |
0.618 |
11,033 |
HIGH |
10,902 |
0.618 |
10,821 |
0.500 |
10,796 |
0.382 |
10,771 |
LOW |
10,690 |
0.618 |
10,559 |
1.000 |
10,478 |
1.618 |
10,347 |
2.618 |
10,135 |
4.250 |
9,789 |
|
|
Fisher Pivots for day following 05-Oct-2010 |
Pivot |
1 day |
3 day |
R1 |
10,841 |
10,833 |
PP |
10,819 |
10,801 |
S1 |
10,796 |
10,770 |
|