Trading Metrics calculated at close of trading on 08-Oct-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Oct-2010 |
08-Oct-2010 |
Change |
Change % |
Previous Week |
Open |
10,905 |
10,913 |
8 |
0.1% |
10,771 |
High |
10,974 |
10,974 |
0 |
0.0% |
10,974 |
Low |
10,835 |
10,810 |
-25 |
-0.2% |
10,638 |
Close |
10,912 |
10,947 |
35 |
0.3% |
10,947 |
Range |
139 |
164 |
25 |
18.0% |
336 |
ATR |
141 |
142 |
2 |
1.2% |
0 |
Volume |
133,681 |
129,720 |
-3,961 |
-3.0% |
672,660 |
|
Daily Pivots for day following 08-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,402 |
11,339 |
11,037 |
|
R3 |
11,238 |
11,175 |
10,992 |
|
R2 |
11,074 |
11,074 |
10,977 |
|
R1 |
11,011 |
11,011 |
10,962 |
11,043 |
PP |
10,910 |
10,910 |
10,910 |
10,926 |
S1 |
10,847 |
10,847 |
10,932 |
10,879 |
S2 |
10,746 |
10,746 |
10,917 |
|
S3 |
10,582 |
10,683 |
10,902 |
|
S4 |
10,418 |
10,519 |
10,857 |
|
|
Weekly Pivots for week ending 08-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,861 |
11,740 |
11,132 |
|
R3 |
11,525 |
11,404 |
11,040 |
|
R2 |
11,189 |
11,189 |
11,009 |
|
R1 |
11,068 |
11,068 |
10,978 |
11,129 |
PP |
10,853 |
10,853 |
10,853 |
10,883 |
S1 |
10,732 |
10,732 |
10,916 |
10,793 |
S2 |
10,517 |
10,517 |
10,886 |
|
S3 |
10,181 |
10,396 |
10,855 |
|
S4 |
9,845 |
10,060 |
10,762 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
10,974 |
10,638 |
336 |
3.1% |
146 |
1.3% |
92% |
True |
False |
134,532 |
10 |
10,974 |
10,638 |
336 |
3.1% |
139 |
1.3% |
92% |
True |
False |
138,939 |
20 |
10,974 |
10,405 |
569 |
5.2% |
134 |
1.2% |
95% |
True |
False |
137,549 |
40 |
10,974 |
9,844 |
1,130 |
10.3% |
146 |
1.3% |
98% |
True |
False |
72,088 |
60 |
10,974 |
9,844 |
1,130 |
10.3% |
151 |
1.4% |
98% |
True |
False |
48,087 |
80 |
10,974 |
9,452 |
1,522 |
13.9% |
156 |
1.4% |
98% |
True |
False |
36,082 |
100 |
10,974 |
9,452 |
1,522 |
13.9% |
137 |
1.3% |
98% |
True |
False |
28,867 |
120 |
11,033 |
9,452 |
1,581 |
14.4% |
132 |
1.2% |
95% |
False |
False |
24,056 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,671 |
2.618 |
11,403 |
1.618 |
11,239 |
1.000 |
11,138 |
0.618 |
11,075 |
HIGH |
10,974 |
0.618 |
10,911 |
0.500 |
10,892 |
0.382 |
10,873 |
LOW |
10,810 |
0.618 |
10,709 |
1.000 |
10,646 |
1.618 |
10,545 |
2.618 |
10,381 |
4.250 |
10,113 |
|
|
Fisher Pivots for day following 08-Oct-2010 |
Pivot |
1 day |
3 day |
R1 |
10,929 |
10,929 |
PP |
10,910 |
10,910 |
S1 |
10,892 |
10,892 |
|