Trading Metrics calculated at close of trading on 11-Oct-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Oct-2010 |
11-Oct-2010 |
Change |
Change % |
Previous Week |
Open |
10,913 |
10,951 |
38 |
0.3% |
10,771 |
High |
10,974 |
10,984 |
10 |
0.1% |
10,974 |
Low |
10,810 |
10,921 |
111 |
1.0% |
10,638 |
Close |
10,947 |
10,963 |
16 |
0.1% |
10,947 |
Range |
164 |
63 |
-101 |
-61.6% |
336 |
ATR |
142 |
137 |
-6 |
-4.0% |
0 |
Volume |
129,720 |
67,778 |
-61,942 |
-47.8% |
672,660 |
|
Daily Pivots for day following 11-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,145 |
11,117 |
10,998 |
|
R3 |
11,082 |
11,054 |
10,980 |
|
R2 |
11,019 |
11,019 |
10,975 |
|
R1 |
10,991 |
10,991 |
10,969 |
11,005 |
PP |
10,956 |
10,956 |
10,956 |
10,963 |
S1 |
10,928 |
10,928 |
10,957 |
10,942 |
S2 |
10,893 |
10,893 |
10,952 |
|
S3 |
10,830 |
10,865 |
10,946 |
|
S4 |
10,767 |
10,802 |
10,928 |
|
|
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 |
10,984 |
10,690 |
294 |
2.7% |
127 |
1.2% |
93% |
True |
False |
122,295 |
10 |
10,984 |
10,638 |
346 |
3.2% |
135 |
1.2% |
94% |
True |
False |
135,537 |
20 |
10,984 |
10,405 |
579 |
5.3% |
133 |
1.2% |
96% |
True |
False |
134,686 |
40 |
10,984 |
9,844 |
1,140 |
10.4% |
144 |
1.3% |
98% |
True |
False |
73,779 |
60 |
10,984 |
9,844 |
1,140 |
10.4% |
148 |
1.3% |
98% |
True |
False |
49,214 |
80 |
10,984 |
9,452 |
1,532 |
14.0% |
156 |
1.4% |
99% |
True |
False |
36,929 |
100 |
10,984 |
9,452 |
1,532 |
14.0% |
138 |
1.3% |
99% |
True |
False |
29,544 |
120 |
11,033 |
9,452 |
1,581 |
14.4% |
133 |
1.2% |
96% |
False |
False |
24,621 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,252 |
2.618 |
11,149 |
1.618 |
11,086 |
1.000 |
11,047 |
0.618 |
11,023 |
HIGH |
10,984 |
0.618 |
10,960 |
0.500 |
10,953 |
0.382 |
10,945 |
LOW |
10,921 |
0.618 |
10,882 |
1.000 |
10,858 |
1.618 |
10,819 |
2.618 |
10,756 |
4.250 |
10,653 |
|
|
Fisher Pivots for day following 11-Oct-2010 |
Pivot |
1 day |
3 day |
R1 |
10,960 |
10,941 |
PP |
10,956 |
10,919 |
S1 |
10,953 |
10,897 |
|