Trading Metrics calculated at close of trading on 12-Oct-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Oct-2010 |
12-Oct-2010 |
Change |
Change % |
Previous Week |
Open |
10,951 |
10,960 |
9 |
0.1% |
10,771 |
High |
10,984 |
10,997 |
13 |
0.1% |
10,974 |
Low |
10,921 |
10,853 |
-68 |
-0.6% |
10,638 |
Close |
10,963 |
10,957 |
-6 |
-0.1% |
10,947 |
Range |
63 |
144 |
81 |
128.6% |
336 |
ATR |
137 |
137 |
1 |
0.4% |
0 |
Volume |
67,778 |
132,661 |
64,883 |
95.7% |
672,660 |
|
Daily Pivots for day following 12-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,368 |
11,306 |
11,036 |
|
R3 |
11,224 |
11,162 |
10,997 |
|
R2 |
11,080 |
11,080 |
10,984 |
|
R1 |
11,018 |
11,018 |
10,970 |
10,977 |
PP |
10,936 |
10,936 |
10,936 |
10,915 |
S1 |
10,874 |
10,874 |
10,944 |
10,833 |
S2 |
10,792 |
10,792 |
10,931 |
|
S3 |
10,648 |
10,730 |
10,918 |
|
S4 |
10,504 |
10,586 |
10,878 |
|
|
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 |
10,997 |
10,810 |
187 |
1.7% |
114 |
1.0% |
79% |
True |
False |
117,873 |
10 |
10,997 |
10,638 |
359 |
3.3% |
133 |
1.2% |
89% |
True |
False |
133,133 |
20 |
10,997 |
10,405 |
592 |
5.4% |
136 |
1.2% |
93% |
True |
False |
132,930 |
40 |
10,997 |
9,844 |
1,153 |
10.5% |
145 |
1.3% |
97% |
True |
False |
77,094 |
60 |
10,997 |
9,844 |
1,153 |
10.5% |
148 |
1.4% |
97% |
True |
False |
51,424 |
80 |
10,997 |
9,452 |
1,545 |
14.1% |
158 |
1.4% |
97% |
True |
False |
38,588 |
100 |
10,997 |
9,452 |
1,545 |
14.1% |
138 |
1.3% |
97% |
True |
False |
30,871 |
120 |
11,033 |
9,452 |
1,581 |
14.4% |
133 |
1.2% |
95% |
False |
False |
25,726 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,609 |
2.618 |
11,374 |
1.618 |
11,230 |
1.000 |
11,141 |
0.618 |
11,086 |
HIGH |
10,997 |
0.618 |
10,942 |
0.500 |
10,925 |
0.382 |
10,908 |
LOW |
10,853 |
0.618 |
10,764 |
1.000 |
10,709 |
1.618 |
10,620 |
2.618 |
10,476 |
4.250 |
10,241 |
|
|
Fisher Pivots for day following 12-Oct-2010 |
Pivot |
1 day |
3 day |
R1 |
10,946 |
10,939 |
PP |
10,936 |
10,921 |
S1 |
10,925 |
10,904 |
|