Trading Metrics calculated at close of trading on 15-Oct-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Oct-2010 |
15-Oct-2010 |
Change |
Change % |
Previous Week |
Open |
11,045 |
11,058 |
13 |
0.1% |
10,951 |
High |
11,099 |
11,104 |
5 |
0.0% |
11,104 |
Low |
10,965 |
10,953 |
-12 |
-0.1% |
10,853 |
Close |
11,052 |
11,024 |
-28 |
-0.3% |
11,024 |
Range |
134 |
151 |
17 |
12.7% |
251 |
ATR |
138 |
139 |
1 |
0.7% |
0 |
Volume |
134,975 |
145,339 |
10,364 |
7.7% |
598,808 |
|
Daily Pivots for day following 15-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,480 |
11,403 |
11,107 |
|
R3 |
11,329 |
11,252 |
11,066 |
|
R2 |
11,178 |
11,178 |
11,052 |
|
R1 |
11,101 |
11,101 |
11,038 |
11,064 |
PP |
11,027 |
11,027 |
11,027 |
11,009 |
S1 |
10,950 |
10,950 |
11,010 |
10,913 |
S2 |
10,876 |
10,876 |
10,996 |
|
S3 |
10,725 |
10,799 |
10,983 |
|
S4 |
10,574 |
10,648 |
10,941 |
|
|
Weekly Pivots for week ending 15-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,747 |
11,636 |
11,162 |
|
R3 |
11,496 |
11,385 |
11,093 |
|
R2 |
11,245 |
11,245 |
11,070 |
|
R1 |
11,134 |
11,134 |
11,047 |
11,190 |
PP |
10,994 |
10,994 |
10,994 |
11,021 |
S1 |
10,883 |
10,883 |
11,001 |
10,939 |
S2 |
10,743 |
10,743 |
10,978 |
|
S3 |
10,492 |
10,632 |
10,955 |
|
S4 |
10,241 |
10,381 |
10,886 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
11,104 |
10,853 |
251 |
2.3% |
128 |
1.2% |
68% |
True |
False |
119,761 |
10 |
11,104 |
10,638 |
466 |
4.2% |
137 |
1.2% |
83% |
True |
False |
127,146 |
20 |
11,104 |
10,513 |
591 |
5.4% |
140 |
1.3% |
86% |
True |
False |
132,745 |
40 |
11,104 |
9,844 |
1,260 |
11.4% |
141 |
1.3% |
94% |
True |
False |
87,047 |
60 |
11,104 |
9,844 |
1,260 |
11.4% |
144 |
1.3% |
94% |
True |
False |
58,059 |
80 |
11,104 |
9,452 |
1,652 |
15.0% |
156 |
1.4% |
95% |
True |
False |
43,565 |
100 |
11,104 |
9,452 |
1,652 |
15.0% |
140 |
1.3% |
95% |
True |
False |
34,855 |
120 |
11,104 |
9,452 |
1,652 |
15.0% |
135 |
1.2% |
95% |
True |
False |
29,046 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,746 |
2.618 |
11,499 |
1.618 |
11,348 |
1.000 |
11,255 |
0.618 |
11,197 |
HIGH |
11,104 |
0.618 |
11,046 |
0.500 |
11,029 |
0.382 |
11,011 |
LOW |
10,953 |
0.618 |
10,860 |
1.000 |
10,802 |
1.618 |
10,709 |
2.618 |
10,558 |
4.250 |
10,311 |
|
|
Fisher Pivots for day following 15-Oct-2010 |
Pivot |
1 day |
3 day |
R1 |
11,029 |
11,028 |
PP |
11,027 |
11,027 |
S1 |
11,026 |
11,025 |
|