Trading Metrics calculated at close of trading on 19-Oct-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Oct-2010 |
19-Oct-2010 |
Change |
Change % |
Previous Week |
Open |
11,011 |
11,044 |
33 |
0.3% |
10,951 |
High |
11,103 |
11,062 |
-41 |
-0.4% |
11,104 |
Low |
10,938 |
10,861 |
-77 |
-0.7% |
10,853 |
Close |
11,045 |
10,943 |
-102 |
-0.9% |
11,024 |
Range |
165 |
201 |
36 |
21.8% |
251 |
ATR |
140 |
145 |
4 |
3.1% |
0 |
Volume |
101,320 |
200,575 |
99,255 |
98.0% |
598,808 |
|
Daily Pivots for day following 19-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,558 |
11,452 |
11,054 |
|
R3 |
11,357 |
11,251 |
10,998 |
|
R2 |
11,156 |
11,156 |
10,980 |
|
R1 |
11,050 |
11,050 |
10,962 |
11,003 |
PP |
10,955 |
10,955 |
10,955 |
10,932 |
S1 |
10,849 |
10,849 |
10,925 |
10,802 |
S2 |
10,754 |
10,754 |
10,906 |
|
S3 |
10,553 |
10,648 |
10,888 |
|
S4 |
10,352 |
10,447 |
10,833 |
|
|
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 |
10,861 |
243 |
2.2% |
160 |
1.5% |
34% |
False |
True |
140,052 |
10 |
11,104 |
10,810 |
294 |
2.7% |
137 |
1.2% |
45% |
False |
False |
128,963 |
20 |
11,104 |
10,573 |
531 |
4.9% |
142 |
1.3% |
70% |
False |
False |
135,119 |
40 |
11,104 |
9,844 |
1,260 |
11.5% |
144 |
1.3% |
87% |
False |
False |
94,586 |
60 |
11,104 |
9,844 |
1,260 |
11.5% |
145 |
1.3% |
87% |
False |
False |
63,088 |
80 |
11,104 |
9,452 |
1,652 |
15.1% |
157 |
1.4% |
90% |
False |
False |
47,337 |
100 |
11,104 |
9,452 |
1,652 |
15.1% |
142 |
1.3% |
90% |
False |
False |
37,874 |
120 |
11,104 |
9,452 |
1,652 |
15.1% |
137 |
1.3% |
90% |
False |
False |
31,562 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,916 |
2.618 |
11,588 |
1.618 |
11,387 |
1.000 |
11,263 |
0.618 |
11,186 |
HIGH |
11,062 |
0.618 |
10,985 |
0.500 |
10,962 |
0.382 |
10,938 |
LOW |
10,861 |
0.618 |
10,737 |
1.000 |
10,660 |
1.618 |
10,536 |
2.618 |
10,335 |
4.250 |
10,007 |
|
|
Fisher Pivots for day following 19-Oct-2010 |
Pivot |
1 day |
3 day |
R1 |
10,962 |
10,983 |
PP |
10,955 |
10,969 |
S1 |
10,949 |
10,956 |
|