Trading Metrics calculated at close of trading on 21-Oct-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Oct-2010 |
21-Oct-2010 |
Change |
Change % |
Previous Week |
Open |
10,939 |
11,061 |
122 |
1.1% |
10,951 |
High |
11,102 |
11,164 |
62 |
0.6% |
11,104 |
Low |
10,903 |
11,014 |
111 |
1.0% |
10,853 |
Close |
11,063 |
11,083 |
20 |
0.2% |
11,024 |
Range |
199 |
150 |
-49 |
-24.6% |
251 |
ATR |
149 |
149 |
0 |
0.1% |
0 |
Volume |
147,845 |
151,316 |
3,471 |
2.3% |
598,808 |
|
Daily Pivots for day following 21-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,537 |
11,460 |
11,166 |
|
R3 |
11,387 |
11,310 |
11,124 |
|
R2 |
11,237 |
11,237 |
11,111 |
|
R1 |
11,160 |
11,160 |
11,097 |
11,199 |
PP |
11,087 |
11,087 |
11,087 |
11,106 |
S1 |
11,010 |
11,010 |
11,069 |
11,049 |
S2 |
10,937 |
10,937 |
11,056 |
|
S3 |
10,787 |
10,860 |
11,042 |
|
S4 |
10,637 |
10,710 |
11,001 |
|
|
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 |
11,164 |
10,861 |
303 |
2.7% |
173 |
1.6% |
73% |
True |
False |
149,279 |
10 |
11,164 |
10,810 |
354 |
3.2% |
152 |
1.4% |
77% |
True |
False |
132,958 |
20 |
11,164 |
10,591 |
573 |
5.2% |
148 |
1.3% |
86% |
True |
False |
135,699 |
40 |
11,164 |
9,844 |
1,320 |
11.9% |
144 |
1.3% |
94% |
True |
False |
102,054 |
60 |
11,164 |
9,844 |
1,320 |
11.9% |
148 |
1.3% |
94% |
True |
False |
68,073 |
80 |
11,164 |
9,452 |
1,712 |
15.4% |
156 |
1.4% |
95% |
True |
False |
51,075 |
100 |
11,164 |
9,452 |
1,712 |
15.4% |
145 |
1.3% |
95% |
True |
False |
40,865 |
120 |
11,164 |
9,452 |
1,712 |
15.4% |
140 |
1.3% |
95% |
True |
False |
34,055 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,802 |
2.618 |
11,557 |
1.618 |
11,407 |
1.000 |
11,314 |
0.618 |
11,257 |
HIGH |
11,164 |
0.618 |
11,107 |
0.500 |
11,089 |
0.382 |
11,071 |
LOW |
11,014 |
0.618 |
10,921 |
1.000 |
10,864 |
1.618 |
10,771 |
2.618 |
10,621 |
4.250 |
10,377 |
|
|
Fisher Pivots for day following 21-Oct-2010 |
Pivot |
1 day |
3 day |
R1 |
11,089 |
11,060 |
PP |
11,087 |
11,036 |
S1 |
11,085 |
11,013 |
|