Trading Metrics calculated at close of trading on 22-Oct-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Oct-2010 |
22-Oct-2010 |
Change |
Change % |
Previous Week |
Open |
11,061 |
11,085 |
24 |
0.2% |
11,011 |
High |
11,164 |
11,123 |
-41 |
-0.4% |
11,164 |
Low |
11,014 |
11,060 |
46 |
0.4% |
10,861 |
Close |
11,083 |
11,090 |
7 |
0.1% |
11,090 |
Range |
150 |
63 |
-87 |
-58.0% |
303 |
ATR |
149 |
143 |
-6 |
-4.1% |
0 |
Volume |
151,316 |
72,759 |
-78,557 |
-51.9% |
673,815 |
|
Daily Pivots for day following 22-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,280 |
11,248 |
11,125 |
|
R3 |
11,217 |
11,185 |
11,107 |
|
R2 |
11,154 |
11,154 |
11,102 |
|
R1 |
11,122 |
11,122 |
11,096 |
11,138 |
PP |
11,091 |
11,091 |
11,091 |
11,099 |
S1 |
11,059 |
11,059 |
11,084 |
11,075 |
S2 |
11,028 |
11,028 |
11,079 |
|
S3 |
10,965 |
10,996 |
11,073 |
|
S4 |
10,902 |
10,933 |
11,055 |
|
|
Weekly Pivots for week ending 22-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,947 |
11,822 |
11,257 |
|
R3 |
11,644 |
11,519 |
11,173 |
|
R2 |
11,341 |
11,341 |
11,146 |
|
R1 |
11,216 |
11,216 |
11,118 |
11,279 |
PP |
11,038 |
11,038 |
11,038 |
11,070 |
S1 |
10,913 |
10,913 |
11,062 |
10,976 |
S2 |
10,735 |
10,735 |
11,035 |
|
S3 |
10,432 |
10,610 |
11,007 |
|
S4 |
10,129 |
10,307 |
10,923 |
|
|
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% |
156 |
1.4% |
76% |
False |
False |
134,763 |
10 |
11,164 |
10,853 |
311 |
2.8% |
142 |
1.3% |
76% |
False |
False |
127,262 |
20 |
11,164 |
10,638 |
526 |
4.7% |
141 |
1.3% |
86% |
False |
False |
133,101 |
40 |
11,164 |
9,844 |
1,320 |
11.9% |
142 |
1.3% |
94% |
False |
False |
103,864 |
60 |
11,164 |
9,844 |
1,320 |
11.9% |
145 |
1.3% |
94% |
False |
False |
69,285 |
80 |
11,164 |
9,452 |
1,712 |
15.4% |
154 |
1.4% |
96% |
False |
False |
51,981 |
100 |
11,164 |
9,452 |
1,712 |
15.4% |
145 |
1.3% |
96% |
False |
False |
41,592 |
120 |
11,164 |
9,452 |
1,712 |
15.4% |
140 |
1.3% |
96% |
False |
False |
34,661 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,391 |
2.618 |
11,288 |
1.618 |
11,225 |
1.000 |
11,186 |
0.618 |
11,162 |
HIGH |
11,123 |
0.618 |
11,099 |
0.500 |
11,092 |
0.382 |
11,084 |
LOW |
11,060 |
0.618 |
11,021 |
1.000 |
10,997 |
1.618 |
10,958 |
2.618 |
10,895 |
4.250 |
10,792 |
|
|
Fisher Pivots for day following 22-Oct-2010 |
Pivot |
1 day |
3 day |
R1 |
11,092 |
11,071 |
PP |
11,091 |
11,052 |
S1 |
11,091 |
11,034 |
|