Trading Metrics calculated at close of trading on 25-Oct-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Oct-2010 |
25-Oct-2010 |
Change |
Change % |
Previous Week |
Open |
11,085 |
11,093 |
8 |
0.1% |
11,011 |
High |
11,123 |
11,200 |
77 |
0.7% |
11,164 |
Low |
11,060 |
11,086 |
26 |
0.2% |
10,861 |
Close |
11,090 |
11,115 |
25 |
0.2% |
11,090 |
Range |
63 |
114 |
51 |
81.0% |
303 |
ATR |
143 |
141 |
-2 |
-1.4% |
0 |
Volume |
72,759 |
110,830 |
38,071 |
52.3% |
673,815 |
|
Daily Pivots for day following 25-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,476 |
11,409 |
11,178 |
|
R3 |
11,362 |
11,295 |
11,146 |
|
R2 |
11,248 |
11,248 |
11,136 |
|
R1 |
11,181 |
11,181 |
11,126 |
11,215 |
PP |
11,134 |
11,134 |
11,134 |
11,150 |
S1 |
11,067 |
11,067 |
11,105 |
11,101 |
S2 |
11,020 |
11,020 |
11,094 |
|
S3 |
10,906 |
10,953 |
11,084 |
|
S4 |
10,792 |
10,839 |
11,052 |
|
|
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 |
11,200 |
10,861 |
339 |
3.0% |
146 |
1.3% |
75% |
True |
False |
136,665 |
10 |
11,200 |
10,853 |
347 |
3.1% |
147 |
1.3% |
76% |
True |
False |
131,567 |
20 |
11,200 |
10,638 |
562 |
5.1% |
141 |
1.3% |
85% |
True |
False |
133,552 |
40 |
11,200 |
9,844 |
1,356 |
12.2% |
139 |
1.2% |
94% |
True |
False |
106,628 |
60 |
11,200 |
9,844 |
1,356 |
12.2% |
145 |
1.3% |
94% |
True |
False |
71,129 |
80 |
11,200 |
9,452 |
1,748 |
15.7% |
153 |
1.4% |
95% |
True |
False |
53,365 |
100 |
11,200 |
9,452 |
1,748 |
15.7% |
146 |
1.3% |
95% |
True |
False |
42,701 |
120 |
11,200 |
9,452 |
1,748 |
15.7% |
141 |
1.3% |
95% |
True |
False |
35,585 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,685 |
2.618 |
11,499 |
1.618 |
11,385 |
1.000 |
11,314 |
0.618 |
11,271 |
HIGH |
11,200 |
0.618 |
11,157 |
0.500 |
11,143 |
0.382 |
11,130 |
LOW |
11,086 |
0.618 |
11,016 |
1.000 |
10,972 |
1.618 |
10,902 |
2.618 |
10,788 |
4.250 |
10,602 |
|
|
Fisher Pivots for day following 25-Oct-2010 |
Pivot |
1 day |
3 day |
R1 |
11,143 |
11,112 |
PP |
11,134 |
11,110 |
S1 |
11,124 |
11,107 |
|