Trading Metrics calculated at close of trading on 26-Oct-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Oct-2010 |
26-Oct-2010 |
Change |
Change % |
Previous Week |
Open |
11,093 |
11,111 |
18 |
0.2% |
11,011 |
High |
11,200 |
11,135 |
-65 |
-0.6% |
11,164 |
Low |
11,086 |
11,037 |
-49 |
-0.4% |
10,861 |
Close |
11,115 |
11,124 |
9 |
0.1% |
11,090 |
Range |
114 |
98 |
-16 |
-14.0% |
303 |
ATR |
141 |
138 |
-3 |
-2.2% |
0 |
Volume |
110,830 |
100,721 |
-10,109 |
-9.1% |
673,815 |
|
Daily Pivots for day following 26-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,393 |
11,356 |
11,178 |
|
R3 |
11,295 |
11,258 |
11,151 |
|
R2 |
11,197 |
11,197 |
11,142 |
|
R1 |
11,160 |
11,160 |
11,133 |
11,179 |
PP |
11,099 |
11,099 |
11,099 |
11,108 |
S1 |
11,062 |
11,062 |
11,115 |
11,081 |
S2 |
11,001 |
11,001 |
11,106 |
|
S3 |
10,903 |
10,964 |
11,097 |
|
S4 |
10,805 |
10,866 |
11,070 |
|
|
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 |
10,903 |
297 |
2.7% |
125 |
1.1% |
74% |
False |
False |
116,694 |
10 |
11,200 |
10,861 |
339 |
3.0% |
142 |
1.3% |
78% |
False |
False |
128,373 |
20 |
11,200 |
10,638 |
562 |
5.1% |
138 |
1.2% |
86% |
False |
False |
130,753 |
40 |
11,200 |
9,844 |
1,356 |
12.2% |
136 |
1.2% |
94% |
False |
False |
109,132 |
60 |
11,200 |
9,844 |
1,356 |
12.2% |
143 |
1.3% |
94% |
False |
False |
72,806 |
80 |
11,200 |
9,452 |
1,748 |
15.7% |
152 |
1.4% |
96% |
False |
False |
54,622 |
100 |
11,200 |
9,452 |
1,748 |
15.7% |
147 |
1.3% |
96% |
False |
False |
43,708 |
120 |
11,200 |
9,452 |
1,748 |
15.7% |
138 |
1.2% |
96% |
False |
False |
36,424 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,552 |
2.618 |
11,392 |
1.618 |
11,294 |
1.000 |
11,233 |
0.618 |
11,196 |
HIGH |
11,135 |
0.618 |
11,098 |
0.500 |
11,086 |
0.382 |
11,075 |
LOW |
11,037 |
0.618 |
10,977 |
1.000 |
10,939 |
1.618 |
10,879 |
2.618 |
10,781 |
4.250 |
10,621 |
|
|
Fisher Pivots for day following 26-Oct-2010 |
Pivot |
1 day |
3 day |
R1 |
11,111 |
11,122 |
PP |
11,099 |
11,120 |
S1 |
11,086 |
11,119 |
|