Trading Metrics calculated at close of trading on 27-Oct-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Oct-2010 |
27-Oct-2010 |
Change |
Change % |
Previous Week |
Open |
11,111 |
11,127 |
16 |
0.1% |
11,011 |
High |
11,135 |
11,150 |
15 |
0.1% |
11,164 |
Low |
11,037 |
10,970 |
-67 |
-0.6% |
10,861 |
Close |
11,124 |
11,072 |
-52 |
-0.5% |
11,090 |
Range |
98 |
180 |
82 |
83.7% |
303 |
ATR |
138 |
141 |
3 |
2.2% |
0 |
Volume |
100,721 |
138,869 |
38,148 |
37.9% |
673,815 |
|
Daily Pivots for day following 27-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,604 |
11,518 |
11,171 |
|
R3 |
11,424 |
11,338 |
11,122 |
|
R2 |
11,244 |
11,244 |
11,105 |
|
R1 |
11,158 |
11,158 |
11,089 |
11,111 |
PP |
11,064 |
11,064 |
11,064 |
11,041 |
S1 |
10,978 |
10,978 |
11,056 |
10,931 |
S2 |
10,884 |
10,884 |
11,039 |
|
S3 |
10,704 |
10,798 |
11,023 |
|
S4 |
10,524 |
10,618 |
10,973 |
|
|
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 |
10,970 |
230 |
2.1% |
121 |
1.1% |
44% |
False |
True |
114,899 |
10 |
11,200 |
10,861 |
339 |
3.1% |
146 |
1.3% |
62% |
False |
False |
130,454 |
20 |
11,200 |
10,638 |
562 |
5.1% |
142 |
1.3% |
77% |
False |
False |
131,209 |
40 |
11,200 |
9,955 |
1,245 |
11.2% |
136 |
1.2% |
90% |
False |
False |
112,585 |
60 |
11,200 |
9,844 |
1,356 |
12.2% |
145 |
1.3% |
91% |
False |
False |
75,119 |
80 |
11,200 |
9,557 |
1,643 |
14.8% |
151 |
1.4% |
92% |
False |
False |
56,357 |
100 |
11,200 |
9,452 |
1,748 |
15.8% |
148 |
1.3% |
93% |
False |
False |
45,096 |
120 |
11,200 |
9,452 |
1,748 |
15.8% |
138 |
1.2% |
93% |
False |
False |
37,581 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,915 |
2.618 |
11,621 |
1.618 |
11,441 |
1.000 |
11,330 |
0.618 |
11,261 |
HIGH |
11,150 |
0.618 |
11,081 |
0.500 |
11,060 |
0.382 |
11,039 |
LOW |
10,970 |
0.618 |
10,859 |
1.000 |
10,790 |
1.618 |
10,679 |
2.618 |
10,499 |
4.250 |
10,205 |
|
|
Fisher Pivots for day following 27-Oct-2010 |
Pivot |
1 day |
3 day |
R1 |
11,068 |
11,085 |
PP |
11,064 |
11,081 |
S1 |
11,060 |
11,076 |
|