Trading Metrics calculated at close of trading on 28-Oct-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Oct-2010 |
28-Oct-2010 |
Change |
Change % |
Previous Week |
Open |
11,127 |
11,070 |
-57 |
-0.5% |
11,011 |
High |
11,150 |
11,137 |
-13 |
-0.1% |
11,164 |
Low |
10,970 |
11,002 |
32 |
0.3% |
10,861 |
Close |
11,072 |
11,049 |
-23 |
-0.2% |
11,090 |
Range |
180 |
135 |
-45 |
-25.0% |
303 |
ATR |
141 |
140 |
0 |
-0.3% |
0 |
Volume |
138,869 |
125,275 |
-13,594 |
-9.8% |
673,815 |
|
Daily Pivots for day following 28-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,468 |
11,393 |
11,123 |
|
R3 |
11,333 |
11,258 |
11,086 |
|
R2 |
11,198 |
11,198 |
11,074 |
|
R1 |
11,123 |
11,123 |
11,062 |
11,093 |
PP |
11,063 |
11,063 |
11,063 |
11,048 |
S1 |
10,988 |
10,988 |
11,037 |
10,958 |
S2 |
10,928 |
10,928 |
11,024 |
|
S3 |
10,793 |
10,853 |
11,012 |
|
S4 |
10,658 |
10,718 |
10,975 |
|
|
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% |
118 |
1.1% |
34% |
False |
False |
109,690 |
10 |
11,200 |
10,861 |
339 |
3.1% |
146 |
1.3% |
55% |
False |
False |
129,484 |
20 |
11,200 |
10,638 |
562 |
5.1% |
138 |
1.3% |
73% |
False |
False |
128,165 |
40 |
11,200 |
10,166 |
1,034 |
9.4% |
133 |
1.2% |
85% |
False |
False |
115,704 |
60 |
11,200 |
9,844 |
1,356 |
12.3% |
145 |
1.3% |
89% |
False |
False |
77,206 |
80 |
11,200 |
9,844 |
1,356 |
12.3% |
148 |
1.3% |
89% |
False |
False |
57,923 |
100 |
11,200 |
9,452 |
1,748 |
15.8% |
147 |
1.3% |
91% |
False |
False |
46,349 |
120 |
11,200 |
9,452 |
1,748 |
15.8% |
138 |
1.2% |
91% |
False |
False |
38,625 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,711 |
2.618 |
11,491 |
1.618 |
11,356 |
1.000 |
11,272 |
0.618 |
11,221 |
HIGH |
11,137 |
0.618 |
11,086 |
0.500 |
11,070 |
0.382 |
11,054 |
LOW |
11,002 |
0.618 |
10,919 |
1.000 |
10,867 |
1.618 |
10,784 |
2.618 |
10,649 |
4.250 |
10,428 |
|
|
Fisher Pivots for day following 28-Oct-2010 |
Pivot |
1 day |
3 day |
R1 |
11,070 |
11,060 |
PP |
11,063 |
11,056 |
S1 |
11,056 |
11,053 |
|