Trading Metrics calculated at close of trading on 29-Oct-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Oct-2010 |
29-Oct-2010 |
Change |
Change % |
Previous Week |
Open |
11,070 |
11,054 |
-16 |
-0.1% |
11,093 |
High |
11,137 |
11,083 |
-54 |
-0.5% |
11,200 |
Low |
11,002 |
10,996 |
-6 |
-0.1% |
10,970 |
Close |
11,049 |
11,066 |
17 |
0.2% |
11,066 |
Range |
135 |
87 |
-48 |
-35.6% |
230 |
ATR |
140 |
136 |
-4 |
-2.7% |
0 |
Volume |
125,275 |
103,634 |
-21,641 |
-17.3% |
579,329 |
|
Daily Pivots for day following 29-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,309 |
11,275 |
11,114 |
|
R3 |
11,222 |
11,188 |
11,090 |
|
R2 |
11,135 |
11,135 |
11,082 |
|
R1 |
11,101 |
11,101 |
11,074 |
11,118 |
PP |
11,048 |
11,048 |
11,048 |
11,057 |
S1 |
11,014 |
11,014 |
11,058 |
11,031 |
S2 |
10,961 |
10,961 |
11,050 |
|
S3 |
10,874 |
10,927 |
11,042 |
|
S4 |
10,787 |
10,840 |
11,018 |
|
|
Weekly Pivots for week ending 29-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,769 |
11,647 |
11,193 |
|
R3 |
11,539 |
11,417 |
11,129 |
|
R2 |
11,309 |
11,309 |
11,108 |
|
R1 |
11,187 |
11,187 |
11,087 |
11,133 |
PP |
11,079 |
11,079 |
11,079 |
11,052 |
S1 |
10,957 |
10,957 |
11,045 |
10,903 |
S2 |
10,849 |
10,849 |
11,024 |
|
S3 |
10,619 |
10,727 |
11,003 |
|
S4 |
10,389 |
10,497 |
10,940 |
|
|
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% |
123 |
1.1% |
42% |
False |
False |
115,865 |
10 |
11,200 |
10,861 |
339 |
3.1% |
139 |
1.3% |
60% |
False |
False |
125,314 |
20 |
11,200 |
10,638 |
562 |
5.1% |
138 |
1.2% |
76% |
False |
False |
126,230 |
40 |
11,200 |
10,222 |
978 |
8.8% |
133 |
1.2% |
86% |
False |
False |
118,274 |
60 |
11,200 |
9,844 |
1,356 |
12.3% |
145 |
1.3% |
90% |
False |
False |
78,932 |
80 |
11,200 |
9,844 |
1,356 |
12.3% |
147 |
1.3% |
90% |
False |
False |
59,217 |
100 |
11,200 |
9,452 |
1,748 |
15.8% |
148 |
1.3% |
92% |
False |
False |
47,385 |
120 |
11,200 |
9,452 |
1,748 |
15.8% |
137 |
1.2% |
92% |
False |
False |
39,488 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,453 |
2.618 |
11,311 |
1.618 |
11,224 |
1.000 |
11,170 |
0.618 |
11,137 |
HIGH |
11,083 |
0.618 |
11,050 |
0.500 |
11,040 |
0.382 |
11,029 |
LOW |
10,996 |
0.618 |
10,942 |
1.000 |
10,909 |
1.618 |
10,855 |
2.618 |
10,768 |
4.250 |
10,626 |
|
|
Fisher Pivots for day following 29-Oct-2010 |
Pivot |
1 day |
3 day |
R1 |
11,057 |
11,064 |
PP |
11,048 |
11,062 |
S1 |
11,040 |
11,060 |
|