Trading Metrics calculated at close of trading on 30-Sep-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Sep-2010 |
30-Sep-2010 |
Change |
Change % |
Previous Week |
Open |
10,857.98 |
10,836.04 |
-21.94 |
-0.2% |
10,608.08 |
High |
10,869.26 |
10,948.88 |
79.62 |
0.7% |
10,865.78 |
Low |
10,798.88 |
10,745.44 |
-53.44 |
-0.5% |
10,608.08 |
Close |
10,835.28 |
10,788.05 |
-47.23 |
-0.4% |
10,860.26 |
Range |
70.38 |
203.44 |
133.06 |
189.1% |
257.70 |
ATR |
122.38 |
128.17 |
5.79 |
4.7% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 30-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,437.78 |
11,316.35 |
10,899.94 |
|
R3 |
11,234.34 |
11,112.91 |
10,844.00 |
|
R2 |
11,030.90 |
11,030.90 |
10,825.35 |
|
R1 |
10,909.47 |
10,909.47 |
10,806.70 |
10,868.47 |
PP |
10,827.46 |
10,827.46 |
10,827.46 |
10,806.95 |
S1 |
10,706.03 |
10,706.03 |
10,769.40 |
10,665.03 |
S2 |
10,624.02 |
10,624.02 |
10,750.75 |
|
S3 |
10,420.58 |
10,502.59 |
10,732.10 |
|
S4 |
10,217.14 |
10,299.15 |
10,676.16 |
|
|
Weekly Pivots for week ending 24-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,551.14 |
11,463.40 |
11,002.00 |
|
R3 |
11,293.44 |
11,205.70 |
10,931.13 |
|
R2 |
11,035.74 |
11,035.74 |
10,907.51 |
|
R1 |
10,948.00 |
10,948.00 |
10,883.88 |
10,991.87 |
PP |
10,778.04 |
10,778.04 |
10,778.04 |
10,799.98 |
S1 |
10,690.30 |
10,690.30 |
10,836.64 |
10,734.17 |
S2 |
10,520.34 |
10,520.34 |
10,813.02 |
|
S3 |
10,262.64 |
10,432.60 |
10,789.39 |
|
S4 |
10,004.94 |
10,174.90 |
10,718.53 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
10,948.88 |
10,664.31 |
284.57 |
2.6% |
139.29 |
1.3% |
43% |
True |
False |
|
10 |
10,948.88 |
10,567.36 |
381.52 |
3.5% |
127.89 |
1.2% |
58% |
True |
False |
|
20 |
10,948.88 |
10,253.96 |
694.92 |
6.4% |
111.20 |
1.0% |
77% |
True |
False |
|
40 |
10,948.88 |
9,936.62 |
1,012.26 |
9.4% |
130.79 |
1.2% |
84% |
True |
False |
|
60 |
10,948.88 |
9,936.62 |
1,012.26 |
9.4% |
136.07 |
1.3% |
84% |
True |
False |
|
80 |
10,948.88 |
9,614.32 |
1,334.56 |
12.4% |
145.68 |
1.4% |
88% |
True |
False |
|
100 |
10,948.88 |
9,614.32 |
1,334.56 |
12.4% |
161.29 |
1.5% |
88% |
True |
False |
|
120 |
11,258.01 |
9,614.32 |
1,643.69 |
15.2% |
168.51 |
1.6% |
71% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,813.50 |
2.618 |
11,481.49 |
1.618 |
11,278.05 |
1.000 |
11,152.32 |
0.618 |
11,074.61 |
HIGH |
10,948.88 |
0.618 |
10,871.17 |
0.500 |
10,847.16 |
0.382 |
10,823.15 |
LOW |
10,745.44 |
0.618 |
10,619.71 |
1.000 |
10,542.00 |
1.618 |
10,416.27 |
2.618 |
10,212.83 |
4.250 |
9,880.82 |
|
|
Fisher Pivots for day following 30-Sep-2010 |
Pivot |
1 day |
3 day |
R1 |
10,847.16 |
10,838.76 |
PP |
10,827.46 |
10,821.86 |
S1 |
10,807.75 |
10,804.95 |
|