Trading Metrics calculated at close of trading on 01-Oct-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Sep-2010 |
01-Oct-2010 |
Change |
Change % |
Previous Week |
Open |
10,836.04 |
10,789.72 |
-46.32 |
-0.4% |
10,860.03 |
High |
10,948.88 |
10,866.54 |
-82.34 |
-0.8% |
10,948.88 |
Low |
10,745.44 |
10,780.64 |
35.20 |
0.3% |
10,728.64 |
Close |
10,788.05 |
10,829.68 |
41.63 |
0.4% |
10,829.68 |
Range |
203.44 |
85.90 |
-117.54 |
-57.8% |
220.24 |
ATR |
128.17 |
125.15 |
-3.02 |
-2.4% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 01-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,083.32 |
11,042.40 |
10,876.93 |
|
R3 |
10,997.42 |
10,956.50 |
10,853.30 |
|
R2 |
10,911.52 |
10,911.52 |
10,845.43 |
|
R1 |
10,870.60 |
10,870.60 |
10,837.55 |
10,891.06 |
PP |
10,825.62 |
10,825.62 |
10,825.62 |
10,835.85 |
S1 |
10,784.70 |
10,784.70 |
10,821.81 |
10,805.16 |
S2 |
10,739.72 |
10,739.72 |
10,813.93 |
|
S3 |
10,653.82 |
10,698.80 |
10,806.06 |
|
S4 |
10,567.92 |
10,612.90 |
10,782.44 |
|
|
Weekly Pivots for week ending 01-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,496.45 |
11,383.31 |
10,950.81 |
|
R3 |
11,276.21 |
11,163.07 |
10,890.25 |
|
R2 |
11,055.97 |
11,055.97 |
10,870.06 |
|
R1 |
10,942.83 |
10,942.83 |
10,849.87 |
10,889.28 |
PP |
10,835.73 |
10,835.73 |
10,835.73 |
10,808.96 |
S1 |
10,722.59 |
10,722.59 |
10,809.49 |
10,669.04 |
S2 |
10,615.49 |
10,615.49 |
10,789.30 |
|
S3 |
10,395.25 |
10,502.35 |
10,769.11 |
|
S4 |
10,175.01 |
10,282.11 |
10,708.55 |
|
|
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 |
10,728.64 |
220.24 |
2.0% |
116.17 |
1.1% |
46% |
False |
False |
|
10 |
10,948.88 |
10,608.08 |
340.80 |
3.1% |
128.20 |
1.2% |
65% |
False |
False |
|
20 |
10,948.88 |
10,321.84 |
627.04 |
5.8% |
112.18 |
1.0% |
81% |
False |
False |
|
40 |
10,948.88 |
9,936.62 |
1,012.26 |
9.3% |
131.26 |
1.2% |
88% |
False |
False |
|
60 |
10,948.88 |
9,936.62 |
1,012.26 |
9.3% |
135.49 |
1.3% |
88% |
False |
False |
|
80 |
10,948.88 |
9,614.32 |
1,334.56 |
12.3% |
144.28 |
1.3% |
91% |
False |
False |
|
100 |
10,948.88 |
9,614.32 |
1,334.56 |
12.3% |
160.26 |
1.5% |
91% |
False |
False |
|
120 |
11,258.01 |
9,614.32 |
1,643.69 |
15.2% |
168.47 |
1.6% |
74% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,231.62 |
2.618 |
11,091.43 |
1.618 |
11,005.53 |
1.000 |
10,952.44 |
0.618 |
10,919.63 |
HIGH |
10,866.54 |
0.618 |
10,833.73 |
0.500 |
10,823.59 |
0.382 |
10,813.45 |
LOW |
10,780.64 |
0.618 |
10,727.55 |
1.000 |
10,694.74 |
1.618 |
10,641.65 |
2.618 |
10,555.75 |
4.250 |
10,415.57 |
|
|
Fisher Pivots for day following 01-Oct-2010 |
Pivot |
1 day |
3 day |
R1 |
10,827.65 |
10,847.16 |
PP |
10,825.62 |
10,841.33 |
S1 |
10,823.59 |
10,835.51 |
|