Trading Metrics calculated at close of trading on 04-Oct-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Oct-2010 |
04-Oct-2010 |
Change |
Change % |
Previous Week |
Open |
10,789.72 |
10,828.85 |
39.13 |
0.4% |
10,860.03 |
High |
10,866.54 |
10,853.71 |
-12.83 |
-0.1% |
10,948.88 |
Low |
10,780.64 |
10,711.12 |
-69.52 |
-0.6% |
10,728.64 |
Close |
10,829.68 |
10,751.27 |
-78.41 |
-0.7% |
10,829.68 |
Range |
85.90 |
142.59 |
56.69 |
66.0% |
220.24 |
ATR |
125.15 |
126.40 |
1.25 |
1.0% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 04-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,199.80 |
11,118.13 |
10,829.69 |
|
R3 |
11,057.21 |
10,975.54 |
10,790.48 |
|
R2 |
10,914.62 |
10,914.62 |
10,777.41 |
|
R1 |
10,832.95 |
10,832.95 |
10,764.34 |
10,802.49 |
PP |
10,772.03 |
10,772.03 |
10,772.03 |
10,756.81 |
S1 |
10,690.36 |
10,690.36 |
10,738.20 |
10,659.90 |
S2 |
10,629.44 |
10,629.44 |
10,725.13 |
|
S3 |
10,486.85 |
10,547.77 |
10,712.06 |
|
S4 |
10,344.26 |
10,405.18 |
10,672.85 |
|
|
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 |
10,711.12 |
237.76 |
2.2% |
131.98 |
1.2% |
17% |
False |
True |
|
10 |
10,948.88 |
10,640.92 |
307.96 |
2.9% |
125.86 |
1.2% |
36% |
False |
False |
|
20 |
10,948.88 |
10,332.40 |
616.48 |
5.7% |
112.84 |
1.0% |
68% |
False |
False |
|
40 |
10,948.88 |
9,936.62 |
1,012.26 |
9.4% |
130.99 |
1.2% |
80% |
False |
False |
|
60 |
10,948.88 |
9,936.62 |
1,012.26 |
9.4% |
136.48 |
1.3% |
80% |
False |
False |
|
80 |
10,948.88 |
9,614.32 |
1,334.56 |
12.4% |
142.51 |
1.3% |
85% |
False |
False |
|
100 |
10,948.88 |
9,614.32 |
1,334.56 |
12.4% |
160.02 |
1.5% |
85% |
False |
False |
|
120 |
11,258.01 |
9,614.32 |
1,643.69 |
15.3% |
168.79 |
1.6% |
69% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,459.72 |
2.618 |
11,227.01 |
1.618 |
11,084.42 |
1.000 |
10,996.30 |
0.618 |
10,941.83 |
HIGH |
10,853.71 |
0.618 |
10,799.24 |
0.500 |
10,782.42 |
0.382 |
10,765.59 |
LOW |
10,711.12 |
0.618 |
10,623.00 |
1.000 |
10,568.53 |
1.618 |
10,480.41 |
2.618 |
10,337.82 |
4.250 |
10,105.11 |
|
|
Fisher Pivots for day following 04-Oct-2010 |
Pivot |
1 day |
3 day |
R1 |
10,782.42 |
10,830.00 |
PP |
10,772.03 |
10,803.76 |
S1 |
10,761.65 |
10,777.51 |
|