Trading Metrics calculated at close of trading on 05-Oct-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Oct-2010 |
05-Oct-2010 |
Change |
Change % |
Previous Week |
Open |
10,828.85 |
10,752.78 |
-76.07 |
-0.7% |
10,860.03 |
High |
10,853.71 |
10,965.61 |
111.90 |
1.0% |
10,948.88 |
Low |
10,711.12 |
10,752.63 |
41.51 |
0.4% |
10,728.64 |
Close |
10,751.27 |
10,944.72 |
193.45 |
1.8% |
10,829.68 |
Range |
142.59 |
212.98 |
70.39 |
49.4% |
220.24 |
ATR |
126.40 |
132.68 |
6.28 |
5.0% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 05-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,526.59 |
11,448.64 |
11,061.86 |
|
R3 |
11,313.61 |
11,235.66 |
11,003.29 |
|
R2 |
11,100.63 |
11,100.63 |
10,983.77 |
|
R1 |
11,022.68 |
11,022.68 |
10,964.24 |
11,061.66 |
PP |
10,887.65 |
10,887.65 |
10,887.65 |
10,907.14 |
S1 |
10,809.70 |
10,809.70 |
10,925.20 |
10,848.68 |
S2 |
10,674.67 |
10,674.67 |
10,905.67 |
|
S3 |
10,461.69 |
10,596.72 |
10,886.15 |
|
S4 |
10,248.71 |
10,383.74 |
10,827.58 |
|
|
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 |
10,965.61 |
10,711.12 |
254.49 |
2.3% |
143.06 |
1.3% |
92% |
True |
False |
|
10 |
10,965.61 |
10,640.92 |
324.69 |
3.0% |
135.59 |
1.2% |
94% |
True |
False |
|
20 |
10,965.61 |
10,335.69 |
629.92 |
5.8% |
117.77 |
1.1% |
97% |
True |
False |
|
40 |
10,965.61 |
9,936.62 |
1,028.99 |
9.4% |
134.55 |
1.2% |
98% |
True |
False |
|
60 |
10,965.61 |
9,936.62 |
1,028.99 |
9.4% |
138.80 |
1.3% |
98% |
True |
False |
|
80 |
10,965.61 |
9,614.32 |
1,351.29 |
12.3% |
143.51 |
1.3% |
98% |
True |
False |
|
100 |
10,965.61 |
9,614.32 |
1,351.29 |
12.3% |
160.66 |
1.5% |
98% |
True |
False |
|
120 |
11,258.01 |
9,614.32 |
1,643.69 |
15.0% |
170.07 |
1.6% |
81% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,870.78 |
2.618 |
11,523.19 |
1.618 |
11,310.21 |
1.000 |
11,178.59 |
0.618 |
11,097.23 |
HIGH |
10,965.61 |
0.618 |
10,884.25 |
0.500 |
10,859.12 |
0.382 |
10,833.99 |
LOW |
10,752.63 |
0.618 |
10,621.01 |
1.000 |
10,539.65 |
1.618 |
10,408.03 |
2.618 |
10,195.05 |
4.250 |
9,847.47 |
|
|
Fisher Pivots for day following 05-Oct-2010 |
Pivot |
1 day |
3 day |
R1 |
10,916.19 |
10,909.27 |
PP |
10,887.65 |
10,873.82 |
S1 |
10,859.12 |
10,838.37 |
|