Trading Metrics calculated at close of trading on 06-Oct-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Oct-2010 |
06-Oct-2010 |
Change |
Change % |
Previous Week |
Open |
10,752.78 |
10,936.79 |
184.01 |
1.7% |
10,860.03 |
High |
10,965.61 |
10,974.16 |
8.55 |
0.1% |
10,948.88 |
Low |
10,752.63 |
10,918.57 |
165.94 |
1.5% |
10,728.64 |
Close |
10,944.72 |
10,967.65 |
22.93 |
0.2% |
10,829.68 |
Range |
212.98 |
55.59 |
-157.39 |
-73.9% |
220.24 |
ATR |
132.68 |
127.17 |
-5.51 |
-4.2% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 06-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,120.23 |
11,099.53 |
10,998.22 |
|
R3 |
11,064.64 |
11,043.94 |
10,982.94 |
|
R2 |
11,009.05 |
11,009.05 |
10,977.84 |
|
R1 |
10,988.35 |
10,988.35 |
10,972.75 |
10,998.70 |
PP |
10,953.46 |
10,953.46 |
10,953.46 |
10,958.64 |
S1 |
10,932.76 |
10,932.76 |
10,962.55 |
10,943.11 |
S2 |
10,897.87 |
10,897.87 |
10,957.46 |
|
S3 |
10,842.28 |
10,877.17 |
10,952.36 |
|
S4 |
10,786.69 |
10,821.58 |
10,937.08 |
|
|
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 |
10,974.16 |
10,711.12 |
263.04 |
2.4% |
140.10 |
1.3% |
98% |
True |
False |
|
10 |
10,974.16 |
10,640.92 |
333.24 |
3.0% |
131.45 |
1.2% |
98% |
True |
False |
|
20 |
10,974.16 |
10,386.63 |
587.53 |
5.4% |
116.00 |
1.1% |
99% |
True |
False |
|
40 |
10,974.16 |
9,936.62 |
1,037.54 |
9.5% |
132.22 |
1.2% |
99% |
True |
False |
|
60 |
10,974.16 |
9,936.62 |
1,037.54 |
9.5% |
136.55 |
1.2% |
99% |
True |
False |
|
80 |
10,974.16 |
9,614.32 |
1,359.84 |
12.4% |
142.42 |
1.3% |
100% |
True |
False |
|
100 |
10,974.16 |
9,614.32 |
1,359.84 |
12.4% |
158.78 |
1.4% |
100% |
True |
False |
|
120 |
11,258.01 |
9,614.32 |
1,643.69 |
15.0% |
169.04 |
1.5% |
82% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,210.42 |
2.618 |
11,119.69 |
1.618 |
11,064.10 |
1.000 |
11,029.75 |
0.618 |
11,008.51 |
HIGH |
10,974.16 |
0.618 |
10,952.92 |
0.500 |
10,946.37 |
0.382 |
10,939.81 |
LOW |
10,918.57 |
0.618 |
10,884.22 |
1.000 |
10,862.98 |
1.618 |
10,828.63 |
2.618 |
10,773.04 |
4.250 |
10,682.31 |
|
|
Fisher Pivots for day following 06-Oct-2010 |
Pivot |
1 day |
3 day |
R1 |
10,960.56 |
10,925.98 |
PP |
10,953.46 |
10,884.31 |
S1 |
10,946.37 |
10,842.64 |
|