Trading Metrics calculated at close of trading on 07-Oct-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Oct-2010 |
07-Oct-2010 |
Change |
Change % |
Previous Week |
Open |
10,936.79 |
10,968.41 |
31.62 |
0.3% |
10,860.03 |
High |
10,974.16 |
10,998.53 |
24.37 |
0.2% |
10,948.88 |
Low |
10,918.57 |
10,892.76 |
-25.81 |
-0.2% |
10,728.64 |
Close |
10,967.65 |
10,948.58 |
-19.07 |
-0.2% |
10,829.68 |
Range |
55.59 |
105.77 |
50.18 |
90.3% |
220.24 |
ATR |
127.17 |
125.64 |
-1.53 |
-1.2% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 07-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,263.93 |
11,212.03 |
11,006.75 |
|
R3 |
11,158.16 |
11,106.26 |
10,977.67 |
|
R2 |
11,052.39 |
11,052.39 |
10,967.97 |
|
R1 |
11,000.49 |
11,000.49 |
10,958.28 |
10,973.56 |
PP |
10,946.62 |
10,946.62 |
10,946.62 |
10,933.16 |
S1 |
10,894.72 |
10,894.72 |
10,938.88 |
10,867.79 |
S2 |
10,840.85 |
10,840.85 |
10,929.19 |
|
S3 |
10,735.08 |
10,788.95 |
10,919.49 |
|
S4 |
10,629.31 |
10,683.18 |
10,890.41 |
|
|
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 |
10,998.53 |
10,711.12 |
287.41 |
2.6% |
120.57 |
1.1% |
83% |
True |
False |
|
10 |
10,998.53 |
10,664.31 |
334.22 |
3.1% |
129.93 |
1.2% |
85% |
True |
False |
|
20 |
10,998.53 |
10,403.17 |
595.36 |
5.4% |
116.79 |
1.1% |
92% |
True |
False |
|
40 |
10,998.53 |
9,936.62 |
1,061.91 |
9.7% |
128.25 |
1.2% |
95% |
True |
False |
|
60 |
10,998.53 |
9,936.62 |
1,061.91 |
9.7% |
136.70 |
1.2% |
95% |
True |
False |
|
80 |
10,998.53 |
9,614.32 |
1,384.21 |
12.6% |
141.05 |
1.3% |
96% |
True |
False |
|
100 |
10,998.53 |
9,614.32 |
1,384.21 |
12.6% |
157.59 |
1.4% |
96% |
True |
False |
|
120 |
11,258.01 |
9,614.32 |
1,643.69 |
15.0% |
168.94 |
1.5% |
81% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,448.05 |
2.618 |
11,275.44 |
1.618 |
11,169.67 |
1.000 |
11,104.30 |
0.618 |
11,063.90 |
HIGH |
10,998.53 |
0.618 |
10,958.13 |
0.500 |
10,945.65 |
0.382 |
10,933.16 |
LOW |
10,892.76 |
0.618 |
10,827.39 |
1.000 |
10,786.99 |
1.618 |
10,721.62 |
2.618 |
10,615.85 |
4.250 |
10,443.24 |
|
|
Fisher Pivots for day following 07-Oct-2010 |
Pivot |
1 day |
3 day |
R1 |
10,947.60 |
10,924.25 |
PP |
10,946.62 |
10,899.91 |
S1 |
10,945.65 |
10,875.58 |
|