Trading Metrics calculated at close of trading on 08-Oct-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Oct-2010 |
08-Oct-2010 |
Change |
Change % |
Previous Week |
Open |
10,968.41 |
10,948.50 |
-19.91 |
-0.2% |
10,828.85 |
High |
10,998.53 |
11,032.17 |
33.64 |
0.3% |
11,032.17 |
Low |
10,892.76 |
10,929.28 |
36.52 |
0.3% |
10,711.12 |
Close |
10,948.58 |
11,006.48 |
57.90 |
0.5% |
11,006.48 |
Range |
105.77 |
102.89 |
-2.88 |
-2.7% |
321.05 |
ATR |
125.64 |
124.02 |
-1.63 |
-1.3% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 08-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,297.98 |
11,255.12 |
11,063.07 |
|
R3 |
11,195.09 |
11,152.23 |
11,034.77 |
|
R2 |
11,092.20 |
11,092.20 |
11,025.34 |
|
R1 |
11,049.34 |
11,049.34 |
11,015.91 |
11,070.77 |
PP |
10,989.31 |
10,989.31 |
10,989.31 |
11,000.03 |
S1 |
10,946.45 |
10,946.45 |
10,997.05 |
10,967.88 |
S2 |
10,886.42 |
10,886.42 |
10,987.62 |
|
S3 |
10,783.53 |
10,843.56 |
10,978.19 |
|
S4 |
10,680.64 |
10,740.67 |
10,949.89 |
|
|
Weekly Pivots for week ending 08-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,879.74 |
11,764.16 |
11,183.06 |
|
R3 |
11,558.69 |
11,443.11 |
11,094.77 |
|
R2 |
11,237.64 |
11,237.64 |
11,065.34 |
|
R1 |
11,122.06 |
11,122.06 |
11,035.91 |
11,179.85 |
PP |
10,916.59 |
10,916.59 |
10,916.59 |
10,945.49 |
S1 |
10,801.01 |
10,801.01 |
10,977.05 |
10,858.80 |
S2 |
10,595.54 |
10,595.54 |
10,947.62 |
|
S3 |
10,274.49 |
10,479.96 |
10,918.19 |
|
S4 |
9,953.44 |
10,158.91 |
10,829.90 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
11,032.17 |
10,711.12 |
321.05 |
2.9% |
123.96 |
1.1% |
92% |
True |
False |
|
10 |
11,032.17 |
10,711.12 |
321.05 |
2.9% |
120.07 |
1.1% |
92% |
True |
False |
|
20 |
11,032.17 |
10,458.60 |
573.57 |
5.2% |
118.53 |
1.1% |
96% |
True |
False |
|
40 |
11,032.17 |
9,936.62 |
1,095.55 |
10.0% |
128.50 |
1.2% |
98% |
True |
False |
|
60 |
11,032.17 |
9,936.62 |
1,095.55 |
10.0% |
136.09 |
1.2% |
98% |
True |
False |
|
80 |
11,032.17 |
9,614.32 |
1,417.85 |
12.9% |
141.13 |
1.3% |
98% |
True |
False |
|
100 |
11,032.17 |
9,614.32 |
1,417.85 |
12.9% |
156.25 |
1.4% |
98% |
True |
False |
|
120 |
11,258.01 |
9,614.32 |
1,643.69 |
14.9% |
169.26 |
1.5% |
85% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,469.45 |
2.618 |
11,301.54 |
1.618 |
11,198.65 |
1.000 |
11,135.06 |
0.618 |
11,095.76 |
HIGH |
11,032.17 |
0.618 |
10,992.87 |
0.500 |
10,980.73 |
0.382 |
10,968.58 |
LOW |
10,929.28 |
0.618 |
10,865.69 |
1.000 |
10,826.39 |
1.618 |
10,762.80 |
2.618 |
10,659.91 |
4.250 |
10,492.00 |
|
|
Fisher Pivots for day following 08-Oct-2010 |
Pivot |
1 day |
3 day |
R1 |
10,997.90 |
10,991.81 |
PP |
10,989.31 |
10,977.14 |
S1 |
10,980.73 |
10,962.47 |
|