Trading Metrics calculated at close of trading on 14-Oct-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Oct-2010 |
14-Oct-2010 |
Change |
Change % |
Previous Week |
Open |
11,022.82 |
11,096.99 |
74.17 |
0.7% |
10,828.85 |
High |
11,155.23 |
11,112.20 |
-43.03 |
-0.4% |
11,032.17 |
Low |
11,022.07 |
11,023.54 |
1.47 |
0.0% |
10,711.12 |
Close |
11,096.08 |
11,094.57 |
-1.51 |
0.0% |
11,006.48 |
Range |
133.16 |
88.66 |
-44.50 |
-33.4% |
321.05 |
ATR |
121.41 |
119.07 |
-2.34 |
-1.9% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 14-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,342.75 |
11,307.32 |
11,143.33 |
|
R3 |
11,254.09 |
11,218.66 |
11,118.95 |
|
R2 |
11,165.43 |
11,165.43 |
11,110.82 |
|
R1 |
11,130.00 |
11,130.00 |
11,102.70 |
11,103.39 |
PP |
11,076.77 |
11,076.77 |
11,076.77 |
11,063.46 |
S1 |
11,041.34 |
11,041.34 |
11,086.44 |
11,014.73 |
S2 |
10,988.11 |
10,988.11 |
11,078.32 |
|
S3 |
10,899.45 |
10,952.68 |
11,070.19 |
|
S4 |
10,810.79 |
10,864.02 |
11,045.81 |
|
|
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 |
11,155.23 |
10,913.84 |
241.39 |
2.2% |
103.34 |
0.9% |
75% |
False |
False |
|
10 |
11,155.23 |
10,711.12 |
444.11 |
4.0% |
111.95 |
1.0% |
86% |
False |
False |
|
20 |
11,155.23 |
10,567.36 |
587.87 |
5.3% |
119.92 |
1.1% |
90% |
False |
False |
|
40 |
11,155.23 |
9,936.62 |
1,218.61 |
11.0% |
125.88 |
1.1% |
95% |
False |
False |
|
60 |
11,155.23 |
9,936.62 |
1,218.61 |
11.0% |
129.34 |
1.2% |
95% |
False |
False |
|
80 |
11,155.23 |
9,614.32 |
1,540.91 |
13.9% |
138.93 |
1.3% |
96% |
False |
False |
|
100 |
11,155.23 |
9,614.32 |
1,540.91 |
13.9% |
150.43 |
1.4% |
96% |
False |
False |
|
120 |
11,218.86 |
9,614.32 |
1,604.54 |
14.5% |
169.49 |
1.5% |
92% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,489.01 |
2.618 |
11,344.31 |
1.618 |
11,255.65 |
1.000 |
11,200.86 |
0.618 |
11,166.99 |
HIGH |
11,112.20 |
0.618 |
11,078.33 |
0.500 |
11,067.87 |
0.382 |
11,057.41 |
LOW |
11,023.54 |
0.618 |
10,968.75 |
1.000 |
10,934.88 |
1.618 |
10,880.09 |
2.618 |
10,791.43 |
4.250 |
10,646.74 |
|
|
Fisher Pivots for day following 14-Oct-2010 |
Pivot |
1 day |
3 day |
R1 |
11,085.67 |
11,074.56 |
PP |
11,076.77 |
11,054.55 |
S1 |
11,067.87 |
11,034.54 |
|