Trading Metrics calculated at close of trading on 19-Oct-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Oct-2010 |
19-Oct-2010 |
Change |
Change % |
Previous Week |
Open |
11,062.63 |
11,139.60 |
76.97 |
0.7% |
11,006.93 |
High |
11,159.05 |
11,139.60 |
-19.45 |
-0.2% |
11,155.23 |
Low |
11,054.76 |
10,917.62 |
-137.14 |
-1.2% |
10,913.84 |
Close |
11,143.69 |
10,978.62 |
-165.07 |
-1.5% |
11,062.78 |
Range |
104.29 |
221.98 |
117.69 |
112.8% |
241.39 |
ATR |
118.77 |
126.44 |
7.66 |
6.5% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 19-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,677.89 |
11,550.23 |
11,100.71 |
|
R3 |
11,455.91 |
11,328.25 |
11,039.66 |
|
R2 |
11,233.93 |
11,233.93 |
11,019.32 |
|
R1 |
11,106.27 |
11,106.27 |
10,998.97 |
11,059.11 |
PP |
11,011.95 |
11,011.95 |
11,011.95 |
10,988.37 |
S1 |
10,884.29 |
10,884.29 |
10,958.27 |
10,837.13 |
S2 |
10,789.97 |
10,789.97 |
10,937.92 |
|
S3 |
10,567.99 |
10,662.31 |
10,917.58 |
|
S4 |
10,346.01 |
10,440.33 |
10,856.53 |
|
|
Weekly Pivots for week ending 15-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,768.12 |
11,656.84 |
11,195.54 |
|
R3 |
11,526.73 |
11,415.45 |
11,129.16 |
|
R2 |
11,285.34 |
11,285.34 |
11,107.03 |
|
R1 |
11,174.06 |
11,174.06 |
11,084.91 |
11,229.70 |
PP |
11,043.95 |
11,043.95 |
11,043.95 |
11,071.77 |
S1 |
10,932.67 |
10,932.67 |
11,040.65 |
10,988.31 |
S2 |
10,802.56 |
10,802.56 |
11,018.53 |
|
S3 |
10,561.17 |
10,691.28 |
10,996.40 |
|
S4 |
10,319.78 |
10,449.89 |
10,930.02 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
11,159.05 |
10,917.62 |
241.43 |
2.2% |
135.72 |
1.2% |
25% |
False |
True |
|
10 |
11,159.05 |
10,892.76 |
266.29 |
2.4% |
113.48 |
1.0% |
32% |
False |
False |
|
20 |
11,159.05 |
10,640.92 |
518.13 |
4.7% |
124.54 |
1.1% |
65% |
False |
False |
|
40 |
11,159.05 |
9,936.62 |
1,222.43 |
11.1% |
125.97 |
1.1% |
85% |
False |
False |
|
60 |
11,159.05 |
9,936.62 |
1,222.43 |
11.1% |
128.48 |
1.2% |
85% |
False |
False |
|
80 |
11,159.05 |
9,614.32 |
1,544.73 |
14.1% |
139.24 |
1.3% |
88% |
False |
False |
|
100 |
11,159.05 |
9,614.32 |
1,544.73 |
14.1% |
146.94 |
1.3% |
88% |
False |
False |
|
120 |
11,197.93 |
9,614.32 |
1,583.61 |
14.4% |
169.01 |
1.5% |
86% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,083.02 |
2.618 |
11,720.74 |
1.618 |
11,498.76 |
1.000 |
11,361.58 |
0.618 |
11,276.78 |
HIGH |
11,139.60 |
0.618 |
11,054.80 |
0.500 |
11,028.61 |
0.382 |
11,002.42 |
LOW |
10,917.62 |
0.618 |
10,780.44 |
1.000 |
10,695.64 |
1.618 |
10,558.46 |
2.618 |
10,336.48 |
4.250 |
9,974.21 |
|
|
Fisher Pivots for day following 19-Oct-2010 |
Pivot |
1 day |
3 day |
R1 |
11,028.61 |
11,038.34 |
PP |
11,011.95 |
11,018.43 |
S1 |
10,995.28 |
10,998.53 |
|