Trading Metrics calculated at close of trading on 20-Oct-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Oct-2010 |
20-Oct-2010 |
Change |
Change % |
Previous Week |
Open |
11,139.60 |
10,974.52 |
-165.08 |
-1.5% |
11,006.93 |
High |
11,139.60 |
11,152.88 |
13.28 |
0.1% |
11,155.23 |
Low |
10,917.62 |
10,970.89 |
53.27 |
0.5% |
10,913.84 |
Close |
10,978.62 |
11,107.97 |
129.35 |
1.2% |
11,062.78 |
Range |
221.98 |
181.99 |
-39.99 |
-18.0% |
241.39 |
ATR |
126.44 |
130.41 |
3.97 |
3.1% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 20-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,623.22 |
11,547.58 |
11,208.06 |
|
R3 |
11,441.23 |
11,365.59 |
11,158.02 |
|
R2 |
11,259.24 |
11,259.24 |
11,141.33 |
|
R1 |
11,183.60 |
11,183.60 |
11,124.65 |
11,221.42 |
PP |
11,077.25 |
11,077.25 |
11,077.25 |
11,096.16 |
S1 |
11,001.61 |
11,001.61 |
11,091.29 |
11,039.43 |
S2 |
10,895.26 |
10,895.26 |
11,074.61 |
|
S3 |
10,713.27 |
10,819.62 |
11,057.92 |
|
S4 |
10,531.28 |
10,637.63 |
11,007.88 |
|
|
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% |
145.49 |
1.3% |
79% |
False |
False |
|
10 |
11,159.05 |
10,892.76 |
266.29 |
2.4% |
126.12 |
1.1% |
81% |
False |
False |
|
20 |
11,159.05 |
10,640.92 |
518.13 |
4.7% |
128.79 |
1.2% |
90% |
False |
False |
|
40 |
11,159.05 |
9,936.62 |
1,222.43 |
11.0% |
125.98 |
1.1% |
96% |
False |
False |
|
60 |
11,159.05 |
9,936.62 |
1,222.43 |
11.0% |
130.12 |
1.2% |
96% |
False |
False |
|
80 |
11,159.05 |
9,614.32 |
1,544.73 |
13.9% |
140.26 |
1.3% |
97% |
False |
False |
|
100 |
11,159.05 |
9,614.32 |
1,544.73 |
13.9% |
147.14 |
1.3% |
97% |
False |
False |
|
120 |
11,177.67 |
9,614.32 |
1,563.35 |
14.1% |
168.87 |
1.5% |
96% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,926.34 |
2.618 |
11,629.33 |
1.618 |
11,447.34 |
1.000 |
11,334.87 |
0.618 |
11,265.35 |
HIGH |
11,152.88 |
0.618 |
11,083.36 |
0.500 |
11,061.89 |
0.382 |
11,040.41 |
LOW |
10,970.89 |
0.618 |
10,858.42 |
1.000 |
10,788.90 |
1.618 |
10,676.43 |
2.618 |
10,494.44 |
4.250 |
10,197.43 |
|
|
Fisher Pivots for day following 20-Oct-2010 |
Pivot |
1 day |
3 day |
R1 |
11,092.61 |
11,084.76 |
PP |
11,077.25 |
11,061.55 |
S1 |
11,061.89 |
11,038.34 |
|