Trading Metrics calculated at close of trading on 21-Oct-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Oct-2010 |
21-Oct-2010 |
Change |
Change % |
Previous Week |
Open |
10,974.52 |
11,105.24 |
130.72 |
1.2% |
11,006.93 |
High |
11,152.88 |
11,213.54 |
60.66 |
0.5% |
11,155.23 |
Low |
10,970.89 |
11,066.19 |
95.30 |
0.9% |
10,913.84 |
Close |
11,107.97 |
11,146.57 |
38.60 |
0.3% |
11,062.78 |
Range |
181.99 |
147.35 |
-34.64 |
-19.0% |
241.39 |
ATR |
130.41 |
131.62 |
1.21 |
0.9% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 21-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,584.15 |
11,512.71 |
11,227.61 |
|
R3 |
11,436.80 |
11,365.36 |
11,187.09 |
|
R2 |
11,289.45 |
11,289.45 |
11,173.58 |
|
R1 |
11,218.01 |
11,218.01 |
11,160.08 |
11,253.73 |
PP |
11,142.10 |
11,142.10 |
11,142.10 |
11,159.96 |
S1 |
11,070.66 |
11,070.66 |
11,133.06 |
11,106.38 |
S2 |
10,994.75 |
10,994.75 |
11,119.56 |
|
S3 |
10,847.40 |
10,923.31 |
11,106.05 |
|
S4 |
10,700.05 |
10,775.96 |
11,065.53 |
|
|
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 |
11,213.54 |
10,917.62 |
295.92 |
2.7% |
157.22 |
1.4% |
77% |
True |
False |
|
10 |
11,213.54 |
10,913.84 |
299.70 |
2.7% |
130.28 |
1.2% |
78% |
True |
False |
|
20 |
11,213.54 |
10,664.31 |
549.23 |
4.9% |
130.10 |
1.2% |
88% |
True |
False |
|
40 |
11,213.54 |
9,936.62 |
1,276.92 |
11.5% |
125.68 |
1.1% |
95% |
True |
False |
|
60 |
11,213.54 |
9,936.62 |
1,276.92 |
11.5% |
131.16 |
1.2% |
95% |
True |
False |
|
80 |
11,213.54 |
9,614.32 |
1,599.22 |
14.3% |
138.05 |
1.2% |
96% |
True |
False |
|
100 |
11,213.54 |
9,614.32 |
1,599.22 |
14.3% |
146.56 |
1.3% |
96% |
True |
False |
|
120 |
11,213.54 |
9,614.32 |
1,599.22 |
14.3% |
168.70 |
1.5% |
96% |
True |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,839.78 |
2.618 |
11,599.30 |
1.618 |
11,451.95 |
1.000 |
11,360.89 |
0.618 |
11,304.60 |
HIGH |
11,213.54 |
0.618 |
11,157.25 |
0.500 |
11,139.87 |
0.382 |
11,122.48 |
LOW |
11,066.19 |
0.618 |
10,975.13 |
1.000 |
10,918.84 |
1.618 |
10,827.78 |
2.618 |
10,680.43 |
4.250 |
10,439.95 |
|
|
Fisher Pivots for day following 21-Oct-2010 |
Pivot |
1 day |
3 day |
R1 |
11,144.34 |
11,119.57 |
PP |
11,142.10 |
11,092.58 |
S1 |
11,139.87 |
11,065.58 |
|