| Trading Metrics calculated at close of trading on 06-Oct-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Oct-2010 |
06-Oct-2010 |
Change |
Change % |
Previous Week |
| Open |
2,700.0 |
2,759.0 |
59.0 |
2.2% |
2,794.0 |
| High |
2,769.0 |
2,782.0 |
13.0 |
0.5% |
2,801.0 |
| Low |
2,677.0 |
2,752.0 |
75.0 |
2.8% |
2,706.0 |
| Close |
2,745.0 |
2,765.0 |
20.0 |
0.7% |
2,718.0 |
| Range |
92.0 |
30.0 |
-62.0 |
-67.4% |
95.0 |
| ATR |
59.0 |
57.5 |
-1.6 |
-2.7% |
0.0 |
| Volume |
1,397,918 |
0 |
-1,397,918 |
-100.0% |
5,617,824 |
|
| Daily Pivots for day following 06-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,856.3 |
2,840.7 |
2,781.5 |
|
| R3 |
2,826.3 |
2,810.7 |
2,773.3 |
|
| R2 |
2,796.3 |
2,796.3 |
2,770.5 |
|
| R1 |
2,780.7 |
2,780.7 |
2,767.8 |
2,788.5 |
| PP |
2,766.3 |
2,766.3 |
2,766.3 |
2,770.3 |
| S1 |
2,750.7 |
2,750.7 |
2,762.3 |
2,758.5 |
| S2 |
2,736.3 |
2,736.3 |
2,759.5 |
|
| S3 |
2,706.3 |
2,720.7 |
2,756.8 |
|
| S4 |
2,676.3 |
2,690.7 |
2,748.5 |
|
|
| Weekly Pivots for week ending 01-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,026.7 |
2,967.3 |
2,770.3 |
|
| R3 |
2,931.7 |
2,872.3 |
2,744.1 |
|
| R2 |
2,836.7 |
2,836.7 |
2,735.4 |
|
| R1 |
2,777.3 |
2,777.3 |
2,726.7 |
2,759.5 |
| PP |
2,741.7 |
2,741.7 |
2,741.7 |
2,732.8 |
| S1 |
2,682.3 |
2,682.3 |
2,709.3 |
2,664.5 |
| S2 |
2,646.7 |
2,646.7 |
2,700.6 |
|
| S3 |
2,551.7 |
2,587.3 |
2,691.9 |
|
| S4 |
2,456.7 |
2,492.3 |
2,665.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,787.0 |
2,670.0 |
117.0 |
4.2% |
63.6 |
2.3% |
81% |
False |
False |
1,180,513 |
| 10 |
2,801.0 |
2,670.0 |
131.0 |
4.7% |
63.4 |
2.3% |
73% |
False |
False |
1,096,989 |
| 20 |
2,816.0 |
2,670.0 |
146.0 |
5.3% |
54.2 |
2.0% |
65% |
False |
False |
1,029,386 |
| 40 |
2,816.0 |
2,537.0 |
279.0 |
10.1% |
52.8 |
1.9% |
82% |
False |
False |
522,106 |
| 60 |
2,834.0 |
2,537.0 |
297.0 |
10.7% |
54.0 |
2.0% |
77% |
False |
False |
348,578 |
| 80 |
2,834.0 |
2,481.0 |
353.0 |
12.8% |
54.7 |
2.0% |
80% |
False |
False |
262,524 |
| 100 |
2,834.0 |
2,424.0 |
410.0 |
14.8% |
57.6 |
2.1% |
83% |
False |
False |
211,209 |
| 120 |
2,874.0 |
2,387.0 |
487.0 |
17.6% |
62.7 |
2.3% |
78% |
False |
False |
176,135 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,909.5 |
|
2.618 |
2,860.5 |
|
1.618 |
2,830.5 |
|
1.000 |
2,812.0 |
|
0.618 |
2,800.5 |
|
HIGH |
2,782.0 |
|
0.618 |
2,770.5 |
|
0.500 |
2,767.0 |
|
0.382 |
2,763.5 |
|
LOW |
2,752.0 |
|
0.618 |
2,733.5 |
|
1.000 |
2,722.0 |
|
1.618 |
2,703.5 |
|
2.618 |
2,673.5 |
|
4.250 |
2,624.5 |
|
|
| Fisher Pivots for day following 06-Oct-2010 |
| Pivot |
1 day |
3 day |
| R1 |
2,767.0 |
2,752.0 |
| PP |
2,766.3 |
2,739.0 |
| S1 |
2,765.7 |
2,726.0 |
|