| Trading Metrics calculated at close of trading on 12-Oct-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Oct-2010 |
12-Oct-2010 |
Change |
Change % |
Previous Week |
| Open |
2,776.0 |
2,753.0 |
-23.0 |
-0.8% |
2,720.0 |
| High |
2,787.0 |
2,778.0 |
-9.0 |
-0.3% |
2,798.0 |
| Low |
2,769.0 |
2,733.0 |
-36.0 |
-1.3% |
2,670.0 |
| Close |
2,777.0 |
2,765.0 |
-12.0 |
-0.4% |
2,774.0 |
| Range |
18.0 |
45.0 |
27.0 |
150.0% |
128.0 |
| ATR |
52.9 |
52.3 |
-0.6 |
-1.1% |
0.0 |
| Volume |
624,074 |
1,182,362 |
558,288 |
89.5% |
3,746,923 |
|
| Daily Pivots for day following 12-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,893.7 |
2,874.3 |
2,789.8 |
|
| R3 |
2,848.7 |
2,829.3 |
2,777.4 |
|
| R2 |
2,803.7 |
2,803.7 |
2,773.3 |
|
| R1 |
2,784.3 |
2,784.3 |
2,769.1 |
2,794.0 |
| PP |
2,758.7 |
2,758.7 |
2,758.7 |
2,763.5 |
| S1 |
2,739.3 |
2,739.3 |
2,760.9 |
2,749.0 |
| S2 |
2,713.7 |
2,713.7 |
2,756.8 |
|
| S3 |
2,668.7 |
2,694.3 |
2,752.6 |
|
| S4 |
2,623.7 |
2,649.3 |
2,740.3 |
|
|
| Weekly Pivots for week ending 08-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,131.3 |
3,080.7 |
2,844.4 |
|
| R3 |
3,003.3 |
2,952.7 |
2,809.2 |
|
| R2 |
2,875.3 |
2,875.3 |
2,797.5 |
|
| R1 |
2,824.7 |
2,824.7 |
2,785.7 |
2,850.0 |
| PP |
2,747.3 |
2,747.3 |
2,747.3 |
2,760.0 |
| S1 |
2,696.7 |
2,696.7 |
2,762.3 |
2,722.0 |
| S2 |
2,619.3 |
2,619.3 |
2,750.5 |
|
| S3 |
2,491.3 |
2,568.7 |
2,738.8 |
|
| S4 |
2,363.3 |
2,440.7 |
2,703.6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,798.0 |
2,733.0 |
65.0 |
2.4% |
36.2 |
1.3% |
49% |
False |
True |
605,791 |
| 10 |
2,798.0 |
2,670.0 |
128.0 |
4.6% |
52.9 |
1.9% |
74% |
False |
False |
1,037,943 |
| 20 |
2,816.0 |
2,670.0 |
146.0 |
5.3% |
54.4 |
2.0% |
65% |
False |
False |
1,084,517 |
| 40 |
2,816.0 |
2,537.0 |
279.0 |
10.1% |
52.2 |
1.9% |
82% |
False |
False |
597,443 |
| 60 |
2,834.0 |
2,537.0 |
297.0 |
10.7% |
52.1 |
1.9% |
77% |
False |
False |
398,990 |
| 80 |
2,834.0 |
2,481.0 |
353.0 |
12.8% |
54.1 |
2.0% |
80% |
False |
False |
299,639 |
| 100 |
2,834.0 |
2,450.0 |
384.0 |
13.9% |
55.7 |
2.0% |
82% |
False |
False |
241,450 |
| 120 |
2,834.0 |
2,387.0 |
447.0 |
16.2% |
61.8 |
2.2% |
85% |
False |
False |
201,367 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,969.3 |
|
2.618 |
2,895.8 |
|
1.618 |
2,850.8 |
|
1.000 |
2,823.0 |
|
0.618 |
2,805.8 |
|
HIGH |
2,778.0 |
|
0.618 |
2,760.8 |
|
0.500 |
2,755.5 |
|
0.382 |
2,750.2 |
|
LOW |
2,733.0 |
|
0.618 |
2,705.2 |
|
1.000 |
2,688.0 |
|
1.618 |
2,660.2 |
|
2.618 |
2,615.2 |
|
4.250 |
2,541.8 |
|
|
| Fisher Pivots for day following 12-Oct-2010 |
| Pivot |
1 day |
3 day |
| R1 |
2,761.8 |
2,763.3 |
| PP |
2,758.7 |
2,761.7 |
| S1 |
2,755.5 |
2,760.0 |
|