| Trading Metrics calculated at close of trading on 05-Oct-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Oct-2010 |
05-Oct-2010 |
Change |
Change % |
Previous Week |
| Open |
6,217.0 |
6,164.0 |
-53.0 |
-0.9% |
6,332.5 |
| High |
6,234.0 |
6,271.5 |
37.5 |
0.6% |
6,348.0 |
| Low |
6,118.5 |
6,125.0 |
6.5 |
0.1% |
6,193.5 |
| Close |
6,147.0 |
6,223.5 |
76.5 |
1.2% |
6,212.0 |
| Range |
115.5 |
146.5 |
31.0 |
26.8% |
154.5 |
| ATR |
104.5 |
107.5 |
3.0 |
2.9% |
0.0 |
| Volume |
144,925 |
158,953 |
14,028 |
9.7% |
669,545 |
|
| Daily Pivots for day following 05-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,646.2 |
6,581.3 |
6,304.1 |
|
| R3 |
6,499.7 |
6,434.8 |
6,263.8 |
|
| R2 |
6,353.2 |
6,353.2 |
6,250.4 |
|
| R1 |
6,288.3 |
6,288.3 |
6,236.9 |
6,320.8 |
| PP |
6,206.7 |
6,206.7 |
6,206.7 |
6,222.9 |
| S1 |
6,141.8 |
6,141.8 |
6,210.1 |
6,174.3 |
| S2 |
6,060.2 |
6,060.2 |
6,196.6 |
|
| S3 |
5,913.7 |
5,995.3 |
6,183.2 |
|
| S4 |
5,767.2 |
5,848.8 |
6,142.9 |
|
|
| Weekly Pivots for week ending 01-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,714.7 |
6,617.8 |
6,297.0 |
|
| R3 |
6,560.2 |
6,463.3 |
6,254.5 |
|
| R2 |
6,405.7 |
6,405.7 |
6,240.3 |
|
| R1 |
6,308.8 |
6,308.8 |
6,226.2 |
6,280.0 |
| PP |
6,251.2 |
6,251.2 |
6,251.2 |
6,236.8 |
| S1 |
6,154.3 |
6,154.3 |
6,197.8 |
6,125.5 |
| S2 |
6,096.7 |
6,096.7 |
6,183.7 |
|
| S3 |
5,942.2 |
5,999.8 |
6,169.5 |
|
| S4 |
5,787.7 |
5,845.3 |
6,127.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,348.0 |
6,118.5 |
229.5 |
3.7% |
126.4 |
2.0% |
46% |
False |
False |
174,600 |
| 10 |
6,348.0 |
6,118.5 |
229.5 |
3.7% |
122.9 |
2.0% |
46% |
False |
False |
148,454 |
| 20 |
6,349.5 |
6,074.5 |
275.0 |
4.4% |
101.2 |
1.6% |
54% |
False |
False |
112,182 |
| 40 |
6,349.5 |
5,830.0 |
519.5 |
8.3% |
98.6 |
1.6% |
76% |
False |
False |
56,592 |
| 60 |
6,394.5 |
5,830.0 |
564.5 |
9.1% |
98.6 |
1.6% |
70% |
False |
False |
37,836 |
| 80 |
6,394.5 |
5,818.0 |
576.5 |
9.3% |
99.0 |
1.6% |
70% |
False |
False |
28,862 |
| 100 |
6,394.5 |
5,625.0 |
769.5 |
12.4% |
105.8 |
1.7% |
78% |
False |
False |
23,353 |
| 120 |
6,394.5 |
5,602.5 |
792.0 |
12.7% |
110.0 |
1.8% |
78% |
False |
False |
19,516 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,894.1 |
|
2.618 |
6,655.0 |
|
1.618 |
6,508.5 |
|
1.000 |
6,418.0 |
|
0.618 |
6,362.0 |
|
HIGH |
6,271.5 |
|
0.618 |
6,215.5 |
|
0.500 |
6,198.3 |
|
0.382 |
6,181.0 |
|
LOW |
6,125.0 |
|
0.618 |
6,034.5 |
|
1.000 |
5,978.5 |
|
1.618 |
5,888.0 |
|
2.618 |
5,741.5 |
|
4.250 |
5,502.4 |
|
|
| Fisher Pivots for day following 05-Oct-2010 |
| Pivot |
1 day |
3 day |
| R1 |
6,215.1 |
6,219.4 |
| PP |
6,206.7 |
6,215.3 |
| S1 |
6,198.3 |
6,211.3 |
|