| Trading Metrics calculated at close of trading on 15-Oct-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Oct-2010 |
15-Oct-2010 |
Change |
Change % |
Previous Week |
| Open |
6,460.0 |
6,486.0 |
26.0 |
0.4% |
6,305.0 |
| High |
6,494.5 |
6,523.5 |
29.0 |
0.4% |
6,523.5 |
| Low |
6,450.5 |
6,447.0 |
-3.5 |
-0.1% |
6,230.0 |
| Close |
6,468.0 |
6,490.5 |
22.5 |
0.3% |
6,490.5 |
| Range |
44.0 |
76.5 |
32.5 |
73.9% |
293.5 |
| ATR |
98.2 |
96.7 |
-1.6 |
-1.6% |
0.0 |
| Volume |
136,840 |
0 |
-136,840 |
-100.0% |
354,393 |
|
| Daily Pivots for day following 15-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,716.5 |
6,680.0 |
6,532.6 |
|
| R3 |
6,640.0 |
6,603.5 |
6,511.5 |
|
| R2 |
6,563.5 |
6,563.5 |
6,504.5 |
|
| R1 |
6,527.0 |
6,527.0 |
6,497.5 |
6,545.3 |
| PP |
6,487.0 |
6,487.0 |
6,487.0 |
6,496.1 |
| S1 |
6,450.5 |
6,450.5 |
6,483.5 |
6,468.8 |
| S2 |
6,410.5 |
6,410.5 |
6,476.5 |
|
| S3 |
6,334.0 |
6,374.0 |
6,469.5 |
|
| S4 |
6,257.5 |
6,297.5 |
6,448.4 |
|
|
| Weekly Pivots for week ending 15-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,295.2 |
7,186.3 |
6,651.9 |
|
| R3 |
7,001.7 |
6,892.8 |
6,571.2 |
|
| R2 |
6,708.2 |
6,708.2 |
6,544.3 |
|
| R1 |
6,599.3 |
6,599.3 |
6,517.4 |
6,653.8 |
| PP |
6,414.7 |
6,414.7 |
6,414.7 |
6,441.9 |
| S1 |
6,305.8 |
6,305.8 |
6,463.6 |
6,360.3 |
| S2 |
6,121.2 |
6,121.2 |
6,436.7 |
|
| S3 |
5,827.7 |
6,012.3 |
6,409.8 |
|
| S4 |
5,534.2 |
5,718.8 |
6,329.1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,523.5 |
6,230.0 |
293.5 |
4.5% |
81.8 |
1.3% |
89% |
True |
False |
70,878 |
| 10 |
6,523.5 |
6,118.5 |
405.0 |
6.2% |
87.9 |
1.4% |
92% |
True |
False |
80,017 |
| 20 |
6,523.5 |
6,118.5 |
405.0 |
6.2% |
101.0 |
1.6% |
92% |
True |
False |
112,664 |
| 40 |
6,523.5 |
5,830.0 |
693.5 |
10.7% |
93.9 |
1.4% |
95% |
True |
False |
68,949 |
| 60 |
6,523.5 |
5,830.0 |
693.5 |
10.7% |
93.3 |
1.4% |
95% |
True |
False |
46,065 |
| 80 |
6,523.5 |
5,818.0 |
705.5 |
10.9% |
97.6 |
1.5% |
95% |
True |
False |
34,662 |
| 100 |
6,523.5 |
5,814.5 |
709.0 |
10.9% |
100.1 |
1.5% |
95% |
True |
False |
28,274 |
| 120 |
6,523.5 |
5,602.5 |
921.0 |
14.2% |
108.9 |
1.7% |
96% |
True |
False |
23,635 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,848.6 |
|
2.618 |
6,723.8 |
|
1.618 |
6,647.3 |
|
1.000 |
6,600.0 |
|
0.618 |
6,570.8 |
|
HIGH |
6,523.5 |
|
0.618 |
6,494.3 |
|
0.500 |
6,485.3 |
|
0.382 |
6,476.2 |
|
LOW |
6,447.0 |
|
0.618 |
6,399.7 |
|
1.000 |
6,370.5 |
|
1.618 |
6,323.2 |
|
2.618 |
6,246.7 |
|
4.250 |
6,121.9 |
|
|
| Fisher Pivots for day following 15-Oct-2010 |
| Pivot |
1 day |
3 day |
| R1 |
6,488.8 |
6,469.2 |
| PP |
6,487.0 |
6,447.8 |
| S1 |
6,485.3 |
6,426.5 |
|