| Trading Metrics calculated at close of trading on 08-Oct-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Oct-2010 |
08-Oct-2010 |
Change |
Change % |
Previous Week |
| Open |
9,700 |
9,675 |
-25 |
-0.3% |
9,510 |
| High |
9,745 |
9,700 |
-45 |
-0.5% |
9,750 |
| Low |
9,600 |
9,525 |
-75 |
-0.8% |
9,285 |
| Close |
9,680 |
9,645 |
-35 |
-0.4% |
9,645 |
| Range |
145 |
175 |
30 |
20.7% |
465 |
| ATR |
183 |
182 |
-1 |
-0.3% |
0 |
| Volume |
11,718 |
9,282 |
-2,436 |
-20.8% |
53,774 |
|
| Daily Pivots for day following 08-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,148 |
10,072 |
9,741 |
|
| R3 |
9,973 |
9,897 |
9,693 |
|
| R2 |
9,798 |
9,798 |
9,677 |
|
| R1 |
9,722 |
9,722 |
9,661 |
9,673 |
| PP |
9,623 |
9,623 |
9,623 |
9,599 |
| S1 |
9,547 |
9,547 |
9,629 |
9,498 |
| S2 |
9,448 |
9,448 |
9,613 |
|
| S3 |
9,273 |
9,372 |
9,597 |
|
| S4 |
9,098 |
9,197 |
9,549 |
|
|
| Weekly Pivots for week ending 08-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,955 |
10,765 |
9,901 |
|
| R3 |
10,490 |
10,300 |
9,773 |
|
| R2 |
10,025 |
10,025 |
9,730 |
|
| R1 |
9,835 |
9,835 |
9,688 |
9,930 |
| PP |
9,560 |
9,560 |
9,560 |
9,608 |
| S1 |
9,370 |
9,370 |
9,603 |
9,465 |
| S2 |
9,095 |
9,095 |
9,560 |
|
| S3 |
8,630 |
8,905 |
9,517 |
|
| S4 |
8,165 |
8,440 |
9,389 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
9,750 |
9,285 |
465 |
4.8% |
242 |
2.5% |
77% |
False |
False |
10,754 |
| 10 |
9,750 |
9,285 |
465 |
4.8% |
187 |
1.9% |
77% |
False |
False |
10,452 |
| 20 |
9,750 |
9,190 |
560 |
5.8% |
197 |
2.0% |
81% |
False |
False |
10,109 |
| 40 |
9,750 |
8,775 |
975 |
10.1% |
157 |
1.6% |
89% |
False |
False |
5,904 |
| 60 |
9,790 |
8,775 |
1,015 |
10.5% |
109 |
1.1% |
86% |
False |
False |
3,939 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
10,444 |
|
2.618 |
10,158 |
|
1.618 |
9,983 |
|
1.000 |
9,875 |
|
0.618 |
9,808 |
|
HIGH |
9,700 |
|
0.618 |
9,633 |
|
0.500 |
9,613 |
|
0.382 |
9,592 |
|
LOW |
9,525 |
|
0.618 |
9,417 |
|
1.000 |
9,350 |
|
1.618 |
9,242 |
|
2.618 |
9,067 |
|
4.250 |
8,781 |
|
|
| Fisher Pivots for day following 08-Oct-2010 |
| Pivot |
1 day |
3 day |
| R1 |
9,634 |
9,643 |
| PP |
9,623 |
9,640 |
| S1 |
9,613 |
9,638 |
|