| Trading Metrics calculated at close of trading on 20-Oct-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Oct-2010 |
20-Oct-2010 |
Change |
Change % |
Previous Week |
| Open |
9,500 |
9,490 |
-10 |
-0.1% |
9,650 |
| High |
9,600 |
9,520 |
-80 |
-0.8% |
9,675 |
| Low |
9,440 |
9,330 |
-110 |
-1.2% |
9,395 |
| Close |
9,495 |
9,490 |
-5 |
-0.1% |
9,590 |
| Range |
160 |
190 |
30 |
18.8% |
280 |
| ATR |
165 |
167 |
2 |
1.1% |
0 |
| Volume |
10,921 |
9,694 |
-1,227 |
-11.2% |
41,561 |
|
| Daily Pivots for day following 20-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,017 |
9,943 |
9,595 |
|
| R3 |
9,827 |
9,753 |
9,542 |
|
| R2 |
9,637 |
9,637 |
9,525 |
|
| R1 |
9,563 |
9,563 |
9,508 |
9,585 |
| PP |
9,447 |
9,447 |
9,447 |
9,458 |
| S1 |
9,373 |
9,373 |
9,473 |
9,395 |
| S2 |
9,257 |
9,257 |
9,455 |
|
| S3 |
9,067 |
9,183 |
9,438 |
|
| S4 |
8,877 |
8,993 |
9,386 |
|
|
| Weekly Pivots for week ending 15-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,393 |
10,272 |
9,744 |
|
| R3 |
10,113 |
9,992 |
9,667 |
|
| R2 |
9,833 |
9,833 |
9,641 |
|
| R1 |
9,712 |
9,712 |
9,616 |
9,633 |
| PP |
9,553 |
9,553 |
9,553 |
9,514 |
| S1 |
9,432 |
9,432 |
9,564 |
9,353 |
| S2 |
9,273 |
9,273 |
9,539 |
|
| S3 |
8,993 |
9,152 |
9,513 |
|
| S4 |
8,713 |
8,872 |
9,436 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
9,635 |
9,330 |
305 |
3.2% |
137 |
1.4% |
52% |
False |
True |
8,716 |
| 10 |
9,745 |
9,330 |
415 |
4.4% |
149 |
1.6% |
39% |
False |
True |
8,810 |
| 20 |
9,750 |
9,280 |
470 |
5.0% |
175 |
1.8% |
45% |
False |
False |
9,462 |
| 40 |
9,750 |
8,775 |
975 |
10.3% |
176 |
1.9% |
73% |
False |
False |
7,580 |
| 60 |
9,790 |
8,775 |
1,015 |
10.7% |
128 |
1.4% |
70% |
False |
False |
5,055 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
10,328 |
|
2.618 |
10,018 |
|
1.618 |
9,828 |
|
1.000 |
9,710 |
|
0.618 |
9,638 |
|
HIGH |
9,520 |
|
0.618 |
9,448 |
|
0.500 |
9,425 |
|
0.382 |
9,403 |
|
LOW |
9,330 |
|
0.618 |
9,213 |
|
1.000 |
9,140 |
|
1.618 |
9,023 |
|
2.618 |
8,833 |
|
4.250 |
8,523 |
|
|
| Fisher Pivots for day following 20-Oct-2010 |
| Pivot |
1 day |
3 day |
| R1 |
9,468 |
9,482 |
| PP |
9,447 |
9,473 |
| S1 |
9,425 |
9,465 |
|