| Trading Metrics calculated at close of trading on 25-Oct-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Oct-2010 |
25-Oct-2010 |
Change |
Change % |
Previous Week |
| Open |
9,380 |
9,430 |
50 |
0.5% |
9,560 |
| High |
9,480 |
9,480 |
0 |
0.0% |
9,600 |
| Low |
9,380 |
9,385 |
5 |
0.1% |
9,330 |
| Close |
9,465 |
9,400 |
-65 |
-0.7% |
9,465 |
| Range |
100 |
95 |
-5 |
-5.0% |
270 |
| ATR |
166 |
161 |
-5 |
-3.1% |
0 |
| Volume |
5,594 |
5,242 |
-352 |
-6.3% |
41,086 |
|
| Daily Pivots for day following 25-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
9,707 |
9,648 |
9,452 |
|
| R3 |
9,612 |
9,553 |
9,426 |
|
| R2 |
9,517 |
9,517 |
9,418 |
|
| R1 |
9,458 |
9,458 |
9,409 |
9,440 |
| PP |
9,422 |
9,422 |
9,422 |
9,413 |
| S1 |
9,363 |
9,363 |
9,391 |
9,345 |
| S2 |
9,327 |
9,327 |
9,383 |
|
| S3 |
9,232 |
9,268 |
9,374 |
|
| S4 |
9,137 |
9,173 |
9,348 |
|
|
| Weekly Pivots for week ending 22-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,275 |
10,140 |
9,614 |
|
| R3 |
10,005 |
9,870 |
9,539 |
|
| R2 |
9,735 |
9,735 |
9,515 |
|
| R1 |
9,600 |
9,600 |
9,490 |
9,533 |
| PP |
9,465 |
9,465 |
9,465 |
9,431 |
| S1 |
9,330 |
9,330 |
9,440 |
9,263 |
| S2 |
9,195 |
9,195 |
9,416 |
|
| S3 |
8,925 |
9,060 |
9,391 |
|
| S4 |
8,655 |
8,790 |
9,317 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
9,600 |
9,330 |
270 |
2.9% |
155 |
1.6% |
26% |
False |
False |
8,279 |
| 10 |
9,675 |
9,330 |
345 |
3.7% |
155 |
1.6% |
20% |
False |
False |
8,596 |
| 20 |
9,750 |
9,285 |
465 |
4.9% |
169 |
1.8% |
25% |
False |
False |
9,321 |
| 40 |
9,750 |
8,775 |
975 |
10.4% |
176 |
1.9% |
64% |
False |
False |
8,098 |
| 60 |
9,750 |
8,775 |
975 |
10.4% |
136 |
1.4% |
64% |
False |
False |
5,401 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
9,884 |
|
2.618 |
9,729 |
|
1.618 |
9,634 |
|
1.000 |
9,575 |
|
0.618 |
9,539 |
|
HIGH |
9,480 |
|
0.618 |
9,444 |
|
0.500 |
9,433 |
|
0.382 |
9,421 |
|
LOW |
9,385 |
|
0.618 |
9,326 |
|
1.000 |
9,290 |
|
1.618 |
9,231 |
|
2.618 |
9,136 |
|
4.250 |
8,981 |
|
|
| Fisher Pivots for day following 25-Oct-2010 |
| Pivot |
1 day |
3 day |
| R1 |
9,433 |
9,465 |
| PP |
9,422 |
9,443 |
| S1 |
9,411 |
9,422 |
|