| Trading Metrics calculated at close of trading on 04-Oct-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Oct-2010 |
04-Oct-2010 |
Change |
Change % |
Previous Week |
| Open |
10,717 |
10,771 |
54 |
0.5% |
10,796 |
| High |
10,807 |
10,792 |
-15 |
-0.1% |
10,887 |
| Low |
10,713 |
10,638 |
-75 |
-0.7% |
10,664 |
| Close |
10,768 |
10,707 |
-61 |
-0.6% |
10,768 |
| Range |
94 |
154 |
60 |
63.8% |
223 |
| ATR |
141 |
142 |
1 |
0.6% |
0 |
| Volume |
142,330 |
128,962 |
-13,368 |
-9.4% |
716,738 |
|
| Daily Pivots for day following 04-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,174 |
11,095 |
10,792 |
|
| R3 |
11,020 |
10,941 |
10,749 |
|
| R2 |
10,866 |
10,866 |
10,735 |
|
| R1 |
10,787 |
10,787 |
10,721 |
10,750 |
| PP |
10,712 |
10,712 |
10,712 |
10,694 |
| S1 |
10,633 |
10,633 |
10,693 |
10,596 |
| S2 |
10,558 |
10,558 |
10,679 |
|
| S3 |
10,404 |
10,479 |
10,665 |
|
| S4 |
10,250 |
10,325 |
10,622 |
|
|
| Weekly Pivots for week ending 01-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,442 |
11,328 |
10,891 |
|
| R3 |
11,219 |
11,105 |
10,829 |
|
| R2 |
10,996 |
10,996 |
10,809 |
|
| R1 |
10,882 |
10,882 |
10,789 |
10,828 |
| PP |
10,773 |
10,773 |
10,773 |
10,746 |
| S1 |
10,659 |
10,659 |
10,748 |
10,605 |
| S2 |
10,550 |
10,550 |
10,727 |
|
| S3 |
10,327 |
10,436 |
10,707 |
|
| S4 |
10,104 |
10,213 |
10,645 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
10,887 |
10,638 |
249 |
2.3% |
142 |
1.3% |
28% |
False |
True |
148,780 |
| 10 |
10,887 |
10,573 |
314 |
2.9% |
140 |
1.3% |
43% |
False |
False |
139,882 |
| 20 |
10,887 |
10,233 |
654 |
6.1% |
128 |
1.2% |
72% |
False |
False |
116,750 |
| 40 |
10,887 |
9,844 |
1,043 |
9.7% |
148 |
1.4% |
83% |
False |
False |
58,506 |
| 60 |
10,887 |
9,844 |
1,043 |
9.7% |
152 |
1.4% |
83% |
False |
False |
39,027 |
| 80 |
10,887 |
9,452 |
1,435 |
13.4% |
152 |
1.4% |
87% |
False |
False |
29,286 |
| 100 |
10,887 |
9,452 |
1,435 |
13.4% |
137 |
1.3% |
87% |
False |
False |
23,430 |
| 120 |
11,033 |
9,452 |
1,581 |
14.8% |
130 |
1.2% |
79% |
False |
False |
19,525 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,447 |
|
2.618 |
11,195 |
|
1.618 |
11,041 |
|
1.000 |
10,946 |
|
0.618 |
10,887 |
|
HIGH |
10,792 |
|
0.618 |
10,733 |
|
0.500 |
10,715 |
|
0.382 |
10,697 |
|
LOW |
10,638 |
|
0.618 |
10,543 |
|
1.000 |
10,484 |
|
1.618 |
10,389 |
|
2.618 |
10,235 |
|
4.250 |
9,984 |
|
|
| Fisher Pivots for day following 04-Oct-2010 |
| Pivot |
1 day |
3 day |
| R1 |
10,715 |
10,763 |
| PP |
10,712 |
10,744 |
| S1 |
10,710 |
10,726 |
|