| Trading Metrics calculated at close of trading on 06-Oct-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Oct-2010 |
06-Oct-2010 |
Change |
Change % |
Previous Week |
| Open |
10,701 |
10,865 |
164 |
1.5% |
10,796 |
| High |
10,902 |
10,916 |
14 |
0.1% |
10,887 |
| Low |
10,690 |
10,858 |
168 |
1.6% |
10,664 |
| Close |
10,864 |
10,906 |
42 |
0.4% |
10,768 |
| Range |
212 |
58 |
-154 |
-72.6% |
223 |
| ATR |
147 |
141 |
-6 |
-4.3% |
0 |
| Volume |
154,769 |
125,528 |
-29,241 |
-18.9% |
716,738 |
|
| Daily Pivots for day following 06-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,067 |
11,045 |
10,938 |
|
| R3 |
11,009 |
10,987 |
10,922 |
|
| R2 |
10,951 |
10,951 |
10,917 |
|
| R1 |
10,929 |
10,929 |
10,911 |
10,940 |
| PP |
10,893 |
10,893 |
10,893 |
10,899 |
| S1 |
10,871 |
10,871 |
10,901 |
10,882 |
| S2 |
10,835 |
10,835 |
10,895 |
|
| S3 |
10,777 |
10,813 |
10,890 |
|
| S4 |
10,719 |
10,755 |
10,874 |
|
|
| 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 |
10,916 |
10,638 |
278 |
2.5% |
145 |
1.3% |
96% |
True |
False |
147,550 |
| 10 |
10,916 |
10,573 |
343 |
3.1% |
144 |
1.3% |
97% |
True |
False |
140,491 |
| 20 |
10,916 |
10,305 |
611 |
5.6% |
129 |
1.2% |
98% |
True |
False |
130,322 |
| 40 |
10,916 |
9,844 |
1,072 |
9.8% |
149 |
1.4% |
99% |
True |
False |
65,508 |
| 60 |
10,916 |
9,844 |
1,072 |
9.8% |
151 |
1.4% |
99% |
True |
False |
43,698 |
| 80 |
10,916 |
9,452 |
1,464 |
13.4% |
155 |
1.4% |
99% |
True |
False |
32,790 |
| 100 |
10,916 |
9,452 |
1,464 |
13.4% |
138 |
1.3% |
99% |
True |
False |
26,233 |
| 120 |
11,033 |
9,452 |
1,581 |
14.5% |
130 |
1.2% |
92% |
False |
False |
21,861 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,163 |
|
2.618 |
11,068 |
|
1.618 |
11,010 |
|
1.000 |
10,974 |
|
0.618 |
10,952 |
|
HIGH |
10,916 |
|
0.618 |
10,894 |
|
0.500 |
10,887 |
|
0.382 |
10,880 |
|
LOW |
10,858 |
|
0.618 |
10,822 |
|
1.000 |
10,800 |
|
1.618 |
10,764 |
|
2.618 |
10,706 |
|
4.250 |
10,612 |
|
|
| Fisher Pivots for day following 06-Oct-2010 |
| Pivot |
1 day |
3 day |
| R1 |
10,900 |
10,863 |
| PP |
10,893 |
10,820 |
| S1 |
10,887 |
10,777 |
|