| Trading Metrics calculated at close of trading on 07-Oct-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Oct-2010 |
07-Oct-2010 |
Change |
Change % |
Previous Week |
| Open |
10,865 |
10,905 |
40 |
0.4% |
10,796 |
| High |
10,916 |
10,974 |
58 |
0.5% |
10,887 |
| Low |
10,858 |
10,835 |
-23 |
-0.2% |
10,664 |
| Close |
10,906 |
10,912 |
6 |
0.1% |
10,768 |
| Range |
58 |
139 |
81 |
139.7% |
223 |
| ATR |
141 |
141 |
0 |
-0.1% |
0 |
| Volume |
125,528 |
133,681 |
8,153 |
6.5% |
716,738 |
|
| Daily Pivots for day following 07-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,324 |
11,257 |
10,989 |
|
| R3 |
11,185 |
11,118 |
10,950 |
|
| R2 |
11,046 |
11,046 |
10,938 |
|
| R1 |
10,979 |
10,979 |
10,925 |
11,013 |
| PP |
10,907 |
10,907 |
10,907 |
10,924 |
| S1 |
10,840 |
10,840 |
10,899 |
10,874 |
| S2 |
10,768 |
10,768 |
10,887 |
|
| S3 |
10,629 |
10,701 |
10,874 |
|
| S4 |
10,490 |
10,562 |
10,836 |
|
|
| 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 |
10,974 |
10,638 |
336 |
3.1% |
132 |
1.2% |
82% |
True |
False |
137,054 |
| 10 |
10,974 |
10,591 |
383 |
3.5% |
144 |
1.3% |
84% |
True |
False |
138,440 |
| 20 |
10,974 |
10,323 |
651 |
6.0% |
130 |
1.2% |
90% |
True |
False |
134,998 |
| 40 |
10,974 |
9,844 |
1,130 |
10.4% |
145 |
1.3% |
95% |
True |
False |
68,848 |
| 60 |
10,974 |
9,844 |
1,130 |
10.4% |
152 |
1.4% |
95% |
True |
False |
45,925 |
| 80 |
10,974 |
9,452 |
1,522 |
13.9% |
155 |
1.4% |
96% |
True |
False |
34,461 |
| 100 |
10,974 |
9,452 |
1,522 |
13.9% |
138 |
1.3% |
96% |
True |
False |
27,569 |
| 120 |
11,033 |
9,452 |
1,581 |
14.5% |
131 |
1.2% |
92% |
False |
False |
22,975 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,565 |
|
2.618 |
11,338 |
|
1.618 |
11,199 |
|
1.000 |
11,113 |
|
0.618 |
11,060 |
|
HIGH |
10,974 |
|
0.618 |
10,921 |
|
0.500 |
10,905 |
|
0.382 |
10,888 |
|
LOW |
10,835 |
|
0.618 |
10,749 |
|
1.000 |
10,696 |
|
1.618 |
10,610 |
|
2.618 |
10,471 |
|
4.250 |
10,244 |
|
|
| Fisher Pivots for day following 07-Oct-2010 |
| Pivot |
1 day |
3 day |
| R1 |
10,910 |
10,885 |
| PP |
10,907 |
10,859 |
| S1 |
10,905 |
10,832 |
|