| Trading Metrics calculated at close of trading on 13-Oct-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Oct-2010 |
13-Oct-2010 |
Change |
Change % |
Previous Week |
| Open |
10,960 |
10,960 |
0 |
0.0% |
10,771 |
| High |
10,997 |
11,100 |
103 |
0.9% |
10,974 |
| Low |
10,853 |
10,952 |
99 |
0.9% |
10,638 |
| Close |
10,957 |
11,044 |
87 |
0.8% |
10,947 |
| Range |
144 |
148 |
4 |
2.8% |
336 |
| ATR |
137 |
138 |
1 |
0.6% |
0 |
| Volume |
132,661 |
118,055 |
-14,606 |
-11.0% |
672,660 |
|
| Daily Pivots for day following 13-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,476 |
11,408 |
11,126 |
|
| R3 |
11,328 |
11,260 |
11,085 |
|
| R2 |
11,180 |
11,180 |
11,071 |
|
| R1 |
11,112 |
11,112 |
11,058 |
11,146 |
| PP |
11,032 |
11,032 |
11,032 |
11,049 |
| S1 |
10,964 |
10,964 |
11,031 |
10,998 |
| S2 |
10,884 |
10,884 |
11,017 |
|
| S3 |
10,736 |
10,816 |
11,003 |
|
| S4 |
10,588 |
10,668 |
10,963 |
|
|
| Weekly Pivots for week ending 08-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,861 |
11,740 |
11,132 |
|
| R3 |
11,525 |
11,404 |
11,040 |
|
| R2 |
11,189 |
11,189 |
11,009 |
|
| R1 |
11,068 |
11,068 |
10,978 |
11,129 |
| PP |
10,853 |
10,853 |
10,853 |
10,883 |
| S1 |
10,732 |
10,732 |
10,916 |
10,793 |
| S2 |
10,517 |
10,517 |
10,886 |
|
| S3 |
10,181 |
10,396 |
10,855 |
|
| S4 |
9,845 |
10,060 |
10,762 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
11,100 |
10,810 |
290 |
2.6% |
132 |
1.2% |
81% |
True |
False |
116,379 |
| 10 |
11,100 |
10,638 |
462 |
4.2% |
138 |
1.3% |
88% |
True |
False |
131,964 |
| 20 |
11,100 |
10,452 |
648 |
5.9% |
138 |
1.2% |
91% |
True |
False |
132,440 |
| 40 |
11,100 |
9,844 |
1,256 |
11.4% |
143 |
1.3% |
96% |
True |
False |
80,044 |
| 60 |
11,100 |
9,844 |
1,256 |
11.4% |
147 |
1.3% |
96% |
True |
False |
53,390 |
| 80 |
11,100 |
9,452 |
1,648 |
14.9% |
157 |
1.4% |
97% |
True |
False |
40,063 |
| 100 |
11,100 |
9,452 |
1,648 |
14.9% |
138 |
1.2% |
97% |
True |
False |
32,051 |
| 120 |
11,100 |
9,452 |
1,648 |
14.9% |
134 |
1.2% |
97% |
True |
False |
26,710 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,729 |
|
2.618 |
11,488 |
|
1.618 |
11,340 |
|
1.000 |
11,248 |
|
0.618 |
11,192 |
|
HIGH |
11,100 |
|
0.618 |
11,044 |
|
0.500 |
11,026 |
|
0.382 |
11,009 |
|
LOW |
10,952 |
|
0.618 |
10,861 |
|
1.000 |
10,804 |
|
1.618 |
10,713 |
|
2.618 |
10,565 |
|
4.250 |
10,323 |
|
|
| Fisher Pivots for day following 13-Oct-2010 |
| Pivot |
1 day |
3 day |
| R1 |
11,038 |
11,022 |
| PP |
11,032 |
10,999 |
| S1 |
11,026 |
10,977 |
|