| Trading Metrics calculated at close of trading on 14-Oct-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Oct-2010 |
14-Oct-2010 |
Change |
Change % |
Previous Week |
| Open |
10,960 |
11,045 |
85 |
0.8% |
10,771 |
| High |
11,100 |
11,099 |
-1 |
0.0% |
10,974 |
| Low |
10,952 |
10,965 |
13 |
0.1% |
10,638 |
| Close |
11,044 |
11,052 |
8 |
0.1% |
10,947 |
| Range |
148 |
134 |
-14 |
-9.5% |
336 |
| ATR |
138 |
138 |
0 |
-0.2% |
0 |
| Volume |
118,055 |
134,975 |
16,920 |
14.3% |
672,660 |
|
| Daily Pivots for day following 14-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,441 |
11,380 |
11,126 |
|
| R3 |
11,307 |
11,246 |
11,089 |
|
| R2 |
11,173 |
11,173 |
11,077 |
|
| R1 |
11,112 |
11,112 |
11,064 |
11,143 |
| PP |
11,039 |
11,039 |
11,039 |
11,054 |
| S1 |
10,978 |
10,978 |
11,040 |
11,009 |
| S2 |
10,905 |
10,905 |
11,028 |
|
| S3 |
10,771 |
10,844 |
11,015 |
|
| S4 |
10,637 |
10,710 |
10,978 |
|
|
| 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% |
131 |
1.2% |
83% |
False |
False |
116,637 |
| 10 |
11,100 |
10,638 |
462 |
4.2% |
131 |
1.2% |
90% |
False |
False |
126,845 |
| 20 |
11,100 |
10,497 |
603 |
5.5% |
139 |
1.3% |
92% |
False |
False |
132,486 |
| 40 |
11,100 |
9,844 |
1,256 |
11.4% |
143 |
1.3% |
96% |
False |
False |
83,416 |
| 60 |
11,100 |
9,844 |
1,256 |
11.4% |
146 |
1.3% |
96% |
False |
False |
55,638 |
| 80 |
11,100 |
9,452 |
1,648 |
14.9% |
156 |
1.4% |
97% |
False |
False |
41,750 |
| 100 |
11,100 |
9,452 |
1,648 |
14.9% |
139 |
1.3% |
97% |
False |
False |
33,401 |
| 120 |
11,100 |
9,452 |
1,648 |
14.9% |
135 |
1.2% |
97% |
False |
False |
27,835 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,669 |
|
2.618 |
11,450 |
|
1.618 |
11,316 |
|
1.000 |
11,233 |
|
0.618 |
11,182 |
|
HIGH |
11,099 |
|
0.618 |
11,048 |
|
0.500 |
11,032 |
|
0.382 |
11,016 |
|
LOW |
10,965 |
|
0.618 |
10,882 |
|
1.000 |
10,831 |
|
1.618 |
10,748 |
|
2.618 |
10,614 |
|
4.250 |
10,396 |
|
|
| Fisher Pivots for day following 14-Oct-2010 |
| Pivot |
1 day |
3 day |
| R1 |
11,045 |
11,027 |
| PP |
11,039 |
11,002 |
| S1 |
11,032 |
10,977 |
|