| Trading Metrics calculated at close of trading on 18-Oct-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Oct-2010 |
18-Oct-2010 |
Change |
Change % |
Previous Week |
| Open |
11,058 |
11,011 |
-47 |
-0.4% |
10,951 |
| High |
11,104 |
11,103 |
-1 |
0.0% |
11,104 |
| Low |
10,953 |
10,938 |
-15 |
-0.1% |
10,853 |
| Close |
11,024 |
11,045 |
21 |
0.2% |
11,024 |
| Range |
151 |
165 |
14 |
9.3% |
251 |
| ATR |
139 |
140 |
2 |
1.4% |
0 |
| Volume |
145,339 |
101,320 |
-44,019 |
-30.3% |
598,808 |
|
| Daily Pivots for day following 18-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,524 |
11,449 |
11,136 |
|
| R3 |
11,359 |
11,284 |
11,091 |
|
| R2 |
11,194 |
11,194 |
11,075 |
|
| R1 |
11,119 |
11,119 |
11,060 |
11,157 |
| PP |
11,029 |
11,029 |
11,029 |
11,047 |
| S1 |
10,954 |
10,954 |
11,030 |
10,992 |
| S2 |
10,864 |
10,864 |
11,015 |
|
| S3 |
10,699 |
10,789 |
11,000 |
|
| S4 |
10,534 |
10,624 |
10,954 |
|
|
| Weekly Pivots for week ending 15-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,747 |
11,636 |
11,162 |
|
| R3 |
11,496 |
11,385 |
11,093 |
|
| R2 |
11,245 |
11,245 |
11,070 |
|
| R1 |
11,134 |
11,134 |
11,047 |
11,190 |
| PP |
10,994 |
10,994 |
10,994 |
11,021 |
| S1 |
10,883 |
10,883 |
11,001 |
10,939 |
| S2 |
10,743 |
10,743 |
10,978 |
|
| S3 |
10,492 |
10,632 |
10,955 |
|
| S4 |
10,241 |
10,381 |
10,886 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
11,104 |
10,853 |
251 |
2.3% |
149 |
1.3% |
76% |
False |
False |
126,470 |
| 10 |
11,104 |
10,690 |
414 |
3.7% |
138 |
1.2% |
86% |
False |
False |
124,382 |
| 20 |
11,104 |
10,573 |
531 |
4.8% |
139 |
1.3% |
89% |
False |
False |
132,132 |
| 40 |
11,104 |
9,844 |
1,260 |
11.4% |
142 |
1.3% |
95% |
False |
False |
89,575 |
| 60 |
11,104 |
9,844 |
1,260 |
11.4% |
144 |
1.3% |
95% |
False |
False |
59,746 |
| 80 |
11,104 |
9,452 |
1,652 |
15.0% |
156 |
1.4% |
96% |
False |
False |
44,831 |
| 100 |
11,104 |
9,452 |
1,652 |
15.0% |
140 |
1.3% |
96% |
False |
False |
35,868 |
| 120 |
11,104 |
9,452 |
1,652 |
15.0% |
136 |
1.2% |
96% |
False |
False |
29,890 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,804 |
|
2.618 |
11,535 |
|
1.618 |
11,370 |
|
1.000 |
11,268 |
|
0.618 |
11,205 |
|
HIGH |
11,103 |
|
0.618 |
11,040 |
|
0.500 |
11,021 |
|
0.382 |
11,001 |
|
LOW |
10,938 |
|
0.618 |
10,836 |
|
1.000 |
10,773 |
|
1.618 |
10,671 |
|
2.618 |
10,506 |
|
4.250 |
10,237 |
|
|
| Fisher Pivots for day following 18-Oct-2010 |
| Pivot |
1 day |
3 day |
| R1 |
11,037 |
11,037 |
| PP |
11,029 |
11,029 |
| S1 |
11,021 |
11,021 |
|