| Trading Metrics calculated at close of trading on 20-Oct-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Oct-2010 |
20-Oct-2010 |
Change |
Change % |
Previous Week |
| Open |
11,044 |
10,939 |
-105 |
-1.0% |
10,951 |
| High |
11,062 |
11,102 |
40 |
0.4% |
11,104 |
| Low |
10,861 |
10,903 |
42 |
0.4% |
10,853 |
| Close |
10,943 |
11,063 |
120 |
1.1% |
11,024 |
| Range |
201 |
199 |
-2 |
-1.0% |
251 |
| ATR |
145 |
149 |
4 |
2.7% |
0 |
| Volume |
200,575 |
147,845 |
-52,730 |
-26.3% |
598,808 |
|
| Daily Pivots for day following 20-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,620 |
11,540 |
11,173 |
|
| R3 |
11,421 |
11,341 |
11,118 |
|
| R2 |
11,222 |
11,222 |
11,100 |
|
| R1 |
11,142 |
11,142 |
11,081 |
11,182 |
| PP |
11,023 |
11,023 |
11,023 |
11,043 |
| S1 |
10,943 |
10,943 |
11,045 |
10,983 |
| S2 |
10,824 |
10,824 |
11,027 |
|
| S3 |
10,625 |
10,744 |
11,008 |
|
| S4 |
10,426 |
10,545 |
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 |
10,861 |
243 |
2.2% |
170 |
1.5% |
83% |
False |
False |
146,010 |
| 10 |
11,104 |
10,810 |
294 |
2.7% |
151 |
1.4% |
86% |
False |
False |
131,194 |
| 20 |
11,104 |
10,573 |
531 |
4.8% |
147 |
1.3% |
92% |
False |
False |
135,843 |
| 40 |
11,104 |
9,844 |
1,260 |
11.4% |
144 |
1.3% |
97% |
False |
False |
98,279 |
| 60 |
11,104 |
9,844 |
1,260 |
11.4% |
147 |
1.3% |
97% |
False |
False |
65,552 |
| 80 |
11,104 |
9,452 |
1,652 |
14.9% |
158 |
1.4% |
98% |
False |
False |
49,185 |
| 100 |
11,104 |
9,452 |
1,652 |
14.9% |
143 |
1.3% |
98% |
False |
False |
39,352 |
| 120 |
11,104 |
9,452 |
1,652 |
14.9% |
138 |
1.2% |
98% |
False |
False |
32,794 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,948 |
|
2.618 |
11,623 |
|
1.618 |
11,424 |
|
1.000 |
11,301 |
|
0.618 |
11,225 |
|
HIGH |
11,102 |
|
0.618 |
11,026 |
|
0.500 |
11,003 |
|
0.382 |
10,979 |
|
LOW |
10,903 |
|
0.618 |
10,780 |
|
1.000 |
10,704 |
|
1.618 |
10,581 |
|
2.618 |
10,382 |
|
4.250 |
10,057 |
|
|
| Fisher Pivots for day following 20-Oct-2010 |
| Pivot |
1 day |
3 day |
| R1 |
11,043 |
11,036 |
| PP |
11,023 |
11,009 |
| S1 |
11,003 |
10,982 |
|