| Trading Metrics calculated at close of trading on 01-Oct-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Sep-2010 |
01-Oct-2010 |
Change |
Change % |
Previous Week |
| Open |
1,311.1 |
1,309.8 |
-1.3 |
-0.1% |
1,301.0 |
| High |
1,318.1 |
1,323.7 |
5.6 |
0.4% |
1,323.7 |
| Low |
1,299.6 |
1,309.8 |
10.2 |
0.8% |
1,284.5 |
| Close |
1,311.4 |
1,319.6 |
8.2 |
0.6% |
1,319.6 |
| Range |
18.5 |
13.9 |
-4.6 |
-24.9% |
39.2 |
| ATR |
12.9 |
12.9 |
0.1 |
0.6% |
0.0 |
| Volume |
5,098 |
1,690 |
-3,408 |
-66.8% |
13,094 |
|
| Daily Pivots for day following 01-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,359.4 |
1,353.4 |
1,327.2 |
|
| R3 |
1,345.5 |
1,339.5 |
1,323.4 |
|
| R2 |
1,331.6 |
1,331.6 |
1,322.1 |
|
| R1 |
1,325.6 |
1,325.6 |
1,320.9 |
1,328.6 |
| PP |
1,317.7 |
1,317.7 |
1,317.7 |
1,319.2 |
| S1 |
1,311.7 |
1,311.7 |
1,318.3 |
1,314.7 |
| S2 |
1,303.8 |
1,303.8 |
1,317.1 |
|
| S3 |
1,289.9 |
1,297.8 |
1,315.8 |
|
| S4 |
1,276.0 |
1,283.9 |
1,312.0 |
|
|
| Weekly Pivots for week ending 01-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,426.9 |
1,412.4 |
1,341.2 |
|
| R3 |
1,387.7 |
1,373.2 |
1,330.4 |
|
| R2 |
1,348.5 |
1,348.5 |
1,326.8 |
|
| R1 |
1,334.0 |
1,334.0 |
1,323.2 |
1,341.3 |
| PP |
1,309.3 |
1,309.3 |
1,309.3 |
1,312.9 |
| S1 |
1,294.8 |
1,294.8 |
1,316.0 |
1,302.1 |
| S2 |
1,270.1 |
1,270.1 |
1,312.4 |
|
| S3 |
1,230.9 |
1,255.6 |
1,308.8 |
|
| S4 |
1,191.7 |
1,216.4 |
1,298.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,323.7 |
1,284.5 |
39.2 |
3.0% |
14.8 |
1.1% |
90% |
True |
False |
2,618 |
| 10 |
1,323.7 |
1,274.7 |
49.0 |
3.7% |
12.4 |
0.9% |
92% |
True |
False |
1,960 |
| 20 |
1,323.7 |
1,240.0 |
83.7 |
6.3% |
12.2 |
0.9% |
95% |
True |
False |
1,846 |
| 40 |
1,323.7 |
1,194.2 |
129.5 |
9.8% |
11.7 |
0.9% |
97% |
True |
False |
1,525 |
| 60 |
1,323.7 |
1,162.5 |
161.2 |
12.2% |
10.6 |
0.8% |
97% |
True |
False |
1,290 |
| 80 |
1,323.7 |
1,162.5 |
161.2 |
12.2% |
11.3 |
0.9% |
97% |
True |
False |
1,181 |
| 100 |
1,323.7 |
1,162.5 |
161.2 |
12.2% |
11.4 |
0.9% |
97% |
True |
False |
1,014 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,382.8 |
|
2.618 |
1,360.1 |
|
1.618 |
1,346.2 |
|
1.000 |
1,337.6 |
|
0.618 |
1,332.3 |
|
HIGH |
1,323.7 |
|
0.618 |
1,318.4 |
|
0.500 |
1,316.8 |
|
0.382 |
1,315.1 |
|
LOW |
1,309.8 |
|
0.618 |
1,301.2 |
|
1.000 |
1,295.9 |
|
1.618 |
1,287.3 |
|
2.618 |
1,273.4 |
|
4.250 |
1,250.7 |
|
|
| Fisher Pivots for day following 01-Oct-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1,318.7 |
1,317.0 |
| PP |
1,317.7 |
1,314.3 |
| S1 |
1,316.8 |
1,311.7 |
|