| Trading Metrics calculated at close of trading on 07-Oct-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Oct-2010 |
07-Oct-2010 |
Change |
Change % |
Previous Week |
| Open |
1,342.7 |
1,350.7 |
8.0 |
0.6% |
1,301.0 |
| High |
1,352.6 |
1,367.5 |
14.9 |
1.1% |
1,323.7 |
| Low |
1,342.1 |
1,328.8 |
-13.3 |
-1.0% |
1,284.5 |
| Close |
1,349.6 |
1,336.8 |
-12.8 |
-0.9% |
1,319.6 |
| Range |
10.5 |
38.7 |
28.2 |
268.6% |
39.2 |
| ATR |
13.5 |
15.3 |
1.8 |
13.4% |
0.0 |
| Volume |
3,076 |
2,130 |
-946 |
-30.8% |
13,094 |
|
| Daily Pivots for day following 07-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,460.5 |
1,437.3 |
1,358.1 |
|
| R3 |
1,421.8 |
1,398.6 |
1,347.4 |
|
| R2 |
1,383.1 |
1,383.1 |
1,343.9 |
|
| R1 |
1,359.9 |
1,359.9 |
1,340.3 |
1,352.2 |
| PP |
1,344.4 |
1,344.4 |
1,344.4 |
1,340.5 |
| S1 |
1,321.2 |
1,321.2 |
1,333.3 |
1,313.5 |
| S2 |
1,305.7 |
1,305.7 |
1,329.7 |
|
| S3 |
1,267.0 |
1,282.5 |
1,326.2 |
|
| S4 |
1,228.3 |
1,243.8 |
1,315.5 |
|
|
| 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 |
1,367.5 |
1,309.8 |
57.7 |
4.3% |
19.8 |
1.5% |
47% |
True |
False |
2,149 |
| 10 |
1,367.5 |
1,284.5 |
83.0 |
6.2% |
16.6 |
1.2% |
63% |
True |
False |
2,311 |
| 20 |
1,367.5 |
1,240.0 |
127.5 |
9.5% |
14.1 |
1.1% |
76% |
True |
False |
2,033 |
| 40 |
1,367.5 |
1,202.6 |
164.9 |
12.3% |
12.4 |
0.9% |
81% |
True |
False |
1,513 |
| 60 |
1,367.5 |
1,162.5 |
205.0 |
15.3% |
12.0 |
0.9% |
85% |
True |
False |
1,422 |
| 80 |
1,367.5 |
1,162.5 |
205.0 |
15.3% |
11.8 |
0.9% |
85% |
True |
False |
1,270 |
| 100 |
1,367.5 |
1,162.5 |
205.0 |
15.3% |
11.5 |
0.9% |
85% |
True |
False |
1,084 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,532.0 |
|
2.618 |
1,468.8 |
|
1.618 |
1,430.1 |
|
1.000 |
1,406.2 |
|
0.618 |
1,391.4 |
|
HIGH |
1,367.5 |
|
0.618 |
1,352.7 |
|
0.500 |
1,348.2 |
|
0.382 |
1,343.6 |
|
LOW |
1,328.8 |
|
0.618 |
1,304.9 |
|
1.000 |
1,290.1 |
|
1.618 |
1,266.2 |
|
2.618 |
1,227.5 |
|
4.250 |
1,164.3 |
|
|
| Fisher Pivots for day following 07-Oct-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1,348.2 |
1,341.5 |
| PP |
1,344.4 |
1,339.9 |
| S1 |
1,340.6 |
1,338.4 |
|