| Trading Metrics calculated at close of trading on 08-Oct-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Oct-2010 |
08-Oct-2010 |
Change |
Change % |
Previous Week |
| Open |
1,350.7 |
1,335.5 |
-15.2 |
-1.1% |
1,322.6 |
| High |
1,367.5 |
1,351.9 |
-15.6 |
-1.1% |
1,367.5 |
| Low |
1,328.8 |
1,328.0 |
-0.8 |
-0.1% |
1,315.5 |
| Close |
1,336.8 |
1,347.1 |
10.3 |
0.8% |
1,347.1 |
| Range |
38.7 |
23.9 |
-14.8 |
-38.2% |
52.0 |
| ATR |
15.3 |
15.9 |
0.6 |
4.0% |
0.0 |
| Volume |
2,130 |
6,069 |
3,939 |
184.9% |
15,125 |
|
| Daily Pivots for day following 08-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,414.0 |
1,404.5 |
1,360.2 |
|
| R3 |
1,390.1 |
1,380.6 |
1,353.7 |
|
| R2 |
1,366.2 |
1,366.2 |
1,351.5 |
|
| R1 |
1,356.7 |
1,356.7 |
1,349.3 |
1,361.5 |
| PP |
1,342.3 |
1,342.3 |
1,342.3 |
1,344.7 |
| S1 |
1,332.8 |
1,332.8 |
1,344.9 |
1,337.6 |
| S2 |
1,318.4 |
1,318.4 |
1,342.7 |
|
| S3 |
1,294.5 |
1,308.9 |
1,340.5 |
|
| S4 |
1,270.6 |
1,285.0 |
1,334.0 |
|
|
| Weekly Pivots for week ending 08-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,499.4 |
1,475.2 |
1,375.7 |
|
| R3 |
1,447.4 |
1,423.2 |
1,361.4 |
|
| R2 |
1,395.4 |
1,395.4 |
1,356.6 |
|
| R1 |
1,371.2 |
1,371.2 |
1,351.9 |
1,383.3 |
| PP |
1,343.4 |
1,343.4 |
1,343.4 |
1,349.4 |
| S1 |
1,319.2 |
1,319.2 |
1,342.3 |
1,331.3 |
| S2 |
1,291.4 |
1,291.4 |
1,337.6 |
|
| S3 |
1,239.4 |
1,267.2 |
1,332.8 |
|
| S4 |
1,187.4 |
1,215.2 |
1,318.5 |
|
|
| 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 |
1,315.5 |
52.0 |
3.9% |
21.8 |
1.6% |
61% |
False |
False |
3,025 |
| 10 |
1,367.5 |
1,284.5 |
83.0 |
6.2% |
18.3 |
1.4% |
75% |
False |
False |
2,821 |
| 20 |
1,367.5 |
1,245.2 |
122.3 |
9.1% |
14.7 |
1.1% |
83% |
False |
False |
2,119 |
| 40 |
1,367.5 |
1,215.5 |
152.0 |
11.3% |
12.6 |
0.9% |
87% |
False |
False |
1,627 |
| 60 |
1,367.5 |
1,162.5 |
205.0 |
15.2% |
12.3 |
0.9% |
90% |
False |
False |
1,518 |
| 80 |
1,367.5 |
1,162.5 |
205.0 |
15.2% |
12.1 |
0.9% |
90% |
False |
False |
1,312 |
| 100 |
1,367.5 |
1,162.5 |
205.0 |
15.2% |
11.6 |
0.9% |
90% |
False |
False |
1,143 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,453.5 |
|
2.618 |
1,414.5 |
|
1.618 |
1,390.6 |
|
1.000 |
1,375.8 |
|
0.618 |
1,366.7 |
|
HIGH |
1,351.9 |
|
0.618 |
1,342.8 |
|
0.500 |
1,340.0 |
|
0.382 |
1,337.1 |
|
LOW |
1,328.0 |
|
0.618 |
1,313.2 |
|
1.000 |
1,304.1 |
|
1.618 |
1,289.3 |
|
2.618 |
1,265.4 |
|
4.250 |
1,226.4 |
|
|
| Fisher Pivots for day following 08-Oct-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1,344.7 |
1,347.8 |
| PP |
1,342.3 |
1,347.5 |
| S1 |
1,340.0 |
1,347.3 |
|