| Trading Metrics calculated at close of trading on 14-Oct-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Oct-2010 |
14-Oct-2010 |
Change |
Change % |
Previous Week |
| Open |
1,353.7 |
1,375.1 |
21.4 |
1.6% |
1,322.6 |
| High |
1,377.5 |
1,389.5 |
12.0 |
0.9% |
1,367.5 |
| Low |
1,353.3 |
1,373.5 |
20.2 |
1.5% |
1,315.5 |
| Close |
1,372.3 |
1,379.5 |
7.2 |
0.5% |
1,347.1 |
| Range |
24.2 |
16.0 |
-8.2 |
-33.9% |
52.0 |
| ATR |
16.6 |
16.7 |
0.0 |
0.3% |
0.0 |
| Volume |
6,732 |
3,575 |
-3,157 |
-46.9% |
15,125 |
|
| Daily Pivots for day following 14-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,428.8 |
1,420.2 |
1,388.3 |
|
| R3 |
1,412.8 |
1,404.2 |
1,383.9 |
|
| R2 |
1,396.8 |
1,396.8 |
1,382.4 |
|
| R1 |
1,388.2 |
1,388.2 |
1,381.0 |
1,392.5 |
| PP |
1,380.8 |
1,380.8 |
1,380.8 |
1,383.0 |
| S1 |
1,372.2 |
1,372.2 |
1,378.0 |
1,376.5 |
| S2 |
1,364.8 |
1,364.8 |
1,376.6 |
|
| S3 |
1,348.8 |
1,356.2 |
1,375.1 |
|
| S4 |
1,332.8 |
1,340.2 |
1,370.7 |
|
|
| 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 |
1,389.5 |
1,328.0 |
61.5 |
4.5% |
18.5 |
1.3% |
84% |
True |
False |
5,030 |
| 10 |
1,389.5 |
1,309.8 |
79.7 |
5.8% |
19.2 |
1.4% |
87% |
True |
False |
3,589 |
| 20 |
1,389.5 |
1,274.7 |
114.8 |
8.3% |
15.6 |
1.1% |
91% |
True |
False |
2,728 |
| 40 |
1,389.5 |
1,216.3 |
173.2 |
12.6% |
13.4 |
1.0% |
94% |
True |
False |
1,982 |
| 60 |
1,389.5 |
1,162.5 |
227.0 |
16.5% |
12.7 |
0.9% |
96% |
True |
False |
1,804 |
| 80 |
1,389.5 |
1,162.5 |
227.0 |
16.5% |
12.1 |
0.9% |
96% |
True |
False |
1,484 |
| 100 |
1,389.5 |
1,162.5 |
227.0 |
16.5% |
11.8 |
0.9% |
96% |
True |
False |
1,320 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,457.5 |
|
2.618 |
1,431.4 |
|
1.618 |
1,415.4 |
|
1.000 |
1,405.5 |
|
0.618 |
1,399.4 |
|
HIGH |
1,389.5 |
|
0.618 |
1,383.4 |
|
0.500 |
1,381.5 |
|
0.382 |
1,379.6 |
|
LOW |
1,373.5 |
|
0.618 |
1,363.6 |
|
1.000 |
1,357.5 |
|
1.618 |
1,347.6 |
|
2.618 |
1,331.6 |
|
4.250 |
1,305.5 |
|
|
| Fisher Pivots for day following 14-Oct-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1,381.5 |
1,375.2 |
| PP |
1,380.8 |
1,370.8 |
| S1 |
1,380.2 |
1,366.5 |
|