| Trading Metrics calculated at close of trading on 15-Oct-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Oct-2010 |
15-Oct-2010 |
Change |
Change % |
Previous Week |
| Open |
1,375.1 |
1,384.6 |
9.5 |
0.7% |
1,351.5 |
| High |
1,389.5 |
1,387.5 |
-2.0 |
-0.1% |
1,389.5 |
| Low |
1,373.5 |
1,365.0 |
-8.5 |
-0.6% |
1,343.5 |
| Close |
1,379.5 |
1,373.9 |
-5.6 |
-0.4% |
1,373.9 |
| Range |
16.0 |
22.5 |
6.5 |
40.6% |
46.0 |
| ATR |
16.7 |
17.1 |
0.4 |
2.5% |
0.0 |
| Volume |
3,575 |
8,144 |
4,569 |
127.8% |
27,226 |
|
| Daily Pivots for day following 15-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,443.0 |
1,430.9 |
1,386.3 |
|
| R3 |
1,420.5 |
1,408.4 |
1,380.1 |
|
| R2 |
1,398.0 |
1,398.0 |
1,378.0 |
|
| R1 |
1,385.9 |
1,385.9 |
1,376.0 |
1,380.7 |
| PP |
1,375.5 |
1,375.5 |
1,375.5 |
1,372.9 |
| S1 |
1,363.4 |
1,363.4 |
1,371.8 |
1,358.2 |
| S2 |
1,353.0 |
1,353.0 |
1,369.8 |
|
| S3 |
1,330.5 |
1,340.9 |
1,367.7 |
|
| S4 |
1,308.0 |
1,318.4 |
1,361.5 |
|
|
| Weekly Pivots for week ending 15-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,507.0 |
1,486.4 |
1,399.2 |
|
| R3 |
1,461.0 |
1,440.4 |
1,386.6 |
|
| R2 |
1,415.0 |
1,415.0 |
1,382.3 |
|
| R1 |
1,394.4 |
1,394.4 |
1,378.1 |
1,404.7 |
| PP |
1,369.0 |
1,369.0 |
1,369.0 |
1,374.1 |
| S1 |
1,348.4 |
1,348.4 |
1,369.7 |
1,358.7 |
| S2 |
1,323.0 |
1,323.0 |
1,365.5 |
|
| S3 |
1,277.0 |
1,302.4 |
1,361.3 |
|
| S4 |
1,231.0 |
1,256.4 |
1,348.6 |
|
|
| 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 |
1,343.5 |
46.0 |
3.3% |
18.3 |
1.3% |
66% |
False |
False |
5,445 |
| 10 |
1,389.5 |
1,315.5 |
74.0 |
5.4% |
20.0 |
1.5% |
79% |
False |
False |
4,235 |
| 20 |
1,389.5 |
1,274.7 |
114.8 |
8.4% |
16.2 |
1.2% |
86% |
False |
False |
3,097 |
| 40 |
1,389.5 |
1,216.3 |
173.2 |
12.6% |
13.7 |
1.0% |
91% |
False |
False |
2,156 |
| 60 |
1,389.5 |
1,162.5 |
227.0 |
16.5% |
12.9 |
0.9% |
93% |
False |
False |
1,928 |
| 80 |
1,389.5 |
1,162.5 |
227.0 |
16.5% |
12.2 |
0.9% |
93% |
False |
False |
1,584 |
| 100 |
1,389.5 |
1,162.5 |
227.0 |
16.5% |
12.0 |
0.9% |
93% |
False |
False |
1,398 |
| 120 |
1,389.5 |
1,162.5 |
227.0 |
16.5% |
12.4 |
0.9% |
93% |
False |
False |
1,219 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,483.1 |
|
2.618 |
1,446.4 |
|
1.618 |
1,423.9 |
|
1.000 |
1,410.0 |
|
0.618 |
1,401.4 |
|
HIGH |
1,387.5 |
|
0.618 |
1,378.9 |
|
0.500 |
1,376.3 |
|
0.382 |
1,373.6 |
|
LOW |
1,365.0 |
|
0.618 |
1,351.1 |
|
1.000 |
1,342.5 |
|
1.618 |
1,328.6 |
|
2.618 |
1,306.1 |
|
4.250 |
1,269.4 |
|
|
| Fisher Pivots for day following 15-Oct-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1,376.3 |
1,373.1 |
| PP |
1,375.5 |
1,372.2 |
| S1 |
1,374.7 |
1,371.4 |
|