| Trading Metrics calculated at close of trading on 18-Oct-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Oct-2010 |
18-Oct-2010 |
Change |
Change % |
Previous Week |
| Open |
1,384.6 |
1,373.0 |
-11.6 |
-0.8% |
1,351.5 |
| High |
1,387.5 |
1,377.1 |
-10.4 |
-0.7% |
1,389.5 |
| Low |
1,365.0 |
1,355.4 |
-9.6 |
-0.7% |
1,343.5 |
| Close |
1,373.9 |
1,374.0 |
0.1 |
0.0% |
1,373.9 |
| Range |
22.5 |
21.7 |
-0.8 |
-3.6% |
46.0 |
| ATR |
17.1 |
17.4 |
0.3 |
1.9% |
0.0 |
| Volume |
8,144 |
2,051 |
-6,093 |
-74.8% |
27,226 |
|
| Daily Pivots for day following 18-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,433.9 |
1,425.7 |
1,385.9 |
|
| R3 |
1,412.2 |
1,404.0 |
1,380.0 |
|
| R2 |
1,390.5 |
1,390.5 |
1,378.0 |
|
| R1 |
1,382.3 |
1,382.3 |
1,376.0 |
1,386.4 |
| PP |
1,368.8 |
1,368.8 |
1,368.8 |
1,370.9 |
| S1 |
1,360.6 |
1,360.6 |
1,372.0 |
1,364.7 |
| S2 |
1,347.1 |
1,347.1 |
1,370.0 |
|
| S3 |
1,325.4 |
1,338.9 |
1,368.0 |
|
| S4 |
1,303.7 |
1,317.2 |
1,362.1 |
|
|
| 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% |
19.8 |
1.4% |
66% |
False |
False |
4,778 |
| 10 |
1,389.5 |
1,315.5 |
74.0 |
5.4% |
21.5 |
1.6% |
79% |
False |
False |
4,156 |
| 20 |
1,389.5 |
1,274.7 |
114.8 |
8.4% |
17.0 |
1.2% |
86% |
False |
False |
3,131 |
| 40 |
1,389.5 |
1,216.3 |
173.2 |
12.6% |
14.0 |
1.0% |
91% |
False |
False |
2,195 |
| 60 |
1,389.5 |
1,162.5 |
227.0 |
16.5% |
13.1 |
1.0% |
93% |
False |
False |
1,938 |
| 80 |
1,389.5 |
1,162.5 |
227.0 |
16.5% |
12.3 |
0.9% |
93% |
False |
False |
1,602 |
| 100 |
1,389.5 |
1,162.5 |
227.0 |
16.5% |
12.2 |
0.9% |
93% |
False |
False |
1,416 |
| 120 |
1,389.5 |
1,162.5 |
227.0 |
16.5% |
12.5 |
0.9% |
93% |
False |
False |
1,232 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,469.3 |
|
2.618 |
1,433.9 |
|
1.618 |
1,412.2 |
|
1.000 |
1,398.8 |
|
0.618 |
1,390.5 |
|
HIGH |
1,377.1 |
|
0.618 |
1,368.8 |
|
0.500 |
1,366.3 |
|
0.382 |
1,363.7 |
|
LOW |
1,355.4 |
|
0.618 |
1,342.0 |
|
1.000 |
1,333.7 |
|
1.618 |
1,320.3 |
|
2.618 |
1,298.6 |
|
4.250 |
1,263.2 |
|
|
| Fisher Pivots for day following 18-Oct-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1,371.4 |
1,373.5 |
| PP |
1,368.8 |
1,373.0 |
| S1 |
1,366.3 |
1,372.5 |
|