| Trading Metrics calculated at close of trading on 19-Oct-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Oct-2010 |
19-Oct-2010 |
Change |
Change % |
Previous Week |
| Open |
1,373.0 |
1,371.0 |
-2.0 |
-0.1% |
1,351.5 |
| High |
1,377.1 |
1,372.5 |
-4.6 |
-0.3% |
1,389.5 |
| Low |
1,355.4 |
1,331.0 |
-24.4 |
-1.8% |
1,343.5 |
| Close |
1,374.0 |
1,337.8 |
-36.2 |
-2.6% |
1,373.9 |
| Range |
21.7 |
41.5 |
19.8 |
91.2% |
46.0 |
| ATR |
17.4 |
19.2 |
1.8 |
10.5% |
0.0 |
| Volume |
2,051 |
1,435 |
-616 |
-30.0% |
27,226 |
|
| Daily Pivots for day following 19-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,471.6 |
1,446.2 |
1,360.6 |
|
| R3 |
1,430.1 |
1,404.7 |
1,349.2 |
|
| R2 |
1,388.6 |
1,388.6 |
1,345.4 |
|
| R1 |
1,363.2 |
1,363.2 |
1,341.6 |
1,355.2 |
| PP |
1,347.1 |
1,347.1 |
1,347.1 |
1,343.1 |
| S1 |
1,321.7 |
1,321.7 |
1,334.0 |
1,313.7 |
| S2 |
1,305.6 |
1,305.6 |
1,330.2 |
|
| S3 |
1,264.1 |
1,280.2 |
1,326.4 |
|
| S4 |
1,222.6 |
1,238.7 |
1,315.0 |
|
|
| 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 |
1,331.0 |
58.5 |
4.4% |
25.2 |
1.9% |
12% |
False |
True |
4,387 |
| 10 |
1,389.5 |
1,328.0 |
61.5 |
4.6% |
22.8 |
1.7% |
16% |
False |
False |
4,198 |
| 20 |
1,389.5 |
1,284.5 |
105.0 |
7.8% |
18.1 |
1.4% |
51% |
False |
False |
3,154 |
| 40 |
1,389.5 |
1,216.3 |
173.2 |
12.9% |
14.9 |
1.1% |
70% |
False |
False |
2,228 |
| 60 |
1,389.5 |
1,162.5 |
227.0 |
17.0% |
13.6 |
1.0% |
77% |
False |
False |
1,926 |
| 80 |
1,389.5 |
1,162.5 |
227.0 |
17.0% |
12.7 |
0.9% |
77% |
False |
False |
1,594 |
| 100 |
1,389.5 |
1,162.5 |
227.0 |
17.0% |
12.5 |
0.9% |
77% |
False |
False |
1,426 |
| 120 |
1,389.5 |
1,162.5 |
227.0 |
17.0% |
12.9 |
1.0% |
77% |
False |
False |
1,242 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,548.9 |
|
2.618 |
1,481.1 |
|
1.618 |
1,439.6 |
|
1.000 |
1,414.0 |
|
0.618 |
1,398.1 |
|
HIGH |
1,372.5 |
|
0.618 |
1,356.6 |
|
0.500 |
1,351.8 |
|
0.382 |
1,346.9 |
|
LOW |
1,331.0 |
|
0.618 |
1,305.4 |
|
1.000 |
1,289.5 |
|
1.618 |
1,263.9 |
|
2.618 |
1,222.4 |
|
4.250 |
1,154.6 |
|
|
| Fisher Pivots for day following 19-Oct-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1,351.8 |
1,359.3 |
| PP |
1,347.1 |
1,352.1 |
| S1 |
1,342.5 |
1,345.0 |
|