| Trading Metrics calculated at close of trading on 20-Oct-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Oct-2010 |
20-Oct-2010 |
Change |
Change % |
Previous Week |
| Open |
1,371.0 |
1,336.4 |
-34.6 |
-2.5% |
1,351.5 |
| High |
1,372.5 |
1,349.2 |
-23.3 |
-1.7% |
1,389.5 |
| Low |
1,331.0 |
1,334.6 |
3.6 |
0.3% |
1,343.5 |
| Close |
1,337.8 |
1,346.0 |
8.2 |
0.6% |
1,373.9 |
| Range |
41.5 |
14.6 |
-26.9 |
-64.8% |
46.0 |
| ATR |
19.2 |
18.9 |
-0.3 |
-1.7% |
0.0 |
| Volume |
1,435 |
8,347 |
6,912 |
481.7% |
27,226 |
|
| Daily Pivots for day following 20-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,387.1 |
1,381.1 |
1,354.0 |
|
| R3 |
1,372.5 |
1,366.5 |
1,350.0 |
|
| R2 |
1,357.9 |
1,357.9 |
1,348.7 |
|
| R1 |
1,351.9 |
1,351.9 |
1,347.3 |
1,354.9 |
| PP |
1,343.3 |
1,343.3 |
1,343.3 |
1,344.8 |
| S1 |
1,337.3 |
1,337.3 |
1,344.7 |
1,340.3 |
| S2 |
1,328.7 |
1,328.7 |
1,343.3 |
|
| S3 |
1,314.1 |
1,322.7 |
1,342.0 |
|
| S4 |
1,299.5 |
1,308.1 |
1,338.0 |
|
|
| 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 |
4.3% |
23.3 |
1.7% |
26% |
False |
False |
4,710 |
| 10 |
1,389.5 |
1,328.0 |
61.5 |
4.6% |
23.2 |
1.7% |
29% |
False |
False |
4,725 |
| 20 |
1,389.5 |
1,284.5 |
105.0 |
7.8% |
18.4 |
1.4% |
59% |
False |
False |
3,523 |
| 40 |
1,389.5 |
1,234.0 |
155.5 |
11.6% |
14.7 |
1.1% |
72% |
False |
False |
2,433 |
| 60 |
1,389.5 |
1,162.5 |
227.0 |
16.9% |
13.4 |
1.0% |
81% |
False |
False |
2,057 |
| 80 |
1,389.5 |
1,162.5 |
227.0 |
16.9% |
12.6 |
0.9% |
81% |
False |
False |
1,691 |
| 100 |
1,389.5 |
1,162.5 |
227.0 |
16.9% |
12.5 |
0.9% |
81% |
False |
False |
1,505 |
| 120 |
1,389.5 |
1,162.5 |
227.0 |
16.9% |
12.9 |
1.0% |
81% |
False |
False |
1,309 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,411.3 |
|
2.618 |
1,387.4 |
|
1.618 |
1,372.8 |
|
1.000 |
1,363.8 |
|
0.618 |
1,358.2 |
|
HIGH |
1,349.2 |
|
0.618 |
1,343.6 |
|
0.500 |
1,341.9 |
|
0.382 |
1,340.2 |
|
LOW |
1,334.6 |
|
0.618 |
1,325.6 |
|
1.000 |
1,320.0 |
|
1.618 |
1,311.0 |
|
2.618 |
1,296.4 |
|
4.250 |
1,272.6 |
|
|
| Fisher Pivots for day following 20-Oct-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1,344.6 |
1,354.1 |
| PP |
1,343.3 |
1,351.4 |
| S1 |
1,341.9 |
1,348.7 |
|