| Trading Metrics calculated at close of trading on 21-Oct-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Oct-2010 |
21-Oct-2010 |
Change |
Change % |
Previous Week |
| Open |
1,336.4 |
1,347.1 |
10.7 |
0.8% |
1,351.5 |
| High |
1,349.2 |
1,351.3 |
2.1 |
0.2% |
1,389.5 |
| Low |
1,334.6 |
1,320.0 |
-14.6 |
-1.1% |
1,343.5 |
| Close |
1,346.0 |
1,327.4 |
-18.6 |
-1.4% |
1,373.9 |
| Range |
14.6 |
31.3 |
16.7 |
114.4% |
46.0 |
| ATR |
18.9 |
19.8 |
0.9 |
4.7% |
0.0 |
| Volume |
8,347 |
7,785 |
-562 |
-6.7% |
27,226 |
|
| Daily Pivots for day following 21-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,426.8 |
1,408.4 |
1,344.6 |
|
| R3 |
1,395.5 |
1,377.1 |
1,336.0 |
|
| R2 |
1,364.2 |
1,364.2 |
1,333.1 |
|
| R1 |
1,345.8 |
1,345.8 |
1,330.3 |
1,339.4 |
| PP |
1,332.9 |
1,332.9 |
1,332.9 |
1,329.7 |
| S1 |
1,314.5 |
1,314.5 |
1,324.5 |
1,308.1 |
| S2 |
1,301.6 |
1,301.6 |
1,321.7 |
|
| S3 |
1,270.3 |
1,283.2 |
1,318.8 |
|
| S4 |
1,239.0 |
1,251.9 |
1,310.2 |
|
|
| 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 |
1,387.5 |
1,320.0 |
67.5 |
5.1% |
26.3 |
2.0% |
11% |
False |
True |
5,552 |
| 10 |
1,389.5 |
1,320.0 |
69.5 |
5.2% |
22.4 |
1.7% |
11% |
False |
True |
5,291 |
| 20 |
1,389.5 |
1,284.5 |
105.0 |
7.9% |
19.5 |
1.5% |
41% |
False |
False |
3,801 |
| 40 |
1,389.5 |
1,236.7 |
152.8 |
11.5% |
15.2 |
1.1% |
59% |
False |
False |
2,616 |
| 60 |
1,389.5 |
1,164.0 |
225.5 |
17.0% |
13.8 |
1.0% |
72% |
False |
False |
2,151 |
| 80 |
1,389.5 |
1,162.5 |
227.0 |
17.1% |
13.0 |
1.0% |
73% |
False |
False |
1,779 |
| 100 |
1,389.5 |
1,162.5 |
227.0 |
17.1% |
12.8 |
1.0% |
73% |
False |
False |
1,579 |
| 120 |
1,389.5 |
1,162.5 |
227.0 |
17.1% |
13.2 |
1.0% |
73% |
False |
False |
1,374 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,484.3 |
|
2.618 |
1,433.2 |
|
1.618 |
1,401.9 |
|
1.000 |
1,382.6 |
|
0.618 |
1,370.6 |
|
HIGH |
1,351.3 |
|
0.618 |
1,339.3 |
|
0.500 |
1,335.7 |
|
0.382 |
1,332.0 |
|
LOW |
1,320.0 |
|
0.618 |
1,300.7 |
|
1.000 |
1,288.7 |
|
1.618 |
1,269.4 |
|
2.618 |
1,238.1 |
|
4.250 |
1,187.0 |
|
|
| Fisher Pivots for day following 21-Oct-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1,335.7 |
1,346.3 |
| PP |
1,332.9 |
1,340.0 |
| S1 |
1,330.2 |
1,333.7 |
|