| 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 |
11,096.99 |
11,096.01 |
-0.98 |
0.0% |
11,006.93 |
| High |
11,112.20 |
11,141.19 |
28.99 |
0.3% |
11,155.23 |
| Low |
11,023.54 |
11,010.68 |
-12.86 |
-0.1% |
10,913.84 |
| Close |
11,094.57 |
11,062.78 |
-31.79 |
-0.3% |
11,062.78 |
| Range |
88.66 |
130.51 |
41.85 |
47.2% |
241.39 |
| ATR |
119.07 |
119.89 |
0.82 |
0.7% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 15-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,463.08 |
11,393.44 |
11,134.56 |
|
| R3 |
11,332.57 |
11,262.93 |
11,098.67 |
|
| R2 |
11,202.06 |
11,202.06 |
11,086.71 |
|
| R1 |
11,132.42 |
11,132.42 |
11,074.74 |
11,101.99 |
| PP |
11,071.55 |
11,071.55 |
11,071.55 |
11,056.33 |
| S1 |
11,001.91 |
11,001.91 |
11,050.82 |
10,971.48 |
| S2 |
10,941.04 |
10,941.04 |
11,038.85 |
|
| S3 |
10,810.53 |
10,871.40 |
11,026.89 |
|
| S4 |
10,680.02 |
10,740.89 |
10,991.00 |
|
|
| Weekly Pivots for week ending 15-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,768.12 |
11,656.84 |
11,195.54 |
|
| R3 |
11,526.73 |
11,415.45 |
11,129.16 |
|
| R2 |
11,285.34 |
11,285.34 |
11,107.03 |
|
| R1 |
11,174.06 |
11,174.06 |
11,084.91 |
11,229.70 |
| PP |
11,043.95 |
11,043.95 |
11,043.95 |
11,071.77 |
| S1 |
10,932.67 |
10,932.67 |
11,040.65 |
10,988.31 |
| S2 |
10,802.56 |
10,802.56 |
11,018.53 |
|
| S3 |
10,561.17 |
10,691.28 |
10,996.40 |
|
| S4 |
10,319.78 |
10,449.89 |
10,930.02 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
11,155.23 |
10,913.84 |
241.39 |
2.2% |
108.86 |
1.0% |
62% |
False |
False |
|
| 10 |
11,155.23 |
10,711.12 |
444.11 |
4.0% |
116.41 |
1.1% |
79% |
False |
False |
|
| 20 |
11,155.23 |
10,608.08 |
547.15 |
4.9% |
122.31 |
1.1% |
83% |
False |
False |
|
| 40 |
11,155.23 |
9,936.62 |
1,218.61 |
11.0% |
124.27 |
1.1% |
92% |
False |
False |
|
| 60 |
11,155.23 |
9,936.62 |
1,218.61 |
11.0% |
127.49 |
1.2% |
92% |
False |
False |
|
| 80 |
11,155.23 |
9,614.32 |
1,540.91 |
13.9% |
138.80 |
1.3% |
94% |
False |
False |
|
| 100 |
11,155.23 |
9,614.32 |
1,540.91 |
13.9% |
148.86 |
1.3% |
94% |
False |
False |
|
| 120 |
11,197.93 |
9,614.32 |
1,583.61 |
14.3% |
168.53 |
1.5% |
91% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,695.86 |
|
2.618 |
11,482.87 |
|
1.618 |
11,352.36 |
|
1.000 |
11,271.70 |
|
0.618 |
11,221.85 |
|
HIGH |
11,141.19 |
|
0.618 |
11,091.34 |
|
0.500 |
11,075.94 |
|
0.382 |
11,060.53 |
|
LOW |
11,010.68 |
|
0.618 |
10,930.02 |
|
1.000 |
10,880.17 |
|
1.618 |
10,799.51 |
|
2.618 |
10,669.00 |
|
4.250 |
10,456.01 |
|
|
| Fisher Pivots for day following 15-Oct-2010 |
| Pivot |
1 day |
3 day |
| R1 |
11,075.94 |
11,082.96 |
| PP |
11,071.55 |
11,076.23 |
| S1 |
11,067.17 |
11,069.51 |
|