| Trading Metrics calculated at close of trading on 01-Oct-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Sep-2010 |
01-Oct-2010 |
Change |
Change % |
Previous Week |
| Open |
2,726.0 |
2,742.0 |
16.0 |
0.6% |
2,794.0 |
| High |
2,787.0 |
2,765.0 |
-22.0 |
-0.8% |
2,801.0 |
| Low |
2,707.0 |
2,706.0 |
-1.0 |
0.0% |
2,706.0 |
| Close |
2,738.0 |
2,718.0 |
-20.0 |
-0.7% |
2,718.0 |
| Range |
80.0 |
59.0 |
-21.0 |
-26.3% |
95.0 |
| ATR |
56.3 |
56.5 |
0.2 |
0.3% |
0.0 |
| Volume |
1,769,418 |
1,608,746 |
-160,672 |
-9.1% |
5,617,824 |
|
| Daily Pivots for day following 01-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,906.7 |
2,871.3 |
2,750.5 |
|
| R3 |
2,847.7 |
2,812.3 |
2,734.2 |
|
| R2 |
2,788.7 |
2,788.7 |
2,728.8 |
|
| R1 |
2,753.3 |
2,753.3 |
2,723.4 |
2,741.5 |
| PP |
2,729.7 |
2,729.7 |
2,729.7 |
2,723.8 |
| S1 |
2,694.3 |
2,694.3 |
2,712.6 |
2,682.5 |
| S2 |
2,670.7 |
2,670.7 |
2,707.2 |
|
| S3 |
2,611.7 |
2,635.3 |
2,701.8 |
|
| S4 |
2,552.7 |
2,576.3 |
2,685.6 |
|
|
| Weekly Pivots for week ending 01-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,026.7 |
2,967.3 |
2,770.3 |
|
| R3 |
2,931.7 |
2,872.3 |
2,744.1 |
|
| R2 |
2,836.7 |
2,836.7 |
2,735.4 |
|
| R1 |
2,777.3 |
2,777.3 |
2,726.7 |
2,759.5 |
| PP |
2,741.7 |
2,741.7 |
2,741.7 |
2,732.8 |
| S1 |
2,682.3 |
2,682.3 |
2,709.3 |
2,664.5 |
| S2 |
2,646.7 |
2,646.7 |
2,700.6 |
|
| S3 |
2,551.7 |
2,587.3 |
2,691.9 |
|
| S4 |
2,456.7 |
2,492.3 |
2,665.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,801.0 |
2,706.0 |
95.0 |
3.5% |
59.6 |
2.2% |
13% |
False |
True |
1,123,564 |
| 10 |
2,816.0 |
2,696.0 |
120.0 |
4.4% |
61.9 |
2.3% |
18% |
False |
False |
1,217,372 |
| 20 |
2,816.0 |
2,690.0 |
126.0 |
4.6% |
50.6 |
1.9% |
22% |
False |
False |
911,034 |
| 40 |
2,825.0 |
2,537.0 |
288.0 |
10.6% |
51.7 |
1.9% |
63% |
False |
False |
459,031 |
| 60 |
2,834.0 |
2,537.0 |
297.0 |
10.9% |
53.0 |
1.9% |
61% |
False |
False |
306,550 |
| 80 |
2,834.0 |
2,481.0 |
353.0 |
13.0% |
54.6 |
2.0% |
67% |
False |
False |
231,783 |
| 100 |
2,834.0 |
2,424.0 |
410.0 |
15.1% |
57.7 |
2.1% |
72% |
False |
False |
185,982 |
| 120 |
2,909.0 |
2,387.0 |
522.0 |
19.2% |
61.9 |
2.3% |
63% |
False |
False |
155,103 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,015.8 |
|
2.618 |
2,919.5 |
|
1.618 |
2,860.5 |
|
1.000 |
2,824.0 |
|
0.618 |
2,801.5 |
|
HIGH |
2,765.0 |
|
0.618 |
2,742.5 |
|
0.500 |
2,735.5 |
|
0.382 |
2,728.5 |
|
LOW |
2,706.0 |
|
0.618 |
2,669.5 |
|
1.000 |
2,647.0 |
|
1.618 |
2,610.5 |
|
2.618 |
2,551.5 |
|
4.250 |
2,455.3 |
|
|
| Fisher Pivots for day following 01-Oct-2010 |
| Pivot |
1 day |
3 day |
| R1 |
2,735.5 |
2,747.5 |
| PP |
2,729.7 |
2,737.7 |
| S1 |
2,723.8 |
2,727.8 |
|