| Trading Metrics calculated at close of trading on 04-Oct-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Oct-2010 |
04-Oct-2010 |
Change |
Change % |
Previous Week |
| Open |
2,742.0 |
2,720.0 |
-22.0 |
-0.8% |
2,794.0 |
| High |
2,765.0 |
2,727.0 |
-38.0 |
-1.4% |
2,801.0 |
| Low |
2,706.0 |
2,670.0 |
-36.0 |
-1.3% |
2,706.0 |
| Close |
2,718.0 |
2,691.0 |
-27.0 |
-1.0% |
2,718.0 |
| Range |
59.0 |
57.0 |
-2.0 |
-3.4% |
95.0 |
| ATR |
56.5 |
56.5 |
0.0 |
0.1% |
0.0 |
| Volume |
1,608,746 |
1,126,486 |
-482,260 |
-30.0% |
5,617,824 |
|
| Daily Pivots for day following 04-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,867.0 |
2,836.0 |
2,722.4 |
|
| R3 |
2,810.0 |
2,779.0 |
2,706.7 |
|
| R2 |
2,753.0 |
2,753.0 |
2,701.5 |
|
| R1 |
2,722.0 |
2,722.0 |
2,696.2 |
2,709.0 |
| PP |
2,696.0 |
2,696.0 |
2,696.0 |
2,689.5 |
| S1 |
2,665.0 |
2,665.0 |
2,685.8 |
2,652.0 |
| S2 |
2,639.0 |
2,639.0 |
2,680.6 |
|
| S3 |
2,582.0 |
2,608.0 |
2,675.3 |
|
| S4 |
2,525.0 |
2,551.0 |
2,659.7 |
|
|
| 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 |
2,789.0 |
2,670.0 |
119.0 |
4.4% |
62.2 |
2.3% |
18% |
False |
True |
1,190,511 |
| 10 |
2,816.0 |
2,670.0 |
146.0 |
5.4% |
61.9 |
2.3% |
14% |
False |
True |
1,226,021 |
| 20 |
2,816.0 |
2,670.0 |
146.0 |
5.4% |
52.6 |
2.0% |
14% |
False |
True |
966,024 |
| 40 |
2,816.0 |
2,537.0 |
279.0 |
10.4% |
52.5 |
2.0% |
55% |
False |
False |
487,187 |
| 60 |
2,834.0 |
2,537.0 |
297.0 |
11.0% |
53.5 |
2.0% |
52% |
False |
False |
325,317 |
| 80 |
2,834.0 |
2,481.0 |
353.0 |
13.1% |
54.9 |
2.0% |
59% |
False |
False |
245,662 |
| 100 |
2,834.0 |
2,424.0 |
410.0 |
15.2% |
57.6 |
2.1% |
65% |
False |
False |
197,241 |
| 120 |
2,909.0 |
2,387.0 |
522.0 |
19.4% |
62.3 |
2.3% |
58% |
False |
False |
164,488 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,969.3 |
|
2.618 |
2,876.2 |
|
1.618 |
2,819.2 |
|
1.000 |
2,784.0 |
|
0.618 |
2,762.2 |
|
HIGH |
2,727.0 |
|
0.618 |
2,705.2 |
|
0.500 |
2,698.5 |
|
0.382 |
2,691.8 |
|
LOW |
2,670.0 |
|
0.618 |
2,634.8 |
|
1.000 |
2,613.0 |
|
1.618 |
2,577.8 |
|
2.618 |
2,520.8 |
|
4.250 |
2,427.8 |
|
|
| Fisher Pivots for day following 04-Oct-2010 |
| Pivot |
1 day |
3 day |
| R1 |
2,698.5 |
2,728.5 |
| PP |
2,696.0 |
2,716.0 |
| S1 |
2,693.5 |
2,703.5 |
|