| Trading Metrics calculated at close of trading on 05-Oct-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Oct-2010 |
05-Oct-2010 |
Change |
Change % |
Previous Week |
| Open |
2,720.0 |
2,700.0 |
-20.0 |
-0.7% |
2,794.0 |
| High |
2,727.0 |
2,769.0 |
42.0 |
1.5% |
2,801.0 |
| Low |
2,670.0 |
2,677.0 |
7.0 |
0.3% |
2,706.0 |
| Close |
2,691.0 |
2,745.0 |
54.0 |
2.0% |
2,718.0 |
| Range |
57.0 |
92.0 |
35.0 |
61.4% |
95.0 |
| ATR |
56.5 |
59.0 |
2.5 |
4.5% |
0.0 |
| Volume |
1,126,486 |
1,397,918 |
271,432 |
24.1% |
5,617,824 |
|
| Daily Pivots for day following 05-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,006.3 |
2,967.7 |
2,795.6 |
|
| R3 |
2,914.3 |
2,875.7 |
2,770.3 |
|
| R2 |
2,822.3 |
2,822.3 |
2,761.9 |
|
| R1 |
2,783.7 |
2,783.7 |
2,753.4 |
2,803.0 |
| PP |
2,730.3 |
2,730.3 |
2,730.3 |
2,740.0 |
| S1 |
2,691.7 |
2,691.7 |
2,736.6 |
2,711.0 |
| S2 |
2,638.3 |
2,638.3 |
2,728.1 |
|
| S3 |
2,546.3 |
2,599.7 |
2,719.7 |
|
| S4 |
2,454.3 |
2,507.7 |
2,694.4 |
|
|
| 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 |
4.3% |
69.6 |
2.5% |
63% |
False |
False |
1,470,095 |
| 10 |
2,801.0 |
2,670.0 |
131.0 |
4.8% |
66.4 |
2.4% |
57% |
False |
False |
1,241,435 |
| 20 |
2,816.0 |
2,670.0 |
146.0 |
5.3% |
55.5 |
2.0% |
51% |
False |
False |
1,032,439 |
| 40 |
2,816.0 |
2,537.0 |
279.0 |
10.2% |
53.9 |
2.0% |
75% |
False |
False |
522,127 |
| 60 |
2,834.0 |
2,537.0 |
297.0 |
10.8% |
54.2 |
2.0% |
70% |
False |
False |
348,609 |
| 80 |
2,834.0 |
2,481.0 |
353.0 |
12.9% |
55.0 |
2.0% |
75% |
False |
False |
262,924 |
| 100 |
2,834.0 |
2,424.0 |
410.0 |
14.9% |
57.7 |
2.1% |
78% |
False |
False |
211,211 |
| 120 |
2,909.0 |
2,387.0 |
522.0 |
19.0% |
62.9 |
2.3% |
69% |
False |
False |
176,137 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,160.0 |
|
2.618 |
3,009.9 |
|
1.618 |
2,917.9 |
|
1.000 |
2,861.0 |
|
0.618 |
2,825.9 |
|
HIGH |
2,769.0 |
|
0.618 |
2,733.9 |
|
0.500 |
2,723.0 |
|
0.382 |
2,712.1 |
|
LOW |
2,677.0 |
|
0.618 |
2,620.1 |
|
1.000 |
2,585.0 |
|
1.618 |
2,528.1 |
|
2.618 |
2,436.1 |
|
4.250 |
2,286.0 |
|
|
| Fisher Pivots for day following 05-Oct-2010 |
| Pivot |
1 day |
3 day |
| R1 |
2,737.7 |
2,736.5 |
| PP |
2,730.3 |
2,728.0 |
| S1 |
2,723.0 |
2,719.5 |
|