| Trading Metrics calculated at close of trading on 07-Oct-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Oct-2010 |
07-Oct-2010 |
Change |
Change % |
Previous Week |
| Open |
2,759.0 |
2,759.0 |
0.0 |
0.0% |
2,794.0 |
| High |
2,782.0 |
2,798.0 |
16.0 |
0.6% |
2,801.0 |
| Low |
2,752.0 |
2,744.0 |
-8.0 |
-0.3% |
2,706.0 |
| Close |
2,765.0 |
2,773.0 |
8.0 |
0.3% |
2,718.0 |
| Range |
30.0 |
54.0 |
24.0 |
80.0% |
95.0 |
| ATR |
57.5 |
57.2 |
-0.2 |
-0.4% |
0.0 |
| Volume |
0 |
1,222,519 |
1,222,519 |
|
5,617,824 |
|
| Daily Pivots for day following 07-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,933.7 |
2,907.3 |
2,802.7 |
|
| R3 |
2,879.7 |
2,853.3 |
2,787.9 |
|
| R2 |
2,825.7 |
2,825.7 |
2,782.9 |
|
| R1 |
2,799.3 |
2,799.3 |
2,778.0 |
2,812.5 |
| PP |
2,771.7 |
2,771.7 |
2,771.7 |
2,778.3 |
| S1 |
2,745.3 |
2,745.3 |
2,768.1 |
2,758.5 |
| S2 |
2,717.7 |
2,717.7 |
2,763.1 |
|
| S3 |
2,663.7 |
2,691.3 |
2,758.2 |
|
| S4 |
2,609.7 |
2,637.3 |
2,743.3 |
|
|
| 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 |
2,798.0 |
2,670.0 |
128.0 |
4.6% |
58.4 |
2.1% |
80% |
True |
False |
1,071,133 |
| 10 |
2,801.0 |
2,670.0 |
131.0 |
4.7% |
61.5 |
2.2% |
79% |
False |
False |
1,063,966 |
| 20 |
2,816.0 |
2,670.0 |
146.0 |
5.3% |
54.0 |
1.9% |
71% |
False |
False |
1,087,141 |
| 40 |
2,816.0 |
2,537.0 |
279.0 |
10.1% |
53.2 |
1.9% |
85% |
False |
False |
552,517 |
| 60 |
2,834.0 |
2,537.0 |
297.0 |
10.7% |
53.9 |
1.9% |
79% |
False |
False |
368,925 |
| 80 |
2,834.0 |
2,481.0 |
353.0 |
12.7% |
54.9 |
2.0% |
83% |
False |
False |
277,303 |
| 100 |
2,834.0 |
2,424.0 |
410.0 |
14.8% |
56.9 |
2.1% |
85% |
False |
False |
223,434 |
| 120 |
2,864.0 |
2,387.0 |
477.0 |
17.2% |
62.5 |
2.3% |
81% |
False |
False |
186,320 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,027.5 |
|
2.618 |
2,939.4 |
|
1.618 |
2,885.4 |
|
1.000 |
2,852.0 |
|
0.618 |
2,831.4 |
|
HIGH |
2,798.0 |
|
0.618 |
2,777.4 |
|
0.500 |
2,771.0 |
|
0.382 |
2,764.6 |
|
LOW |
2,744.0 |
|
0.618 |
2,710.6 |
|
1.000 |
2,690.0 |
|
1.618 |
2,656.6 |
|
2.618 |
2,602.6 |
|
4.250 |
2,514.5 |
|
|
| Fisher Pivots for day following 07-Oct-2010 |
| Pivot |
1 day |
3 day |
| R1 |
2,772.3 |
2,761.2 |
| PP |
2,771.7 |
2,749.3 |
| S1 |
2,771.0 |
2,737.5 |
|