| Trading Metrics calculated at close of trading on 08-Oct-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Oct-2010 |
08-Oct-2010 |
Change |
Change % |
Previous Week |
| Open |
2,759.0 |
2,777.0 |
18.0 |
0.7% |
2,720.0 |
| High |
2,798.0 |
2,785.0 |
-13.0 |
-0.5% |
2,798.0 |
| Low |
2,744.0 |
2,751.0 |
7.0 |
0.3% |
2,670.0 |
| Close |
2,773.0 |
2,774.0 |
1.0 |
0.0% |
2,774.0 |
| Range |
54.0 |
34.0 |
-20.0 |
-37.0% |
128.0 |
| ATR |
57.2 |
55.6 |
-1.7 |
-2.9% |
0.0 |
| Volume |
1,222,519 |
0 |
-1,222,519 |
-100.0% |
3,746,923 |
|
| Daily Pivots for day following 08-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,872.0 |
2,857.0 |
2,792.7 |
|
| R3 |
2,838.0 |
2,823.0 |
2,783.4 |
|
| R2 |
2,804.0 |
2,804.0 |
2,780.2 |
|
| R1 |
2,789.0 |
2,789.0 |
2,777.1 |
2,779.5 |
| PP |
2,770.0 |
2,770.0 |
2,770.0 |
2,765.3 |
| S1 |
2,755.0 |
2,755.0 |
2,770.9 |
2,745.5 |
| S2 |
2,736.0 |
2,736.0 |
2,767.8 |
|
| S3 |
2,702.0 |
2,721.0 |
2,764.7 |
|
| S4 |
2,668.0 |
2,687.0 |
2,755.3 |
|
|
| Weekly Pivots for week ending 08-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,131.3 |
3,080.7 |
2,844.4 |
|
| R3 |
3,003.3 |
2,952.7 |
2,809.2 |
|
| R2 |
2,875.3 |
2,875.3 |
2,797.5 |
|
| R1 |
2,824.7 |
2,824.7 |
2,785.7 |
2,850.0 |
| PP |
2,747.3 |
2,747.3 |
2,747.3 |
2,760.0 |
| S1 |
2,696.7 |
2,696.7 |
2,762.3 |
2,722.0 |
| S2 |
2,619.3 |
2,619.3 |
2,750.5 |
|
| S3 |
2,491.3 |
2,568.7 |
2,738.8 |
|
| S4 |
2,363.3 |
2,440.7 |
2,703.6 |
|
|
| 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% |
53.4 |
1.9% |
81% |
False |
False |
749,384 |
| 10 |
2,801.0 |
2,670.0 |
131.0 |
4.7% |
56.5 |
2.0% |
79% |
False |
False |
936,474 |
| 20 |
2,816.0 |
2,670.0 |
146.0 |
5.3% |
54.6 |
2.0% |
71% |
False |
False |
1,072,082 |
| 40 |
2,816.0 |
2,537.0 |
279.0 |
10.1% |
52.7 |
1.9% |
85% |
False |
False |
552,423 |
| 60 |
2,834.0 |
2,537.0 |
297.0 |
10.7% |
52.9 |
1.9% |
80% |
False |
False |
368,889 |
| 80 |
2,834.0 |
2,481.0 |
353.0 |
12.7% |
54.9 |
2.0% |
83% |
False |
False |
277,087 |
| 100 |
2,834.0 |
2,424.0 |
410.0 |
14.8% |
56.3 |
2.0% |
85% |
False |
False |
223,416 |
| 120 |
2,864.0 |
2,387.0 |
477.0 |
17.2% |
62.4 |
2.2% |
81% |
False |
False |
186,317 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,929.5 |
|
2.618 |
2,874.0 |
|
1.618 |
2,840.0 |
|
1.000 |
2,819.0 |
|
0.618 |
2,806.0 |
|
HIGH |
2,785.0 |
|
0.618 |
2,772.0 |
|
0.500 |
2,768.0 |
|
0.382 |
2,764.0 |
|
LOW |
2,751.0 |
|
0.618 |
2,730.0 |
|
1.000 |
2,717.0 |
|
1.618 |
2,696.0 |
|
2.618 |
2,662.0 |
|
4.250 |
2,606.5 |
|
|
| Fisher Pivots for day following 08-Oct-2010 |
| Pivot |
1 day |
3 day |
| R1 |
2,772.0 |
2,773.0 |
| PP |
2,770.0 |
2,772.0 |
| S1 |
2,768.0 |
2,771.0 |
|