| Trading Metrics calculated at close of trading on 11-Oct-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Oct-2010 |
11-Oct-2010 |
Change |
Change % |
Previous Week |
| Open |
2,777.0 |
2,776.0 |
-1.0 |
0.0% |
2,720.0 |
| High |
2,785.0 |
2,787.0 |
2.0 |
0.1% |
2,798.0 |
| Low |
2,751.0 |
2,769.0 |
18.0 |
0.7% |
2,670.0 |
| Close |
2,774.0 |
2,777.0 |
3.0 |
0.1% |
2,774.0 |
| Range |
34.0 |
18.0 |
-16.0 |
-47.1% |
128.0 |
| ATR |
55.6 |
52.9 |
-2.7 |
-4.8% |
0.0 |
| Volume |
0 |
624,074 |
624,074 |
|
3,746,923 |
|
| Daily Pivots for day following 11-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,831.7 |
2,822.3 |
2,786.9 |
|
| R3 |
2,813.7 |
2,804.3 |
2,782.0 |
|
| R2 |
2,795.7 |
2,795.7 |
2,780.3 |
|
| R1 |
2,786.3 |
2,786.3 |
2,778.7 |
2,791.0 |
| PP |
2,777.7 |
2,777.7 |
2,777.7 |
2,780.0 |
| S1 |
2,768.3 |
2,768.3 |
2,775.4 |
2,773.0 |
| S2 |
2,759.7 |
2,759.7 |
2,773.7 |
|
| S3 |
2,741.7 |
2,750.3 |
2,772.1 |
|
| S4 |
2,723.7 |
2,732.3 |
2,767.1 |
|
|
| 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 |
2,677.0 |
121.0 |
4.4% |
45.6 |
1.6% |
83% |
False |
False |
648,902 |
| 10 |
2,798.0 |
2,670.0 |
128.0 |
4.6% |
53.9 |
1.9% |
84% |
False |
False |
919,707 |
| 20 |
2,816.0 |
2,670.0 |
146.0 |
5.3% |
53.8 |
1.9% |
73% |
False |
False |
1,074,358 |
| 40 |
2,816.0 |
2,537.0 |
279.0 |
10.0% |
51.9 |
1.9% |
86% |
False |
False |
567,891 |
| 60 |
2,834.0 |
2,537.0 |
297.0 |
10.7% |
52.5 |
1.9% |
81% |
False |
False |
379,288 |
| 80 |
2,834.0 |
2,481.0 |
353.0 |
12.7% |
54.4 |
2.0% |
84% |
False |
False |
284,884 |
| 100 |
2,834.0 |
2,424.0 |
410.0 |
14.8% |
56.0 |
2.0% |
86% |
False |
False |
229,644 |
| 120 |
2,846.0 |
2,387.0 |
459.0 |
16.5% |
62.4 |
2.2% |
85% |
False |
False |
191,518 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,863.5 |
|
2.618 |
2,834.1 |
|
1.618 |
2,816.1 |
|
1.000 |
2,805.0 |
|
0.618 |
2,798.1 |
|
HIGH |
2,787.0 |
|
0.618 |
2,780.1 |
|
0.500 |
2,778.0 |
|
0.382 |
2,775.9 |
|
LOW |
2,769.0 |
|
0.618 |
2,757.9 |
|
1.000 |
2,751.0 |
|
1.618 |
2,739.9 |
|
2.618 |
2,721.9 |
|
4.250 |
2,692.5 |
|
|
| Fisher Pivots for day following 11-Oct-2010 |
| Pivot |
1 day |
3 day |
| R1 |
2,778.0 |
2,775.0 |
| PP |
2,777.7 |
2,773.0 |
| S1 |
2,777.3 |
2,771.0 |
|