| Trading Metrics calculated at close of trading on 13-Oct-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Oct-2010 |
13-Oct-2010 |
Change |
Change % |
Previous Week |
| Open |
2,753.0 |
2,771.0 |
18.0 |
0.7% |
2,720.0 |
| High |
2,778.0 |
2,842.0 |
64.0 |
2.3% |
2,798.0 |
| Low |
2,733.0 |
2,770.0 |
37.0 |
1.4% |
2,670.0 |
| Close |
2,765.0 |
2,830.0 |
65.0 |
2.4% |
2,774.0 |
| Range |
45.0 |
72.0 |
27.0 |
60.0% |
128.0 |
| ATR |
52.3 |
54.1 |
1.8 |
3.4% |
0.0 |
| Volume |
1,182,362 |
0 |
-1,182,362 |
-100.0% |
3,746,923 |
|
| Daily Pivots for day following 13-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,030.0 |
3,002.0 |
2,869.6 |
|
| R3 |
2,958.0 |
2,930.0 |
2,849.8 |
|
| R2 |
2,886.0 |
2,886.0 |
2,843.2 |
|
| R1 |
2,858.0 |
2,858.0 |
2,836.6 |
2,872.0 |
| PP |
2,814.0 |
2,814.0 |
2,814.0 |
2,821.0 |
| S1 |
2,786.0 |
2,786.0 |
2,823.4 |
2,800.0 |
| S2 |
2,742.0 |
2,742.0 |
2,816.8 |
|
| S3 |
2,670.0 |
2,714.0 |
2,810.2 |
|
| S4 |
2,598.0 |
2,642.0 |
2,790.4 |
|
|
| 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 |
2,842.0 |
2,733.0 |
109.0 |
3.9% |
44.6 |
1.6% |
89% |
True |
False |
605,791 |
| 10 |
2,842.0 |
2,670.0 |
172.0 |
6.1% |
54.1 |
1.9% |
93% |
True |
False |
893,152 |
| 20 |
2,842.0 |
2,670.0 |
172.0 |
6.1% |
56.1 |
2.0% |
93% |
True |
False |
1,034,849 |
| 40 |
2,842.0 |
2,537.0 |
305.0 |
10.8% |
53.0 |
1.9% |
96% |
True |
False |
597,437 |
| 60 |
2,842.0 |
2,537.0 |
305.0 |
10.8% |
52.1 |
1.8% |
96% |
True |
False |
398,863 |
| 80 |
2,842.0 |
2,481.0 |
361.0 |
12.8% |
54.5 |
1.9% |
97% |
True |
False |
299,631 |
| 100 |
2,842.0 |
2,450.0 |
392.0 |
13.9% |
55.8 |
2.0% |
97% |
True |
False |
241,442 |
| 120 |
2,842.0 |
2,387.0 |
455.0 |
16.1% |
61.7 |
2.2% |
97% |
True |
False |
201,335 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,148.0 |
|
2.618 |
3,030.5 |
|
1.618 |
2,958.5 |
|
1.000 |
2,914.0 |
|
0.618 |
2,886.5 |
|
HIGH |
2,842.0 |
|
0.618 |
2,814.5 |
|
0.500 |
2,806.0 |
|
0.382 |
2,797.5 |
|
LOW |
2,770.0 |
|
0.618 |
2,725.5 |
|
1.000 |
2,698.0 |
|
1.618 |
2,653.5 |
|
2.618 |
2,581.5 |
|
4.250 |
2,464.0 |
|
|
| Fisher Pivots for day following 13-Oct-2010 |
| Pivot |
1 day |
3 day |
| R1 |
2,822.0 |
2,815.8 |
| PP |
2,814.0 |
2,801.7 |
| S1 |
2,806.0 |
2,787.5 |
|