| Trading Metrics calculated at close of trading on 14-Oct-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Oct-2010 |
14-Oct-2010 |
Change |
Change % |
Previous Week |
| Open |
2,771.0 |
2,834.0 |
63.0 |
2.3% |
2,720.0 |
| High |
2,842.0 |
2,849.0 |
7.0 |
0.2% |
2,798.0 |
| Low |
2,770.0 |
2,813.0 |
43.0 |
1.6% |
2,670.0 |
| Close |
2,830.0 |
2,826.0 |
-4.0 |
-0.1% |
2,774.0 |
| Range |
72.0 |
36.0 |
-36.0 |
-50.0% |
128.0 |
| ATR |
54.1 |
52.8 |
-1.3 |
-2.4% |
0.0 |
| Volume |
0 |
1,279,315 |
1,279,315 |
|
3,746,923 |
|
| Daily Pivots for day following 14-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,937.3 |
2,917.7 |
2,845.8 |
|
| R3 |
2,901.3 |
2,881.7 |
2,835.9 |
|
| R2 |
2,865.3 |
2,865.3 |
2,832.6 |
|
| R1 |
2,845.7 |
2,845.7 |
2,829.3 |
2,837.5 |
| PP |
2,829.3 |
2,829.3 |
2,829.3 |
2,825.3 |
| S1 |
2,809.7 |
2,809.7 |
2,822.7 |
2,801.5 |
| S2 |
2,793.3 |
2,793.3 |
2,819.4 |
|
| S3 |
2,757.3 |
2,773.7 |
2,816.1 |
|
| S4 |
2,721.3 |
2,737.7 |
2,806.2 |
|
|
| 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 |
2,849.0 |
2,733.0 |
116.0 |
4.1% |
41.0 |
1.5% |
80% |
True |
False |
617,150 |
| 10 |
2,849.0 |
2,670.0 |
179.0 |
6.3% |
49.7 |
1.8% |
87% |
True |
False |
844,142 |
| 20 |
2,849.0 |
2,670.0 |
179.0 |
6.3% |
56.7 |
2.0% |
87% |
True |
False |
1,043,960 |
| 40 |
2,849.0 |
2,537.0 |
312.0 |
11.0% |
51.5 |
1.8% |
93% |
True |
False |
629,360 |
| 60 |
2,849.0 |
2,537.0 |
312.0 |
11.0% |
51.0 |
1.8% |
93% |
True |
False |
420,124 |
| 80 |
2,849.0 |
2,481.0 |
368.0 |
13.0% |
53.8 |
1.9% |
94% |
True |
False |
315,607 |
| 100 |
2,849.0 |
2,450.0 |
399.0 |
14.1% |
55.1 |
1.9% |
94% |
True |
False |
254,225 |
| 120 |
2,849.0 |
2,387.0 |
462.0 |
16.3% |
61.6 |
2.2% |
95% |
True |
False |
211,993 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,002.0 |
|
2.618 |
2,943.2 |
|
1.618 |
2,907.2 |
|
1.000 |
2,885.0 |
|
0.618 |
2,871.2 |
|
HIGH |
2,849.0 |
|
0.618 |
2,835.2 |
|
0.500 |
2,831.0 |
|
0.382 |
2,826.8 |
|
LOW |
2,813.0 |
|
0.618 |
2,790.8 |
|
1.000 |
2,777.0 |
|
1.618 |
2,754.8 |
|
2.618 |
2,718.8 |
|
4.250 |
2,660.0 |
|
|
| Fisher Pivots for day following 14-Oct-2010 |
| Pivot |
1 day |
3 day |
| R1 |
2,831.0 |
2,814.3 |
| PP |
2,829.3 |
2,802.7 |
| S1 |
2,827.7 |
2,791.0 |
|