| Trading Metrics calculated at close of trading on 15-Oct-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Oct-2010 |
15-Oct-2010 |
Change |
Change % |
Previous Week |
| Open |
2,834.0 |
2,834.0 |
0.0 |
0.0% |
2,776.0 |
| High |
2,849.0 |
2,844.0 |
-5.0 |
-0.2% |
2,849.0 |
| Low |
2,813.0 |
2,808.0 |
-5.0 |
-0.2% |
2,733.0 |
| Close |
2,826.0 |
2,827.0 |
1.0 |
0.0% |
2,827.0 |
| Range |
36.0 |
36.0 |
0.0 |
0.0% |
116.0 |
| ATR |
52.8 |
51.6 |
-1.2 |
-2.3% |
0.0 |
| Volume |
1,279,315 |
0 |
-1,279,315 |
-100.0% |
3,085,751 |
|
| Daily Pivots for day following 15-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,934.3 |
2,916.7 |
2,846.8 |
|
| R3 |
2,898.3 |
2,880.7 |
2,836.9 |
|
| R2 |
2,862.3 |
2,862.3 |
2,833.6 |
|
| R1 |
2,844.7 |
2,844.7 |
2,830.3 |
2,835.5 |
| PP |
2,826.3 |
2,826.3 |
2,826.3 |
2,821.8 |
| S1 |
2,808.7 |
2,808.7 |
2,823.7 |
2,799.5 |
| S2 |
2,790.3 |
2,790.3 |
2,820.4 |
|
| S3 |
2,754.3 |
2,772.7 |
2,817.1 |
|
| S4 |
2,718.3 |
2,736.7 |
2,807.2 |
|
|
| Weekly Pivots for week ending 15-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,151.0 |
3,105.0 |
2,890.8 |
|
| R3 |
3,035.0 |
2,989.0 |
2,858.9 |
|
| R2 |
2,919.0 |
2,919.0 |
2,848.3 |
|
| R1 |
2,873.0 |
2,873.0 |
2,837.6 |
2,896.0 |
| PP |
2,803.0 |
2,803.0 |
2,803.0 |
2,814.5 |
| S1 |
2,757.0 |
2,757.0 |
2,816.4 |
2,780.0 |
| S2 |
2,687.0 |
2,687.0 |
2,805.7 |
|
| S3 |
2,571.0 |
2,641.0 |
2,795.1 |
|
| S4 |
2,455.0 |
2,525.0 |
2,763.2 |
|
|
| 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% |
41.4 |
1.5% |
81% |
False |
False |
617,150 |
| 10 |
2,849.0 |
2,670.0 |
179.0 |
6.3% |
47.4 |
1.7% |
88% |
False |
False |
683,267 |
| 20 |
2,849.0 |
2,670.0 |
179.0 |
6.3% |
54.7 |
1.9% |
88% |
False |
False |
950,319 |
| 40 |
2,849.0 |
2,537.0 |
312.0 |
11.0% |
51.2 |
1.8% |
93% |
False |
False |
629,345 |
| 60 |
2,849.0 |
2,537.0 |
312.0 |
11.0% |
50.9 |
1.8% |
93% |
False |
False |
420,096 |
| 80 |
2,849.0 |
2,481.0 |
368.0 |
13.0% |
53.7 |
1.9% |
94% |
False |
False |
315,603 |
| 100 |
2,849.0 |
2,450.0 |
399.0 |
14.1% |
54.7 |
1.9% |
94% |
False |
False |
254,210 |
| 120 |
2,849.0 |
2,387.0 |
462.0 |
16.3% |
61.5 |
2.2% |
95% |
False |
False |
211,991 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,997.0 |
|
2.618 |
2,938.2 |
|
1.618 |
2,902.2 |
|
1.000 |
2,880.0 |
|
0.618 |
2,866.2 |
|
HIGH |
2,844.0 |
|
0.618 |
2,830.2 |
|
0.500 |
2,826.0 |
|
0.382 |
2,821.8 |
|
LOW |
2,808.0 |
|
0.618 |
2,785.8 |
|
1.000 |
2,772.0 |
|
1.618 |
2,749.8 |
|
2.618 |
2,713.8 |
|
4.250 |
2,655.0 |
|
|
| Fisher Pivots for day following 15-Oct-2010 |
| Pivot |
1 day |
3 day |
| R1 |
2,826.7 |
2,821.2 |
| PP |
2,826.3 |
2,815.3 |
| S1 |
2,826.0 |
2,809.5 |
|