| Trading Metrics calculated at close of trading on 18-Oct-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Oct-2010 |
18-Oct-2010 |
Change |
Change % |
Previous Week |
| Open |
2,834.0 |
2,821.0 |
-13.0 |
-0.5% |
2,776.0 |
| High |
2,844.0 |
2,857.0 |
13.0 |
0.5% |
2,849.0 |
| Low |
2,808.0 |
2,810.0 |
2.0 |
0.1% |
2,733.0 |
| Close |
2,827.0 |
2,841.0 |
14.0 |
0.5% |
2,827.0 |
| Range |
36.0 |
47.0 |
11.0 |
30.6% |
116.0 |
| ATR |
51.6 |
51.3 |
-0.3 |
-0.6% |
0.0 |
| Volume |
0 |
798,765 |
798,765 |
|
3,085,751 |
|
| Daily Pivots for day following 18-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,977.0 |
2,956.0 |
2,866.9 |
|
| R3 |
2,930.0 |
2,909.0 |
2,853.9 |
|
| R2 |
2,883.0 |
2,883.0 |
2,849.6 |
|
| R1 |
2,862.0 |
2,862.0 |
2,845.3 |
2,872.5 |
| PP |
2,836.0 |
2,836.0 |
2,836.0 |
2,841.3 |
| S1 |
2,815.0 |
2,815.0 |
2,836.7 |
2,825.5 |
| S2 |
2,789.0 |
2,789.0 |
2,832.4 |
|
| S3 |
2,742.0 |
2,768.0 |
2,828.1 |
|
| S4 |
2,695.0 |
2,721.0 |
2,815.2 |
|
|
| 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 |
2,857.0 |
2,733.0 |
124.0 |
4.4% |
47.2 |
1.7% |
87% |
True |
False |
652,088 |
| 10 |
2,857.0 |
2,677.0 |
180.0 |
6.3% |
46.4 |
1.6% |
91% |
True |
False |
650,495 |
| 20 |
2,857.0 |
2,670.0 |
187.0 |
6.6% |
54.2 |
1.9% |
91% |
True |
False |
938,258 |
| 40 |
2,857.0 |
2,537.0 |
320.0 |
11.3% |
51.5 |
1.8% |
95% |
True |
False |
649,285 |
| 60 |
2,857.0 |
2,537.0 |
320.0 |
11.3% |
51.0 |
1.8% |
95% |
True |
False |
433,394 |
| 80 |
2,857.0 |
2,481.0 |
376.0 |
13.2% |
53.7 |
1.9% |
96% |
True |
False |
325,580 |
| 100 |
2,857.0 |
2,450.0 |
407.0 |
14.3% |
55.1 |
1.9% |
96% |
True |
False |
262,193 |
| 120 |
2,857.0 |
2,387.0 |
470.0 |
16.5% |
61.4 |
2.2% |
97% |
True |
False |
218,646 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,056.8 |
|
2.618 |
2,980.0 |
|
1.618 |
2,933.0 |
|
1.000 |
2,904.0 |
|
0.618 |
2,886.0 |
|
HIGH |
2,857.0 |
|
0.618 |
2,839.0 |
|
0.500 |
2,833.5 |
|
0.382 |
2,828.0 |
|
LOW |
2,810.0 |
|
0.618 |
2,781.0 |
|
1.000 |
2,763.0 |
|
1.618 |
2,734.0 |
|
2.618 |
2,687.0 |
|
4.250 |
2,610.3 |
|
|
| Fisher Pivots for day following 18-Oct-2010 |
| Pivot |
1 day |
3 day |
| R1 |
2,838.5 |
2,838.2 |
| PP |
2,836.0 |
2,835.3 |
| S1 |
2,833.5 |
2,832.5 |
|