| Trading Metrics calculated at close of trading on 19-Oct-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Oct-2010 |
19-Oct-2010 |
Change |
Change % |
Previous Week |
| Open |
2,821.0 |
2,832.0 |
11.0 |
0.4% |
2,776.0 |
| High |
2,857.0 |
2,859.0 |
2.0 |
0.1% |
2,849.0 |
| Low |
2,810.0 |
2,804.0 |
-6.0 |
-0.2% |
2,733.0 |
| Close |
2,841.0 |
2,825.0 |
-16.0 |
-0.6% |
2,827.0 |
| Range |
47.0 |
55.0 |
8.0 |
17.0% |
116.0 |
| ATR |
51.3 |
51.5 |
0.3 |
0.5% |
0.0 |
| Volume |
798,765 |
0 |
-798,765 |
-100.0% |
3,085,751 |
|
| Daily Pivots for day following 19-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,994.3 |
2,964.7 |
2,855.3 |
|
| R3 |
2,939.3 |
2,909.7 |
2,840.1 |
|
| R2 |
2,884.3 |
2,884.3 |
2,835.1 |
|
| R1 |
2,854.7 |
2,854.7 |
2,830.0 |
2,842.0 |
| PP |
2,829.3 |
2,829.3 |
2,829.3 |
2,823.0 |
| S1 |
2,799.7 |
2,799.7 |
2,820.0 |
2,787.0 |
| S2 |
2,774.3 |
2,774.3 |
2,814.9 |
|
| S3 |
2,719.3 |
2,744.7 |
2,809.9 |
|
| S4 |
2,664.3 |
2,689.7 |
2,794.8 |
|
|
| 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 |
2,859.0 |
2,770.0 |
89.0 |
3.2% |
49.2 |
1.7% |
62% |
True |
False |
415,616 |
| 10 |
2,859.0 |
2,733.0 |
126.0 |
4.5% |
42.7 |
1.5% |
73% |
True |
False |
510,703 |
| 20 |
2,859.0 |
2,670.0 |
189.0 |
6.7% |
54.6 |
1.9% |
82% |
True |
False |
876,069 |
| 40 |
2,859.0 |
2,537.0 |
322.0 |
11.4% |
51.3 |
1.8% |
89% |
True |
False |
649,266 |
| 60 |
2,859.0 |
2,537.0 |
322.0 |
11.4% |
51.2 |
1.8% |
89% |
True |
False |
433,349 |
| 80 |
2,859.0 |
2,481.0 |
378.0 |
13.4% |
53.3 |
1.9% |
91% |
True |
False |
325,529 |
| 100 |
2,859.0 |
2,450.0 |
409.0 |
14.5% |
54.9 |
1.9% |
92% |
True |
False |
262,165 |
| 120 |
2,859.0 |
2,387.0 |
472.0 |
16.7% |
60.8 |
2.2% |
93% |
True |
False |
218,643 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,092.8 |
|
2.618 |
3,003.0 |
|
1.618 |
2,948.0 |
|
1.000 |
2,914.0 |
|
0.618 |
2,893.0 |
|
HIGH |
2,859.0 |
|
0.618 |
2,838.0 |
|
0.500 |
2,831.5 |
|
0.382 |
2,825.0 |
|
LOW |
2,804.0 |
|
0.618 |
2,770.0 |
|
1.000 |
2,749.0 |
|
1.618 |
2,715.0 |
|
2.618 |
2,660.0 |
|
4.250 |
2,570.3 |
|
|
| Fisher Pivots for day following 19-Oct-2010 |
| Pivot |
1 day |
3 day |
| R1 |
2,831.5 |
2,831.5 |
| PP |
2,829.3 |
2,829.3 |
| S1 |
2,827.2 |
2,827.2 |
|