| Trading Metrics calculated at close of trading on 21-Oct-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Oct-2010 |
21-Oct-2010 |
Change |
Change % |
Previous Week |
| Open |
2,826.0 |
2,840.0 |
14.0 |
0.5% |
2,776.0 |
| High |
2,853.0 |
2,882.0 |
29.0 |
1.0% |
2,849.0 |
| Low |
2,812.0 |
2,827.0 |
15.0 |
0.5% |
2,733.0 |
| Close |
2,842.0 |
2,869.0 |
27.0 |
1.0% |
2,827.0 |
| Range |
41.0 |
55.0 |
14.0 |
34.1% |
116.0 |
| ATR |
50.8 |
51.1 |
0.3 |
0.6% |
0.0 |
| Volume |
977,128 |
1,420,858 |
443,730 |
45.4% |
3,085,751 |
|
| Daily Pivots for day following 21-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,024.3 |
3,001.7 |
2,899.3 |
|
| R3 |
2,969.3 |
2,946.7 |
2,884.1 |
|
| R2 |
2,914.3 |
2,914.3 |
2,879.1 |
|
| R1 |
2,891.7 |
2,891.7 |
2,874.0 |
2,903.0 |
| PP |
2,859.3 |
2,859.3 |
2,859.3 |
2,865.0 |
| S1 |
2,836.7 |
2,836.7 |
2,864.0 |
2,848.0 |
| S2 |
2,804.3 |
2,804.3 |
2,858.9 |
|
| S3 |
2,749.3 |
2,781.7 |
2,853.9 |
|
| S4 |
2,694.3 |
2,726.7 |
2,838.8 |
|
|
| 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 |
2,882.0 |
2,804.0 |
78.0 |
2.7% |
46.8 |
1.6% |
83% |
True |
False |
639,350 |
| 10 |
2,882.0 |
2,733.0 |
149.0 |
5.2% |
43.9 |
1.5% |
91% |
True |
False |
628,250 |
| 20 |
2,882.0 |
2,670.0 |
212.0 |
7.4% |
52.7 |
1.8% |
94% |
True |
False |
846,108 |
| 40 |
2,882.0 |
2,558.0 |
324.0 |
11.3% |
51.0 |
1.8% |
96% |
True |
False |
708,515 |
| 60 |
2,882.0 |
2,537.0 |
345.0 |
12.0% |
50.9 |
1.8% |
96% |
True |
False |
473,216 |
| 80 |
2,882.0 |
2,481.0 |
401.0 |
14.0% |
53.1 |
1.8% |
97% |
True |
False |
355,488 |
| 100 |
2,882.0 |
2,450.0 |
432.0 |
15.1% |
54.7 |
1.9% |
97% |
True |
False |
286,077 |
| 120 |
2,882.0 |
2,413.0 |
469.0 |
16.3% |
59.0 |
2.1% |
97% |
True |
False |
238,613 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,115.8 |
|
2.618 |
3,026.0 |
|
1.618 |
2,971.0 |
|
1.000 |
2,937.0 |
|
0.618 |
2,916.0 |
|
HIGH |
2,882.0 |
|
0.618 |
2,861.0 |
|
0.500 |
2,854.5 |
|
0.382 |
2,848.0 |
|
LOW |
2,827.0 |
|
0.618 |
2,793.0 |
|
1.000 |
2,772.0 |
|
1.618 |
2,738.0 |
|
2.618 |
2,683.0 |
|
4.250 |
2,593.3 |
|
|
| Fisher Pivots for day following 21-Oct-2010 |
| Pivot |
1 day |
3 day |
| R1 |
2,864.2 |
2,860.3 |
| PP |
2,859.3 |
2,851.7 |
| S1 |
2,854.5 |
2,843.0 |
|