| Trading Metrics calculated at close of trading on 22-Oct-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Oct-2010 |
22-Oct-2010 |
Change |
Change % |
Previous Week |
| Open |
2,840.0 |
2,866.0 |
26.0 |
0.9% |
2,821.0 |
| High |
2,882.0 |
2,879.0 |
-3.0 |
-0.1% |
2,882.0 |
| Low |
2,827.0 |
2,854.0 |
27.0 |
1.0% |
2,804.0 |
| Close |
2,869.0 |
2,862.0 |
-7.0 |
-0.2% |
2,862.0 |
| Range |
55.0 |
25.0 |
-30.0 |
-54.5% |
78.0 |
| ATR |
51.1 |
49.2 |
-1.9 |
-3.6% |
0.0 |
| Volume |
1,420,858 |
821,819 |
-599,039 |
-42.2% |
4,018,570 |
|
| Daily Pivots for day following 22-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,940.0 |
2,926.0 |
2,875.8 |
|
| R3 |
2,915.0 |
2,901.0 |
2,868.9 |
|
| R2 |
2,890.0 |
2,890.0 |
2,866.6 |
|
| R1 |
2,876.0 |
2,876.0 |
2,864.3 |
2,870.5 |
| PP |
2,865.0 |
2,865.0 |
2,865.0 |
2,862.3 |
| S1 |
2,851.0 |
2,851.0 |
2,859.7 |
2,845.5 |
| S2 |
2,840.0 |
2,840.0 |
2,857.4 |
|
| S3 |
2,815.0 |
2,826.0 |
2,855.1 |
|
| S4 |
2,790.0 |
2,801.0 |
2,848.3 |
|
|
| Weekly Pivots for week ending 22-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,083.3 |
3,050.7 |
2,904.9 |
|
| R3 |
3,005.3 |
2,972.7 |
2,883.5 |
|
| R2 |
2,927.3 |
2,927.3 |
2,876.3 |
|
| R1 |
2,894.7 |
2,894.7 |
2,869.2 |
2,911.0 |
| PP |
2,849.3 |
2,849.3 |
2,849.3 |
2,857.5 |
| S1 |
2,816.7 |
2,816.7 |
2,854.9 |
2,833.0 |
| S2 |
2,771.3 |
2,771.3 |
2,847.7 |
|
| S3 |
2,693.3 |
2,738.7 |
2,840.6 |
|
| S4 |
2,615.3 |
2,660.7 |
2,819.1 |
|
|
| 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% |
44.6 |
1.6% |
74% |
False |
False |
803,714 |
| 10 |
2,882.0 |
2,733.0 |
149.0 |
5.2% |
43.0 |
1.5% |
87% |
False |
False |
710,432 |
| 20 |
2,882.0 |
2,670.0 |
212.0 |
7.4% |
49.8 |
1.7% |
91% |
False |
False |
823,453 |
| 40 |
2,882.0 |
2,558.0 |
324.0 |
11.3% |
50.1 |
1.8% |
94% |
False |
False |
728,903 |
| 60 |
2,882.0 |
2,537.0 |
345.0 |
12.1% |
50.4 |
1.8% |
94% |
False |
False |
486,904 |
| 80 |
2,882.0 |
2,481.0 |
401.0 |
14.0% |
52.6 |
1.8% |
95% |
False |
False |
365,759 |
| 100 |
2,882.0 |
2,450.0 |
432.0 |
15.1% |
54.0 |
1.9% |
95% |
False |
False |
294,246 |
| 120 |
2,882.0 |
2,424.0 |
458.0 |
16.0% |
58.1 |
2.0% |
96% |
False |
False |
245,452 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,985.3 |
|
2.618 |
2,944.5 |
|
1.618 |
2,919.5 |
|
1.000 |
2,904.0 |
|
0.618 |
2,894.5 |
|
HIGH |
2,879.0 |
|
0.618 |
2,869.5 |
|
0.500 |
2,866.5 |
|
0.382 |
2,863.6 |
|
LOW |
2,854.0 |
|
0.618 |
2,838.6 |
|
1.000 |
2,829.0 |
|
1.618 |
2,813.6 |
|
2.618 |
2,788.6 |
|
4.250 |
2,747.8 |
|
|
| Fisher Pivots for day following 22-Oct-2010 |
| Pivot |
1 day |
3 day |
| R1 |
2,866.5 |
2,857.0 |
| PP |
2,865.0 |
2,852.0 |
| S1 |
2,863.5 |
2,847.0 |
|