| Trading Metrics calculated at close of trading on 04-Oct-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Oct-2010 |
04-Oct-2010 |
Change |
Change % |
Previous Week |
| Open |
6,250.0 |
6,217.0 |
-33.0 |
-0.5% |
6,332.5 |
| High |
6,304.0 |
6,234.0 |
-70.0 |
-1.1% |
6,348.0 |
| Low |
6,195.0 |
6,118.5 |
-76.5 |
-1.2% |
6,193.5 |
| Close |
6,212.0 |
6,147.0 |
-65.0 |
-1.0% |
6,212.0 |
| Range |
109.0 |
115.5 |
6.5 |
6.0% |
154.5 |
| ATR |
103.7 |
104.5 |
0.8 |
0.8% |
0.0 |
| Volume |
198,160 |
144,925 |
-53,235 |
-26.9% |
669,545 |
|
| Daily Pivots for day following 04-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,513.0 |
6,445.5 |
6,210.5 |
|
| R3 |
6,397.5 |
6,330.0 |
6,178.8 |
|
| R2 |
6,282.0 |
6,282.0 |
6,168.2 |
|
| R1 |
6,214.5 |
6,214.5 |
6,157.6 |
6,190.5 |
| PP |
6,166.5 |
6,166.5 |
6,166.5 |
6,154.5 |
| S1 |
6,099.0 |
6,099.0 |
6,136.4 |
6,075.0 |
| S2 |
6,051.0 |
6,051.0 |
6,125.8 |
|
| S3 |
5,935.5 |
5,983.5 |
6,115.2 |
|
| S4 |
5,820.0 |
5,868.0 |
6,083.5 |
|
|
| Weekly Pivots for week ending 01-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,714.7 |
6,617.8 |
6,297.0 |
|
| R3 |
6,560.2 |
6,463.3 |
6,254.5 |
|
| R2 |
6,405.7 |
6,405.7 |
6,240.3 |
|
| R1 |
6,308.8 |
6,308.8 |
6,226.2 |
6,280.0 |
| PP |
6,251.2 |
6,251.2 |
6,251.2 |
6,236.8 |
| S1 |
6,154.3 |
6,154.3 |
6,197.8 |
6,125.5 |
| S2 |
6,096.7 |
6,096.7 |
6,183.7 |
|
| S3 |
5,942.2 |
5,999.8 |
6,169.5 |
|
| S4 |
5,787.7 |
5,845.3 |
6,127.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,348.0 |
6,118.5 |
229.5 |
3.7% |
120.5 |
2.0% |
12% |
False |
True |
142,810 |
| 10 |
6,349.5 |
6,118.5 |
231.0 |
3.8% |
115.7 |
1.9% |
12% |
False |
True |
146,993 |
| 20 |
6,349.5 |
6,074.5 |
275.0 |
4.5% |
97.2 |
1.6% |
26% |
False |
False |
104,441 |
| 40 |
6,353.0 |
5,830.0 |
523.0 |
8.5% |
97.2 |
1.6% |
61% |
False |
False |
52,624 |
| 60 |
6,394.5 |
5,830.0 |
564.5 |
9.2% |
98.4 |
1.6% |
56% |
False |
False |
35,202 |
| 80 |
6,394.5 |
5,818.0 |
576.5 |
9.4% |
99.0 |
1.6% |
57% |
False |
False |
26,954 |
| 100 |
6,394.5 |
5,625.0 |
769.5 |
12.5% |
105.1 |
1.7% |
68% |
False |
False |
21,766 |
| 120 |
6,394.5 |
5,602.5 |
792.0 |
12.9% |
109.3 |
1.8% |
69% |
False |
False |
18,192 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,724.9 |
|
2.618 |
6,536.4 |
|
1.618 |
6,420.9 |
|
1.000 |
6,349.5 |
|
0.618 |
6,305.4 |
|
HIGH |
6,234.0 |
|
0.618 |
6,189.9 |
|
0.500 |
6,176.3 |
|
0.382 |
6,162.6 |
|
LOW |
6,118.5 |
|
0.618 |
6,047.1 |
|
1.000 |
6,003.0 |
|
1.618 |
5,931.6 |
|
2.618 |
5,816.1 |
|
4.250 |
5,627.6 |
|
|
| Fisher Pivots for day following 04-Oct-2010 |
| Pivot |
1 day |
3 day |
| R1 |
6,176.3 |
6,233.3 |
| PP |
6,166.5 |
6,204.5 |
| S1 |
6,156.8 |
6,175.8 |
|