| Trading Metrics calculated at close of trading on 07-Oct-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Oct-2010 |
07-Oct-2010 |
Change |
Change % |
Previous Week |
| Open |
6,254.0 |
6,260.5 |
6.5 |
0.1% |
6,332.5 |
| High |
6,299.0 |
6,332.5 |
33.5 |
0.5% |
6,348.0 |
| Low |
6,250.0 |
6,242.5 |
-7.5 |
-0.1% |
6,193.5 |
| Close |
6,271.5 |
6,280.0 |
8.5 |
0.1% |
6,212.0 |
| Range |
49.0 |
90.0 |
41.0 |
83.7% |
154.5 |
| ATR |
105.2 |
104.1 |
-1.1 |
-1.0% |
0.0 |
| Volume |
0 |
141,906 |
141,906 |
|
669,545 |
|
| Daily Pivots for day following 07-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,555.0 |
6,507.5 |
6,329.5 |
|
| R3 |
6,465.0 |
6,417.5 |
6,304.8 |
|
| R2 |
6,375.0 |
6,375.0 |
6,296.5 |
|
| R1 |
6,327.5 |
6,327.5 |
6,288.3 |
6,351.3 |
| PP |
6,285.0 |
6,285.0 |
6,285.0 |
6,296.9 |
| S1 |
6,237.5 |
6,237.5 |
6,271.8 |
6,261.3 |
| S2 |
6,195.0 |
6,195.0 |
6,263.5 |
|
| S3 |
6,105.0 |
6,147.5 |
6,255.3 |
|
| S4 |
6,015.0 |
6,057.5 |
6,230.5 |
|
|
| 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 |
6,332.5 |
6,118.5 |
214.0 |
3.4% |
102.0 |
1.6% |
75% |
True |
False |
128,788 |
| 10 |
6,348.0 |
6,118.5 |
229.5 |
3.7% |
111.8 |
1.8% |
70% |
False |
False |
128,418 |
| 20 |
6,349.5 |
6,118.5 |
231.0 |
3.7% |
97.6 |
1.6% |
70% |
False |
False |
118,434 |
| 40 |
6,349.5 |
5,830.0 |
519.5 |
8.3% |
97.0 |
1.5% |
87% |
False |
False |
60,126 |
| 60 |
6,394.5 |
5,830.0 |
564.5 |
9.0% |
98.1 |
1.6% |
80% |
False |
False |
40,193 |
| 80 |
6,394.5 |
5,818.0 |
576.5 |
9.2% |
98.9 |
1.6% |
80% |
False |
False |
30,314 |
| 100 |
6,394.5 |
5,625.0 |
769.5 |
12.3% |
103.1 |
1.6% |
85% |
False |
False |
24,767 |
| 120 |
6,394.5 |
5,602.5 |
792.0 |
12.6% |
109.7 |
1.7% |
86% |
False |
False |
20,697 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,715.0 |
|
2.618 |
6,568.1 |
|
1.618 |
6,478.1 |
|
1.000 |
6,422.5 |
|
0.618 |
6,388.1 |
|
HIGH |
6,332.5 |
|
0.618 |
6,298.1 |
|
0.500 |
6,287.5 |
|
0.382 |
6,276.9 |
|
LOW |
6,242.5 |
|
0.618 |
6,186.9 |
|
1.000 |
6,152.5 |
|
1.618 |
6,096.9 |
|
2.618 |
6,006.9 |
|
4.250 |
5,860.0 |
|
|
| Fisher Pivots for day following 07-Oct-2010 |
| Pivot |
1 day |
3 day |
| R1 |
6,287.5 |
6,262.9 |
| PP |
6,285.0 |
6,245.8 |
| S1 |
6,282.5 |
6,228.8 |
|