| Trading Metrics calculated at close of trading on 12-Oct-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Oct-2010 |
12-Oct-2010 |
Change |
Change % |
Previous Week |
| Open |
6,305.0 |
6,278.0 |
-27.0 |
-0.4% |
6,217.0 |
| High |
6,335.0 |
6,341.5 |
6.5 |
0.1% |
6,332.5 |
| Low |
6,295.0 |
6,230.0 |
-65.0 |
-1.0% |
6,118.5 |
| Close |
6,315.0 |
6,316.5 |
1.5 |
0.0% |
6,299.0 |
| Range |
40.0 |
111.5 |
71.5 |
178.8% |
214.0 |
| ATR |
97.2 |
98.3 |
1.0 |
1.0% |
0.0 |
| Volume |
72,057 |
145,496 |
73,439 |
101.9% |
445,784 |
|
| Daily Pivots for day following 12-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,630.5 |
6,585.0 |
6,377.8 |
|
| R3 |
6,519.0 |
6,473.5 |
6,347.2 |
|
| R2 |
6,407.5 |
6,407.5 |
6,336.9 |
|
| R1 |
6,362.0 |
6,362.0 |
6,326.7 |
6,384.8 |
| PP |
6,296.0 |
6,296.0 |
6,296.0 |
6,307.4 |
| S1 |
6,250.5 |
6,250.5 |
6,306.3 |
6,273.3 |
| S2 |
6,184.5 |
6,184.5 |
6,296.1 |
|
| S3 |
6,073.0 |
6,139.0 |
6,285.8 |
|
| S4 |
5,961.5 |
6,027.5 |
6,255.2 |
|
|
| Weekly Pivots for week ending 08-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,892.0 |
6,809.5 |
6,416.7 |
|
| R3 |
6,678.0 |
6,595.5 |
6,357.9 |
|
| R2 |
6,464.0 |
6,464.0 |
6,338.2 |
|
| R1 |
6,381.5 |
6,381.5 |
6,318.6 |
6,422.8 |
| PP |
6,250.0 |
6,250.0 |
6,250.0 |
6,270.6 |
| S1 |
6,167.5 |
6,167.5 |
6,279.4 |
6,208.8 |
| S2 |
6,036.0 |
6,036.0 |
6,259.8 |
|
| S3 |
5,822.0 |
5,953.5 |
6,240.2 |
|
| S4 |
5,608.0 |
5,739.5 |
6,181.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,341.5 |
6,230.0 |
111.5 |
1.8% |
71.9 |
1.1% |
78% |
True |
True |
71,891 |
| 10 |
6,348.0 |
6,118.5 |
229.5 |
3.6% |
99.2 |
1.6% |
86% |
False |
False |
123,246 |
| 20 |
6,349.5 |
6,118.5 |
231.0 |
3.7% |
100.9 |
1.6% |
86% |
False |
False |
123,875 |
| 40 |
6,349.5 |
5,830.0 |
519.5 |
8.2% |
95.7 |
1.5% |
94% |
False |
False |
65,552 |
| 60 |
6,394.5 |
5,830.0 |
564.5 |
8.9% |
94.9 |
1.5% |
86% |
False |
False |
43,802 |
| 80 |
6,394.5 |
5,818.0 |
576.5 |
9.1% |
98.2 |
1.6% |
86% |
False |
False |
32,962 |
| 100 |
6,394.5 |
5,717.0 |
677.5 |
10.7% |
101.0 |
1.6% |
88% |
False |
False |
26,925 |
| 120 |
6,394.5 |
5,602.5 |
792.0 |
12.5% |
109.1 |
1.7% |
90% |
False |
False |
22,505 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,815.4 |
|
2.618 |
6,633.4 |
|
1.618 |
6,521.9 |
|
1.000 |
6,453.0 |
|
0.618 |
6,410.4 |
|
HIGH |
6,341.5 |
|
0.618 |
6,298.9 |
|
0.500 |
6,285.8 |
|
0.382 |
6,272.6 |
|
LOW |
6,230.0 |
|
0.618 |
6,161.1 |
|
1.000 |
6,118.5 |
|
1.618 |
6,049.6 |
|
2.618 |
5,938.1 |
|
4.250 |
5,756.1 |
|
|
| Fisher Pivots for day following 12-Oct-2010 |
| Pivot |
1 day |
3 day |
| R1 |
6,306.3 |
6,306.3 |
| PP |
6,296.0 |
6,296.0 |
| S1 |
6,285.8 |
6,285.8 |
|