| Trading Metrics calculated at close of trading on 13-Oct-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Oct-2010 |
13-Oct-2010 |
Change |
Change % |
Previous Week |
| Open |
6,278.0 |
6,329.5 |
51.5 |
0.8% |
6,217.0 |
| High |
6,341.5 |
6,466.5 |
125.0 |
2.0% |
6,332.5 |
| Low |
6,230.0 |
6,329.5 |
99.5 |
1.6% |
6,118.5 |
| Close |
6,316.5 |
6,444.5 |
128.0 |
2.0% |
6,299.0 |
| Range |
111.5 |
137.0 |
25.5 |
22.9% |
214.0 |
| ATR |
98.3 |
102.0 |
3.7 |
3.8% |
0.0 |
| Volume |
145,496 |
0 |
-145,496 |
-100.0% |
445,784 |
|
| Daily Pivots for day following 13-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,824.5 |
6,771.5 |
6,519.9 |
|
| R3 |
6,687.5 |
6,634.5 |
6,482.2 |
|
| R2 |
6,550.5 |
6,550.5 |
6,469.6 |
|
| R1 |
6,497.5 |
6,497.5 |
6,457.1 |
6,524.0 |
| PP |
6,413.5 |
6,413.5 |
6,413.5 |
6,426.8 |
| S1 |
6,360.5 |
6,360.5 |
6,431.9 |
6,387.0 |
| S2 |
6,276.5 |
6,276.5 |
6,419.4 |
|
| S3 |
6,139.5 |
6,223.5 |
6,406.8 |
|
| S4 |
6,002.5 |
6,086.5 |
6,369.2 |
|
|
| 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 |
6,466.5 |
6,230.0 |
236.5 |
3.7% |
89.5 |
1.4% |
91% |
True |
False |
71,891 |
| 10 |
6,466.5 |
6,118.5 |
348.0 |
5.4% |
102.2 |
1.6% |
94% |
True |
False |
105,832 |
| 20 |
6,466.5 |
6,118.5 |
348.0 |
5.4% |
104.7 |
1.6% |
94% |
True |
False |
118,574 |
| 40 |
6,466.5 |
5,830.0 |
636.5 |
9.9% |
97.6 |
1.5% |
97% |
True |
False |
65,542 |
| 60 |
6,466.5 |
5,830.0 |
636.5 |
9.9% |
95.3 |
1.5% |
97% |
True |
False |
43,800 |
| 80 |
6,466.5 |
5,818.0 |
648.5 |
10.1% |
99.0 |
1.5% |
97% |
True |
False |
32,960 |
| 100 |
6,466.5 |
5,814.5 |
652.0 |
10.1% |
101.1 |
1.6% |
97% |
True |
False |
26,919 |
| 120 |
6,466.5 |
5,602.5 |
864.0 |
13.4% |
109.3 |
1.7% |
97% |
True |
False |
22,497 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,048.8 |
|
2.618 |
6,825.2 |
|
1.618 |
6,688.2 |
|
1.000 |
6,603.5 |
|
0.618 |
6,551.2 |
|
HIGH |
6,466.5 |
|
0.618 |
6,414.2 |
|
0.500 |
6,398.0 |
|
0.382 |
6,381.8 |
|
LOW |
6,329.5 |
|
0.618 |
6,244.8 |
|
1.000 |
6,192.5 |
|
1.618 |
6,107.8 |
|
2.618 |
5,970.8 |
|
4.250 |
5,747.3 |
|
|
| Fisher Pivots for day following 13-Oct-2010 |
| Pivot |
1 day |
3 day |
| R1 |
6,429.0 |
6,412.4 |
| PP |
6,413.5 |
6,380.3 |
| S1 |
6,398.0 |
6,348.3 |
|