| Trading Metrics calculated at close of trading on 14-Oct-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Oct-2010 |
14-Oct-2010 |
Change |
Change % |
Previous Week |
| Open |
6,329.5 |
6,460.0 |
130.5 |
2.1% |
6,217.0 |
| High |
6,466.5 |
6,494.5 |
28.0 |
0.4% |
6,332.5 |
| Low |
6,329.5 |
6,450.5 |
121.0 |
1.9% |
6,118.5 |
| Close |
6,444.5 |
6,468.0 |
23.5 |
0.4% |
6,299.0 |
| Range |
137.0 |
44.0 |
-93.0 |
-67.9% |
214.0 |
| ATR |
102.0 |
98.2 |
-3.7 |
-3.6% |
0.0 |
| Volume |
0 |
136,840 |
136,840 |
|
445,784 |
|
| Daily Pivots for day following 14-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,603.0 |
6,579.5 |
6,492.2 |
|
| R3 |
6,559.0 |
6,535.5 |
6,480.1 |
|
| R2 |
6,515.0 |
6,515.0 |
6,476.1 |
|
| R1 |
6,491.5 |
6,491.5 |
6,472.0 |
6,503.3 |
| PP |
6,471.0 |
6,471.0 |
6,471.0 |
6,476.9 |
| S1 |
6,447.5 |
6,447.5 |
6,464.0 |
6,459.3 |
| S2 |
6,427.0 |
6,427.0 |
6,459.9 |
|
| S3 |
6,383.0 |
6,403.5 |
6,455.9 |
|
| S4 |
6,339.0 |
6,359.5 |
6,443.8 |
|
|
| 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 |
6,494.5 |
6,230.0 |
264.5 |
4.1% |
80.3 |
1.2% |
90% |
True |
False |
70,878 |
| 10 |
6,494.5 |
6,118.5 |
376.0 |
5.8% |
91.2 |
1.4% |
93% |
True |
False |
99,833 |
| 20 |
6,494.5 |
6,118.5 |
376.0 |
5.8% |
104.4 |
1.6% |
93% |
True |
False |
122,129 |
| 40 |
6,494.5 |
5,830.0 |
664.5 |
10.3% |
94.4 |
1.5% |
96% |
True |
False |
68,957 |
| 60 |
6,494.5 |
5,830.0 |
664.5 |
10.3% |
93.0 |
1.4% |
96% |
True |
False |
46,075 |
| 80 |
6,494.5 |
5,818.0 |
676.5 |
10.5% |
97.8 |
1.5% |
96% |
True |
False |
34,665 |
| 100 |
6,494.5 |
5,814.5 |
680.0 |
10.5% |
100.0 |
1.5% |
96% |
True |
False |
28,284 |
| 120 |
6,494.5 |
5,602.5 |
892.0 |
13.8% |
109.0 |
1.7% |
97% |
True |
False |
23,637 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,681.5 |
|
2.618 |
6,609.7 |
|
1.618 |
6,565.7 |
|
1.000 |
6,538.5 |
|
0.618 |
6,521.7 |
|
HIGH |
6,494.5 |
|
0.618 |
6,477.7 |
|
0.500 |
6,472.5 |
|
0.382 |
6,467.3 |
|
LOW |
6,450.5 |
|
0.618 |
6,423.3 |
|
1.000 |
6,406.5 |
|
1.618 |
6,379.3 |
|
2.618 |
6,335.3 |
|
4.250 |
6,263.5 |
|
|
| Fisher Pivots for day following 14-Oct-2010 |
| Pivot |
1 day |
3 day |
| R1 |
6,472.5 |
6,432.8 |
| PP |
6,471.0 |
6,397.5 |
| S1 |
6,469.5 |
6,362.3 |
|