| Trading Metrics calculated at close of trading on 18-Oct-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Oct-2010 |
18-Oct-2010 |
Change |
Change % |
Previous Week |
| Open |
6,486.0 |
6,476.0 |
-10.0 |
-0.2% |
6,305.0 |
| High |
6,523.5 |
6,561.5 |
38.0 |
0.6% |
6,523.5 |
| Low |
6,447.0 |
6,467.0 |
20.0 |
0.3% |
6,230.0 |
| Close |
6,490.5 |
6,526.5 |
36.0 |
0.6% |
6,490.5 |
| Range |
76.5 |
94.5 |
18.0 |
23.5% |
293.5 |
| ATR |
96.7 |
96.5 |
-0.2 |
-0.2% |
0.0 |
| Volume |
0 |
119,277 |
119,277 |
|
354,393 |
|
| Daily Pivots for day following 18-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,801.8 |
6,758.7 |
6,578.5 |
|
| R3 |
6,707.3 |
6,664.2 |
6,552.5 |
|
| R2 |
6,612.8 |
6,612.8 |
6,543.8 |
|
| R1 |
6,569.7 |
6,569.7 |
6,535.2 |
6,591.3 |
| PP |
6,518.3 |
6,518.3 |
6,518.3 |
6,529.1 |
| S1 |
6,475.2 |
6,475.2 |
6,517.8 |
6,496.8 |
| S2 |
6,423.8 |
6,423.8 |
6,509.2 |
|
| S3 |
6,329.3 |
6,380.7 |
6,500.5 |
|
| S4 |
6,234.8 |
6,286.2 |
6,474.5 |
|
|
| Weekly Pivots for week ending 15-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,295.2 |
7,186.3 |
6,651.9 |
|
| R3 |
7,001.7 |
6,892.8 |
6,571.2 |
|
| R2 |
6,708.2 |
6,708.2 |
6,544.3 |
|
| R1 |
6,599.3 |
6,599.3 |
6,517.4 |
6,653.8 |
| PP |
6,414.7 |
6,414.7 |
6,414.7 |
6,441.9 |
| S1 |
6,305.8 |
6,305.8 |
6,463.6 |
6,360.3 |
| S2 |
6,121.2 |
6,121.2 |
6,436.7 |
|
| S3 |
5,827.7 |
6,012.3 |
6,409.8 |
|
| S4 |
5,534.2 |
5,718.8 |
6,329.1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,561.5 |
6,230.0 |
331.5 |
5.1% |
92.7 |
1.4% |
89% |
True |
False |
80,322 |
| 10 |
6,561.5 |
6,125.0 |
436.5 |
6.7% |
85.8 |
1.3% |
92% |
True |
False |
77,452 |
| 20 |
6,561.5 |
6,118.5 |
443.0 |
6.8% |
100.8 |
1.5% |
92% |
True |
False |
112,223 |
| 40 |
6,561.5 |
5,830.0 |
731.5 |
11.2% |
94.9 |
1.5% |
95% |
True |
False |
71,925 |
| 60 |
6,561.5 |
5,830.0 |
731.5 |
11.2% |
93.9 |
1.4% |
95% |
True |
False |
48,052 |
| 80 |
6,561.5 |
5,818.0 |
743.5 |
11.4% |
97.5 |
1.5% |
95% |
True |
False |
36,151 |
| 100 |
6,561.5 |
5,814.5 |
747.0 |
11.4% |
100.4 |
1.5% |
95% |
True |
False |
29,466 |
| 120 |
6,561.5 |
5,602.5 |
959.0 |
14.7% |
108.9 |
1.7% |
96% |
True |
False |
24,628 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,963.1 |
|
2.618 |
6,808.9 |
|
1.618 |
6,714.4 |
|
1.000 |
6,656.0 |
|
0.618 |
6,619.9 |
|
HIGH |
6,561.5 |
|
0.618 |
6,525.4 |
|
0.500 |
6,514.3 |
|
0.382 |
6,503.1 |
|
LOW |
6,467.0 |
|
0.618 |
6,408.6 |
|
1.000 |
6,372.5 |
|
1.618 |
6,314.1 |
|
2.618 |
6,219.6 |
|
4.250 |
6,065.4 |
|
|
| Fisher Pivots for day following 18-Oct-2010 |
| Pivot |
1 day |
3 day |
| R1 |
6,522.4 |
6,519.1 |
| PP |
6,518.3 |
6,511.7 |
| S1 |
6,514.3 |
6,504.3 |
|