| Trading Metrics calculated at close of trading on 19-Oct-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Oct-2010 |
19-Oct-2010 |
Change |
Change % |
Previous Week |
| Open |
6,476.0 |
6,516.5 |
40.5 |
0.6% |
6,305.0 |
| High |
6,561.5 |
6,556.0 |
-5.5 |
-0.1% |
6,523.5 |
| Low |
6,467.0 |
6,463.0 |
-4.0 |
-0.1% |
6,230.0 |
| Close |
6,526.5 |
6,497.5 |
-29.0 |
-0.4% |
6,490.5 |
| Range |
94.5 |
93.0 |
-1.5 |
-1.6% |
293.5 |
| ATR |
96.5 |
96.3 |
-0.3 |
-0.3% |
0.0 |
| Volume |
119,277 |
0 |
-119,277 |
-100.0% |
354,393 |
|
| Daily Pivots for day following 19-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,784.5 |
6,734.0 |
6,548.7 |
|
| R3 |
6,691.5 |
6,641.0 |
6,523.1 |
|
| R2 |
6,598.5 |
6,598.5 |
6,514.6 |
|
| R1 |
6,548.0 |
6,548.0 |
6,506.0 |
6,526.8 |
| PP |
6,505.5 |
6,505.5 |
6,505.5 |
6,494.9 |
| S1 |
6,455.0 |
6,455.0 |
6,489.0 |
6,433.8 |
| S2 |
6,412.5 |
6,412.5 |
6,480.5 |
|
| S3 |
6,319.5 |
6,362.0 |
6,471.9 |
|
| S4 |
6,226.5 |
6,269.0 |
6,446.4 |
|
|
| 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 |
6,329.5 |
232.0 |
3.6% |
89.0 |
1.4% |
72% |
False |
False |
51,223 |
| 10 |
6,561.5 |
6,230.0 |
331.5 |
5.1% |
80.5 |
1.2% |
81% |
False |
False |
61,557 |
| 20 |
6,561.5 |
6,118.5 |
443.0 |
6.8% |
101.7 |
1.6% |
86% |
False |
False |
105,005 |
| 40 |
6,561.5 |
5,830.0 |
731.5 |
11.3% |
94.6 |
1.5% |
91% |
False |
False |
71,883 |
| 60 |
6,561.5 |
5,830.0 |
731.5 |
11.3% |
94.5 |
1.5% |
91% |
False |
False |
48,024 |
| 80 |
6,561.5 |
5,818.0 |
743.5 |
11.4% |
97.1 |
1.5% |
91% |
False |
False |
36,148 |
| 100 |
6,561.5 |
5,814.5 |
747.0 |
11.5% |
99.8 |
1.5% |
91% |
False |
False |
29,462 |
| 120 |
6,561.5 |
5,602.5 |
959.0 |
14.8% |
107.9 |
1.7% |
93% |
False |
False |
24,625 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,951.3 |
|
2.618 |
6,799.5 |
|
1.618 |
6,706.5 |
|
1.000 |
6,649.0 |
|
0.618 |
6,613.5 |
|
HIGH |
6,556.0 |
|
0.618 |
6,520.5 |
|
0.500 |
6,509.5 |
|
0.382 |
6,498.5 |
|
LOW |
6,463.0 |
|
0.618 |
6,405.5 |
|
1.000 |
6,370.0 |
|
1.618 |
6,312.5 |
|
2.618 |
6,219.5 |
|
4.250 |
6,067.8 |
|
|
| Fisher Pivots for day following 19-Oct-2010 |
| Pivot |
1 day |
3 day |
| R1 |
6,509.5 |
6,504.3 |
| PP |
6,505.5 |
6,502.0 |
| S1 |
6,501.5 |
6,499.8 |
|