| Trading Metrics calculated at close of trading on 20-Oct-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Oct-2010 |
20-Oct-2010 |
Change |
Change % |
Previous Week |
| Open |
6,516.5 |
6,499.5 |
-17.0 |
-0.3% |
6,305.0 |
| High |
6,556.0 |
6,546.5 |
-9.5 |
-0.1% |
6,523.5 |
| Low |
6,463.0 |
6,471.0 |
8.0 |
0.1% |
6,230.0 |
| Close |
6,497.5 |
6,537.0 |
39.5 |
0.6% |
6,490.5 |
| Range |
93.0 |
75.5 |
-17.5 |
-18.8% |
293.5 |
| ATR |
96.3 |
94.8 |
-1.5 |
-1.5% |
0.0 |
| Volume |
0 |
125,105 |
125,105 |
|
354,393 |
|
| Daily Pivots for day following 20-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,744.7 |
6,716.3 |
6,578.5 |
|
| R3 |
6,669.2 |
6,640.8 |
6,557.8 |
|
| R2 |
6,593.7 |
6,593.7 |
6,550.8 |
|
| R1 |
6,565.3 |
6,565.3 |
6,543.9 |
6,579.5 |
| PP |
6,518.2 |
6,518.2 |
6,518.2 |
6,525.3 |
| S1 |
6,489.8 |
6,489.8 |
6,530.1 |
6,504.0 |
| S2 |
6,442.7 |
6,442.7 |
6,523.2 |
|
| S3 |
6,367.2 |
6,414.3 |
6,516.2 |
|
| S4 |
6,291.7 |
6,338.8 |
6,495.5 |
|
|
| 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 |
6,447.0 |
114.5 |
1.8% |
76.7 |
1.2% |
79% |
False |
False |
76,244 |
| 10 |
6,561.5 |
6,230.0 |
331.5 |
5.1% |
83.1 |
1.3% |
93% |
False |
False |
74,068 |
| 20 |
6,561.5 |
6,118.5 |
443.0 |
6.8% |
99.8 |
1.5% |
94% |
False |
False |
103,114 |
| 40 |
6,561.5 |
5,830.0 |
731.5 |
11.2% |
93.8 |
1.4% |
97% |
False |
False |
75,000 |
| 60 |
6,561.5 |
5,830.0 |
731.5 |
11.2% |
94.2 |
1.4% |
97% |
False |
False |
50,107 |
| 80 |
6,561.5 |
5,818.0 |
743.5 |
11.4% |
96.8 |
1.5% |
97% |
False |
False |
37,711 |
| 100 |
6,561.5 |
5,814.5 |
747.0 |
11.4% |
99.1 |
1.5% |
97% |
False |
False |
30,709 |
| 120 |
6,561.5 |
5,602.5 |
959.0 |
14.7% |
107.9 |
1.6% |
97% |
False |
False |
25,662 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,867.4 |
|
2.618 |
6,744.2 |
|
1.618 |
6,668.7 |
|
1.000 |
6,622.0 |
|
0.618 |
6,593.2 |
|
HIGH |
6,546.5 |
|
0.618 |
6,517.7 |
|
0.500 |
6,508.8 |
|
0.382 |
6,499.8 |
|
LOW |
6,471.0 |
|
0.618 |
6,424.3 |
|
1.000 |
6,395.5 |
|
1.618 |
6,348.8 |
|
2.618 |
6,273.3 |
|
4.250 |
6,150.1 |
|
|
| Fisher Pivots for day following 20-Oct-2010 |
| Pivot |
1 day |
3 day |
| R1 |
6,527.6 |
6,528.8 |
| PP |
6,518.2 |
6,520.5 |
| S1 |
6,508.8 |
6,512.3 |
|