| Trading Metrics calculated at close of trading on 21-Oct-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Oct-2010 |
21-Oct-2010 |
Change |
Change % |
Previous Week |
| Open |
6,499.5 |
6,525.0 |
25.5 |
0.4% |
6,305.0 |
| High |
6,546.5 |
6,631.5 |
85.0 |
1.3% |
6,523.5 |
| Low |
6,471.0 |
6,514.0 |
43.0 |
0.7% |
6,230.0 |
| Close |
6,537.0 |
6,613.0 |
76.0 |
1.2% |
6,490.5 |
| Range |
75.5 |
117.5 |
42.0 |
55.6% |
293.5 |
| ATR |
94.8 |
96.4 |
1.6 |
1.7% |
0.0 |
| Volume |
125,105 |
161,219 |
36,114 |
28.9% |
354,393 |
|
| Daily Pivots for day following 21-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,938.7 |
6,893.3 |
6,677.6 |
|
| R3 |
6,821.2 |
6,775.8 |
6,645.3 |
|
| R2 |
6,703.7 |
6,703.7 |
6,634.5 |
|
| R1 |
6,658.3 |
6,658.3 |
6,623.8 |
6,681.0 |
| PP |
6,586.2 |
6,586.2 |
6,586.2 |
6,597.5 |
| S1 |
6,540.8 |
6,540.8 |
6,602.2 |
6,563.5 |
| S2 |
6,468.7 |
6,468.7 |
6,591.5 |
|
| S3 |
6,351.2 |
6,423.3 |
6,580.7 |
|
| S4 |
6,233.7 |
6,305.8 |
6,548.4 |
|
|
| 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 |
6,631.5 |
6,447.0 |
184.5 |
2.8% |
91.4 |
1.4% |
90% |
True |
False |
81,120 |
| 10 |
6,631.5 |
6,230.0 |
401.5 |
6.1% |
85.9 |
1.3% |
95% |
True |
False |
75,999 |
| 20 |
6,631.5 |
6,118.5 |
513.0 |
7.8% |
98.8 |
1.5% |
96% |
True |
False |
102,209 |
| 40 |
6,631.5 |
5,830.0 |
801.5 |
12.1% |
94.9 |
1.4% |
98% |
True |
False |
79,024 |
| 60 |
6,631.5 |
5,830.0 |
801.5 |
12.1% |
93.8 |
1.4% |
98% |
True |
False |
52,790 |
| 80 |
6,631.5 |
5,818.0 |
813.5 |
12.3% |
96.8 |
1.5% |
98% |
True |
False |
39,719 |
| 100 |
6,631.5 |
5,814.5 |
817.0 |
12.4% |
99.6 |
1.5% |
98% |
True |
False |
32,307 |
| 120 |
6,631.5 |
5,625.0 |
1,006.5 |
15.2% |
105.3 |
1.6% |
98% |
True |
False |
27,003 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,130.9 |
|
2.618 |
6,939.1 |
|
1.618 |
6,821.6 |
|
1.000 |
6,749.0 |
|
0.618 |
6,704.1 |
|
HIGH |
6,631.5 |
|
0.618 |
6,586.6 |
|
0.500 |
6,572.8 |
|
0.382 |
6,558.9 |
|
LOW |
6,514.0 |
|
0.618 |
6,441.4 |
|
1.000 |
6,396.5 |
|
1.618 |
6,323.9 |
|
2.618 |
6,206.4 |
|
4.250 |
6,014.6 |
|
|
| Fisher Pivots for day following 21-Oct-2010 |
| Pivot |
1 day |
3 day |
| R1 |
6,599.6 |
6,591.1 |
| PP |
6,586.2 |
6,569.2 |
| S1 |
6,572.8 |
6,547.3 |
|