| Trading Metrics calculated at close of trading on 01-Oct-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Sep-2010 |
01-Oct-2010 |
Change |
Change % |
Previous Week |
| Open |
2,009.50 |
1,995.75 |
-13.75 |
-0.7% |
2,018.75 |
| High |
2,028.25 |
2,015.50 |
-12.75 |
-0.6% |
2,032.00 |
| Low |
1,983.25 |
1,985.00 |
1.75 |
0.1% |
1,977.25 |
| Close |
1,995.50 |
1,994.50 |
-1.00 |
-0.1% |
1,994.50 |
| Range |
45.00 |
30.50 |
-14.50 |
-32.2% |
54.75 |
| ATR |
32.97 |
32.79 |
-0.18 |
-0.5% |
0.00 |
| Volume |
444,527 |
321,294 |
-123,233 |
-27.7% |
1,714,476 |
|
| Daily Pivots for day following 01-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,089.75 |
2,072.75 |
2,011.25 |
|
| R3 |
2,059.25 |
2,042.25 |
2,003.00 |
|
| R2 |
2,028.75 |
2,028.75 |
2,000.00 |
|
| R1 |
2,011.75 |
2,011.75 |
1,997.25 |
2,005.00 |
| PP |
1,998.25 |
1,998.25 |
1,998.25 |
1,995.00 |
| S1 |
1,981.25 |
1,981.25 |
1,991.75 |
1,974.50 |
| S2 |
1,967.75 |
1,967.75 |
1,989.00 |
|
| S3 |
1,937.25 |
1,950.75 |
1,986.00 |
|
| S4 |
1,906.75 |
1,920.25 |
1,977.75 |
|
|
| Weekly Pivots for week ending 01-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,165.50 |
2,134.75 |
2,024.50 |
|
| R3 |
2,110.75 |
2,080.00 |
2,009.50 |
|
| R2 |
2,056.00 |
2,056.00 |
2,004.50 |
|
| R1 |
2,025.25 |
2,025.25 |
1,999.50 |
2,013.25 |
| PP |
2,001.25 |
2,001.25 |
2,001.25 |
1,995.25 |
| S1 |
1,970.50 |
1,970.50 |
1,989.50 |
1,958.50 |
| S2 |
1,946.50 |
1,946.50 |
1,984.50 |
|
| S3 |
1,891.75 |
1,915.75 |
1,979.50 |
|
| S4 |
1,837.00 |
1,861.00 |
1,964.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,032.00 |
1,977.25 |
54.75 |
2.7% |
33.50 |
1.7% |
32% |
False |
False |
342,895 |
| 10 |
2,032.00 |
1,947.25 |
84.75 |
4.2% |
34.00 |
1.7% |
56% |
False |
False |
333,717 |
| 20 |
2,032.00 |
1,832.50 |
199.50 |
10.0% |
30.25 |
1.5% |
81% |
False |
False |
272,334 |
| 40 |
2,032.00 |
1,741.00 |
291.00 |
14.6% |
33.00 |
1.6% |
87% |
False |
False |
136,467 |
| 60 |
2,032.00 |
1,741.00 |
291.00 |
14.6% |
33.25 |
1.7% |
87% |
False |
False |
91,014 |
| 80 |
2,032.00 |
1,696.25 |
335.75 |
16.8% |
34.25 |
1.7% |
89% |
False |
False |
68,285 |
| 100 |
2,032.00 |
1,696.25 |
335.75 |
16.8% |
35.00 |
1.8% |
89% |
False |
False |
54,629 |
| 120 |
2,045.50 |
1,696.25 |
349.25 |
17.5% |
32.50 |
1.6% |
85% |
False |
False |
45,525 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,145.00 |
|
2.618 |
2,095.25 |
|
1.618 |
2,064.75 |
|
1.000 |
2,046.00 |
|
0.618 |
2,034.25 |
|
HIGH |
2,015.50 |
|
0.618 |
2,003.75 |
|
0.500 |
2,000.25 |
|
0.382 |
1,996.75 |
|
LOW |
1,985.00 |
|
0.618 |
1,966.25 |
|
1.000 |
1,954.50 |
|
1.618 |
1,935.75 |
|
2.618 |
1,905.25 |
|
4.250 |
1,855.50 |
|
|
| Fisher Pivots for day following 01-Oct-2010 |
| Pivot |
1 day |
3 day |
| R1 |
2,000.25 |
2,005.75 |
| PP |
1,998.25 |
2,002.00 |
| S1 |
1,996.50 |
1,998.25 |
|