| Trading Metrics calculated at close of trading on 05-Oct-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Oct-2010 |
05-Oct-2010 |
Change |
Change % |
Previous Week |
| Open |
1,997.75 |
1,977.25 |
-20.50 |
-1.0% |
2,018.75 |
| High |
1,997.75 |
2,025.00 |
27.25 |
1.4% |
2,032.00 |
| Low |
1,961.00 |
1,975.50 |
14.50 |
0.7% |
1,977.25 |
| Close |
1,977.00 |
2,018.50 |
41.50 |
2.1% |
1,994.50 |
| Range |
36.75 |
49.50 |
12.75 |
34.7% |
54.75 |
| ATR |
33.07 |
34.25 |
1.17 |
3.5% |
0.00 |
| Volume |
298,949 |
352,212 |
53,263 |
17.8% |
1,714,476 |
|
| Daily Pivots for day following 05-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,154.75 |
2,136.25 |
2,045.75 |
|
| R3 |
2,105.25 |
2,086.75 |
2,032.00 |
|
| R2 |
2,055.75 |
2,055.75 |
2,027.50 |
|
| R1 |
2,037.25 |
2,037.25 |
2,023.00 |
2,046.50 |
| PP |
2,006.25 |
2,006.25 |
2,006.25 |
2,011.00 |
| S1 |
1,987.75 |
1,987.75 |
2,014.00 |
1,997.00 |
| S2 |
1,956.75 |
1,956.75 |
2,009.50 |
|
| S3 |
1,907.25 |
1,938.25 |
2,005.00 |
|
| S4 |
1,857.75 |
1,888.75 |
1,991.25 |
|
|
| 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 |
2,028.25 |
1,961.00 |
67.25 |
3.3% |
36.25 |
1.8% |
86% |
False |
False |
338,328 |
| 10 |
2,032.00 |
1,961.00 |
71.00 |
3.5% |
36.00 |
1.8% |
81% |
False |
False |
338,432 |
| 20 |
2,032.00 |
1,851.25 |
180.75 |
9.0% |
31.50 |
1.6% |
93% |
False |
False |
304,633 |
| 40 |
2,032.00 |
1,741.00 |
291.00 |
14.4% |
33.75 |
1.7% |
95% |
False |
False |
152,743 |
| 60 |
2,032.00 |
1,741.00 |
291.00 |
14.4% |
33.75 |
1.7% |
95% |
False |
False |
101,864 |
| 80 |
2,032.00 |
1,696.25 |
335.75 |
16.6% |
35.00 |
1.7% |
96% |
False |
False |
76,424 |
| 100 |
2,032.00 |
1,696.25 |
335.75 |
16.6% |
35.00 |
1.7% |
96% |
False |
False |
61,141 |
| 120 |
2,045.50 |
1,696.25 |
349.25 |
17.3% |
33.25 |
1.6% |
92% |
False |
False |
50,951 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,235.50 |
|
2.618 |
2,154.50 |
|
1.618 |
2,105.00 |
|
1.000 |
2,074.50 |
|
0.618 |
2,055.50 |
|
HIGH |
2,025.00 |
|
0.618 |
2,006.00 |
|
0.500 |
2,000.25 |
|
0.382 |
1,994.50 |
|
LOW |
1,975.50 |
|
0.618 |
1,945.00 |
|
1.000 |
1,926.00 |
|
1.618 |
1,895.50 |
|
2.618 |
1,846.00 |
|
4.250 |
1,765.00 |
|
|
| Fisher Pivots for day following 05-Oct-2010 |
| Pivot |
1 day |
3 day |
| R1 |
2,012.50 |
2,010.00 |
| PP |
2,006.25 |
2,001.50 |
| S1 |
2,000.25 |
1,993.00 |
|