| Trading Metrics calculated at close of trading on 06-Oct-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Oct-2010 |
06-Oct-2010 |
Change |
Change % |
Previous Week |
| Open |
1,977.25 |
2,018.75 |
41.50 |
2.1% |
2,018.75 |
| High |
2,025.00 |
2,024.50 |
-0.50 |
0.0% |
2,032.00 |
| Low |
1,975.50 |
1,990.25 |
14.75 |
0.7% |
1,977.25 |
| Close |
2,018.50 |
2,004.25 |
-14.25 |
-0.7% |
1,994.50 |
| Range |
49.50 |
34.25 |
-15.25 |
-30.8% |
54.75 |
| ATR |
34.25 |
34.25 |
0.00 |
0.0% |
0.00 |
| Volume |
352,212 |
337,105 |
-15,107 |
-4.3% |
1,714,476 |
|
| Daily Pivots for day following 06-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,109.00 |
2,091.00 |
2,023.00 |
|
| R3 |
2,074.75 |
2,056.75 |
2,013.75 |
|
| R2 |
2,040.50 |
2,040.50 |
2,010.50 |
|
| R1 |
2,022.50 |
2,022.50 |
2,007.50 |
2,014.50 |
| PP |
2,006.25 |
2,006.25 |
2,006.25 |
2,002.25 |
| S1 |
1,988.25 |
1,988.25 |
2,001.00 |
1,980.00 |
| S2 |
1,972.00 |
1,972.00 |
1,998.00 |
|
| S3 |
1,937.75 |
1,954.00 |
1,994.75 |
|
| S4 |
1,903.50 |
1,919.75 |
1,985.50 |
|
|
| 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 |
3.4% |
39.25 |
2.0% |
64% |
False |
False |
350,817 |
| 10 |
2,032.00 |
1,961.00 |
71.00 |
3.5% |
37.00 |
1.8% |
61% |
False |
False |
338,527 |
| 20 |
2,032.00 |
1,872.75 |
159.25 |
7.9% |
31.50 |
1.6% |
83% |
False |
False |
320,542 |
| 40 |
2,032.00 |
1,741.00 |
291.00 |
14.5% |
34.00 |
1.7% |
90% |
False |
False |
161,169 |
| 60 |
2,032.00 |
1,741.00 |
291.00 |
14.5% |
33.75 |
1.7% |
90% |
False |
False |
107,479 |
| 80 |
2,032.00 |
1,696.25 |
335.75 |
16.8% |
35.00 |
1.7% |
92% |
False |
False |
80,638 |
| 100 |
2,032.00 |
1,696.25 |
335.75 |
16.8% |
35.00 |
1.7% |
92% |
False |
False |
64,512 |
| 120 |
2,045.50 |
1,696.25 |
349.25 |
17.4% |
33.50 |
1.7% |
88% |
False |
False |
53,760 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,170.00 |
|
2.618 |
2,114.25 |
|
1.618 |
2,080.00 |
|
1.000 |
2,058.75 |
|
0.618 |
2,045.75 |
|
HIGH |
2,024.50 |
|
0.618 |
2,011.50 |
|
0.500 |
2,007.50 |
|
0.382 |
2,003.25 |
|
LOW |
1,990.25 |
|
0.618 |
1,969.00 |
|
1.000 |
1,956.00 |
|
1.618 |
1,934.75 |
|
2.618 |
1,900.50 |
|
4.250 |
1,844.75 |
|
|
| Fisher Pivots for day following 06-Oct-2010 |
| Pivot |
1 day |
3 day |
| R1 |
2,007.50 |
2,000.50 |
| PP |
2,006.25 |
1,996.75 |
| S1 |
2,005.25 |
1,993.00 |
|