| Trading Metrics calculated at close of trading on 07-Oct-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Oct-2010 |
07-Oct-2010 |
Change |
Change % |
Previous Week |
| Open |
2,018.75 |
2,004.25 |
-14.50 |
-0.7% |
2,018.75 |
| High |
2,024.50 |
2,019.75 |
-4.75 |
-0.2% |
2,032.00 |
| Low |
1,990.25 |
1,993.75 |
3.50 |
0.2% |
1,977.25 |
| Close |
2,004.25 |
2,014.00 |
9.75 |
0.5% |
1,994.50 |
| Range |
34.25 |
26.00 |
-8.25 |
-24.1% |
54.75 |
| ATR |
34.25 |
33.66 |
-0.59 |
-1.7% |
0.00 |
| Volume |
337,105 |
285,357 |
-51,748 |
-15.4% |
1,714,476 |
|
| Daily Pivots for day following 07-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,087.25 |
2,076.50 |
2,028.25 |
|
| R3 |
2,061.25 |
2,050.50 |
2,021.25 |
|
| R2 |
2,035.25 |
2,035.25 |
2,018.75 |
|
| R1 |
2,024.50 |
2,024.50 |
2,016.50 |
2,030.00 |
| PP |
2,009.25 |
2,009.25 |
2,009.25 |
2,011.75 |
| S1 |
1,998.50 |
1,998.50 |
2,011.50 |
2,004.00 |
| S2 |
1,983.25 |
1,983.25 |
2,009.25 |
|
| S3 |
1,957.25 |
1,972.50 |
2,006.75 |
|
| S4 |
1,931.25 |
1,946.50 |
1,999.75 |
|
|
| 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 |
2,025.00 |
1,961.00 |
64.00 |
3.2% |
35.50 |
1.8% |
83% |
False |
False |
318,983 |
| 10 |
2,032.00 |
1,961.00 |
71.00 |
3.5% |
35.75 |
1.8% |
75% |
False |
False |
329,254 |
| 20 |
2,032.00 |
1,877.50 |
154.50 |
7.7% |
31.75 |
1.6% |
88% |
False |
False |
326,604 |
| 40 |
2,032.00 |
1,741.00 |
291.00 |
14.4% |
33.00 |
1.6% |
94% |
False |
False |
168,301 |
| 60 |
2,032.00 |
1,741.00 |
291.00 |
14.4% |
33.75 |
1.7% |
94% |
False |
False |
112,235 |
| 80 |
2,032.00 |
1,696.25 |
335.75 |
16.7% |
34.75 |
1.7% |
95% |
False |
False |
84,205 |
| 100 |
2,032.00 |
1,696.25 |
335.75 |
16.7% |
35.00 |
1.7% |
95% |
False |
False |
67,365 |
| 120 |
2,045.50 |
1,696.25 |
349.25 |
17.3% |
33.75 |
1.7% |
91% |
False |
False |
56,138 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,130.25 |
|
2.618 |
2,087.75 |
|
1.618 |
2,061.75 |
|
1.000 |
2,045.75 |
|
0.618 |
2,035.75 |
|
HIGH |
2,019.75 |
|
0.618 |
2,009.75 |
|
0.500 |
2,006.75 |
|
0.382 |
2,003.75 |
|
LOW |
1,993.75 |
|
0.618 |
1,977.75 |
|
1.000 |
1,967.75 |
|
1.618 |
1,951.75 |
|
2.618 |
1,925.75 |
|
4.250 |
1,883.25 |
|
|
| Fisher Pivots for day following 07-Oct-2010 |
| Pivot |
1 day |
3 day |
| R1 |
2,011.50 |
2,009.50 |
| PP |
2,009.25 |
2,004.75 |
| S1 |
2,006.75 |
2,000.25 |
|