| Trading Metrics calculated at close of trading on 08-Oct-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Oct-2010 |
08-Oct-2010 |
Change |
Change % |
Previous Week |
| Open |
2,004.25 |
2,014.00 |
9.75 |
0.5% |
1,997.75 |
| High |
2,019.75 |
2,029.25 |
9.50 |
0.5% |
2,029.25 |
| Low |
1,993.75 |
1,982.00 |
-11.75 |
-0.6% |
1,961.00 |
| Close |
2,014.00 |
2,020.75 |
6.75 |
0.3% |
2,020.75 |
| Range |
26.00 |
47.25 |
21.25 |
81.7% |
68.25 |
| ATR |
33.66 |
34.63 |
0.97 |
2.9% |
0.00 |
| Volume |
285,357 |
313,502 |
28,145 |
9.9% |
1,587,125 |
|
| Daily Pivots for day following 08-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,152.50 |
2,133.75 |
2,046.75 |
|
| R3 |
2,105.25 |
2,086.50 |
2,033.75 |
|
| R2 |
2,058.00 |
2,058.00 |
2,029.50 |
|
| R1 |
2,039.25 |
2,039.25 |
2,025.00 |
2,048.50 |
| PP |
2,010.75 |
2,010.75 |
2,010.75 |
2,015.25 |
| S1 |
1,992.00 |
1,992.00 |
2,016.50 |
2,001.50 |
| S2 |
1,963.50 |
1,963.50 |
2,012.00 |
|
| S3 |
1,916.25 |
1,944.75 |
2,007.75 |
|
| S4 |
1,869.00 |
1,897.50 |
1,994.75 |
|
|
| Weekly Pivots for week ending 08-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,208.50 |
2,182.75 |
2,058.25 |
|
| R3 |
2,140.25 |
2,114.50 |
2,039.50 |
|
| R2 |
2,072.00 |
2,072.00 |
2,033.25 |
|
| R1 |
2,046.25 |
2,046.25 |
2,027.00 |
2,059.00 |
| PP |
2,003.75 |
2,003.75 |
2,003.75 |
2,010.00 |
| S1 |
1,978.00 |
1,978.00 |
2,014.50 |
1,991.00 |
| S2 |
1,935.50 |
1,935.50 |
2,008.25 |
|
| S3 |
1,867.25 |
1,909.75 |
2,002.00 |
|
| S4 |
1,799.00 |
1,841.50 |
1,983.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,029.25 |
1,961.00 |
68.25 |
3.4% |
38.75 |
1.9% |
88% |
True |
False |
317,425 |
| 10 |
2,032.00 |
1,961.00 |
71.00 |
3.5% |
36.00 |
1.8% |
84% |
False |
False |
330,160 |
| 20 |
2,032.00 |
1,895.25 |
136.75 |
6.8% |
33.25 |
1.6% |
92% |
False |
False |
328,799 |
| 40 |
2,032.00 |
1,741.00 |
291.00 |
14.4% |
33.50 |
1.7% |
96% |
False |
False |
176,134 |
| 60 |
2,032.00 |
1,741.00 |
291.00 |
14.4% |
34.00 |
1.7% |
96% |
False |
False |
117,459 |
| 80 |
2,032.00 |
1,696.25 |
335.75 |
16.6% |
35.00 |
1.7% |
97% |
False |
False |
88,123 |
| 100 |
2,032.00 |
1,696.25 |
335.75 |
16.6% |
35.00 |
1.7% |
97% |
False |
False |
70,500 |
| 120 |
2,045.50 |
1,696.25 |
349.25 |
17.3% |
34.25 |
1.7% |
93% |
False |
False |
58,751 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,230.00 |
|
2.618 |
2,153.00 |
|
1.618 |
2,105.75 |
|
1.000 |
2,076.50 |
|
0.618 |
2,058.50 |
|
HIGH |
2,029.25 |
|
0.618 |
2,011.25 |
|
0.500 |
2,005.50 |
|
0.382 |
2,000.00 |
|
LOW |
1,982.00 |
|
0.618 |
1,952.75 |
|
1.000 |
1,934.75 |
|
1.618 |
1,905.50 |
|
2.618 |
1,858.25 |
|
4.250 |
1,781.25 |
|
|
| Fisher Pivots for day following 08-Oct-2010 |
| Pivot |
1 day |
3 day |
| R1 |
2,015.75 |
2,015.75 |
| PP |
2,010.75 |
2,010.75 |
| S1 |
2,005.50 |
2,005.50 |
|