| Trading Metrics calculated at close of trading on 11-Oct-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Oct-2010 |
11-Oct-2010 |
Change |
Change % |
Previous Week |
| Open |
2,014.00 |
2,023.00 |
9.00 |
0.4% |
1,997.75 |
| High |
2,029.25 |
2,035.00 |
5.75 |
0.3% |
2,029.25 |
| Low |
1,982.00 |
2,018.75 |
36.75 |
1.9% |
1,961.00 |
| Close |
2,020.75 |
2,025.50 |
4.75 |
0.2% |
2,020.75 |
| Range |
47.25 |
16.25 |
-31.00 |
-65.6% |
68.25 |
| ATR |
34.63 |
33.32 |
-1.31 |
-3.8% |
0.00 |
| Volume |
313,502 |
175,827 |
-137,675 |
-43.9% |
1,587,125 |
|
| Daily Pivots for day following 11-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,075.25 |
2,066.50 |
2,034.50 |
|
| R3 |
2,059.00 |
2,050.25 |
2,030.00 |
|
| R2 |
2,042.75 |
2,042.75 |
2,028.50 |
|
| R1 |
2,034.00 |
2,034.00 |
2,027.00 |
2,038.50 |
| PP |
2,026.50 |
2,026.50 |
2,026.50 |
2,028.50 |
| S1 |
2,017.75 |
2,017.75 |
2,024.00 |
2,022.00 |
| S2 |
2,010.25 |
2,010.25 |
2,022.50 |
|
| S3 |
1,994.00 |
2,001.50 |
2,021.00 |
|
| S4 |
1,977.75 |
1,985.25 |
2,016.50 |
|
|
| 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 |
2,035.00 |
1,975.50 |
59.50 |
2.9% |
34.75 |
1.7% |
84% |
True |
False |
292,800 |
| 10 |
2,035.00 |
1,961.00 |
74.00 |
3.7% |
35.25 |
1.7% |
87% |
True |
False |
324,379 |
| 20 |
2,035.00 |
1,909.75 |
125.25 |
6.2% |
32.75 |
1.6% |
92% |
True |
False |
321,582 |
| 40 |
2,035.00 |
1,741.00 |
294.00 |
14.5% |
33.25 |
1.6% |
97% |
True |
False |
180,522 |
| 60 |
2,035.00 |
1,741.00 |
294.00 |
14.5% |
33.25 |
1.6% |
97% |
True |
False |
120,388 |
| 80 |
2,035.00 |
1,696.25 |
338.75 |
16.7% |
35.00 |
1.7% |
97% |
True |
False |
90,321 |
| 100 |
2,035.00 |
1,696.25 |
338.75 |
16.7% |
35.00 |
1.7% |
97% |
True |
False |
72,258 |
| 120 |
2,045.50 |
1,696.25 |
349.25 |
17.2% |
34.25 |
1.7% |
94% |
False |
False |
60,216 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,104.00 |
|
2.618 |
2,077.50 |
|
1.618 |
2,061.25 |
|
1.000 |
2,051.25 |
|
0.618 |
2,045.00 |
|
HIGH |
2,035.00 |
|
0.618 |
2,028.75 |
|
0.500 |
2,027.00 |
|
0.382 |
2,025.00 |
|
LOW |
2,018.75 |
|
0.618 |
2,008.75 |
|
1.000 |
2,002.50 |
|
1.618 |
1,992.50 |
|
2.618 |
1,976.25 |
|
4.250 |
1,949.75 |
|
|
| Fisher Pivots for day following 11-Oct-2010 |
| Pivot |
1 day |
3 day |
| R1 |
2,027.00 |
2,019.75 |
| PP |
2,026.50 |
2,014.25 |
| S1 |
2,026.00 |
2,008.50 |
|