| Trading Metrics calculated at close of trading on 12-Oct-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Oct-2010 |
12-Oct-2010 |
Change |
Change % |
Previous Week |
| Open |
2,023.00 |
2,025.25 |
2.25 |
0.1% |
1,997.75 |
| High |
2,035.00 |
2,043.50 |
8.50 |
0.4% |
2,029.25 |
| Low |
2,018.75 |
2,004.25 |
-14.50 |
-0.7% |
1,961.00 |
| Close |
2,025.50 |
2,037.00 |
11.50 |
0.6% |
2,020.75 |
| Range |
16.25 |
39.25 |
23.00 |
141.5% |
68.25 |
| ATR |
33.32 |
33.74 |
0.42 |
1.3% |
0.00 |
| Volume |
175,827 |
319,824 |
143,997 |
81.9% |
1,587,125 |
|
| Daily Pivots for day following 12-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,146.00 |
2,130.75 |
2,058.50 |
|
| R3 |
2,106.75 |
2,091.50 |
2,047.75 |
|
| R2 |
2,067.50 |
2,067.50 |
2,044.25 |
|
| R1 |
2,052.25 |
2,052.25 |
2,040.50 |
2,060.00 |
| PP |
2,028.25 |
2,028.25 |
2,028.25 |
2,032.00 |
| S1 |
2,013.00 |
2,013.00 |
2,033.50 |
2,020.50 |
| S2 |
1,989.00 |
1,989.00 |
2,029.75 |
|
| S3 |
1,949.75 |
1,973.75 |
2,026.25 |
|
| S4 |
1,910.50 |
1,934.50 |
2,015.50 |
|
|
| 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 |
2,043.50 |
1,982.00 |
61.50 |
3.0% |
32.50 |
1.6% |
89% |
True |
False |
286,323 |
| 10 |
2,043.50 |
1,961.00 |
82.50 |
4.1% |
34.50 |
1.7% |
92% |
True |
False |
312,325 |
| 20 |
2,043.50 |
1,914.25 |
129.25 |
6.3% |
33.25 |
1.6% |
95% |
True |
False |
318,961 |
| 40 |
2,043.50 |
1,741.00 |
302.50 |
14.9% |
33.50 |
1.6% |
98% |
True |
False |
188,511 |
| 60 |
2,043.50 |
1,741.00 |
302.50 |
14.9% |
33.50 |
1.6% |
98% |
True |
False |
125,717 |
| 80 |
2,043.50 |
1,696.25 |
347.25 |
17.0% |
35.25 |
1.7% |
98% |
True |
False |
94,319 |
| 100 |
2,043.50 |
1,696.25 |
347.25 |
17.0% |
34.75 |
1.7% |
98% |
True |
False |
75,456 |
| 120 |
2,045.50 |
1,696.25 |
349.25 |
17.1% |
34.50 |
1.7% |
98% |
False |
False |
62,881 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,210.25 |
|
2.618 |
2,146.25 |
|
1.618 |
2,107.00 |
|
1.000 |
2,082.75 |
|
0.618 |
2,067.75 |
|
HIGH |
2,043.50 |
|
0.618 |
2,028.50 |
|
0.500 |
2,024.00 |
|
0.382 |
2,019.25 |
|
LOW |
2,004.25 |
|
0.618 |
1,980.00 |
|
1.000 |
1,965.00 |
|
1.618 |
1,940.75 |
|
2.618 |
1,901.50 |
|
4.250 |
1,837.50 |
|
|
| Fisher Pivots for day following 12-Oct-2010 |
| Pivot |
1 day |
3 day |
| R1 |
2,032.50 |
2,029.00 |
| PP |
2,028.25 |
2,020.75 |
| S1 |
2,024.00 |
2,012.75 |
|