| Trading Metrics calculated at close of trading on 13-Oct-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Oct-2010 |
13-Oct-2010 |
Change |
Change % |
Previous Week |
| Open |
2,025.25 |
2,042.00 |
16.75 |
0.8% |
1,997.75 |
| High |
2,043.50 |
2,065.25 |
21.75 |
1.1% |
2,029.25 |
| Low |
2,004.25 |
2,035.75 |
31.50 |
1.6% |
1,961.00 |
| Close |
2,037.00 |
2,056.00 |
19.00 |
0.9% |
2,020.75 |
| Range |
39.25 |
29.50 |
-9.75 |
-24.8% |
68.25 |
| ATR |
33.74 |
33.44 |
-0.30 |
-0.9% |
0.00 |
| Volume |
319,824 |
296,220 |
-23,604 |
-7.4% |
1,587,125 |
|
| Daily Pivots for day following 13-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,140.75 |
2,128.00 |
2,072.25 |
|
| R3 |
2,111.25 |
2,098.50 |
2,064.00 |
|
| R2 |
2,081.75 |
2,081.75 |
2,061.50 |
|
| R1 |
2,069.00 |
2,069.00 |
2,058.75 |
2,075.50 |
| PP |
2,052.25 |
2,052.25 |
2,052.25 |
2,055.50 |
| S1 |
2,039.50 |
2,039.50 |
2,053.25 |
2,046.00 |
| S2 |
2,022.75 |
2,022.75 |
2,050.50 |
|
| S3 |
1,993.25 |
2,010.00 |
2,048.00 |
|
| S4 |
1,963.75 |
1,980.50 |
2,039.75 |
|
|
| 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 |
2,065.25 |
1,982.00 |
83.25 |
4.0% |
31.75 |
1.5% |
89% |
True |
False |
278,146 |
| 10 |
2,065.25 |
1,961.00 |
104.25 |
5.1% |
35.50 |
1.7% |
91% |
True |
False |
314,481 |
| 20 |
2,065.25 |
1,929.50 |
135.75 |
6.6% |
33.50 |
1.6% |
93% |
True |
False |
317,500 |
| 40 |
2,065.25 |
1,741.00 |
324.25 |
15.8% |
33.00 |
1.6% |
97% |
True |
False |
195,912 |
| 60 |
2,065.25 |
1,741.00 |
324.25 |
15.8% |
33.00 |
1.6% |
97% |
True |
False |
130,653 |
| 80 |
2,065.25 |
1,696.25 |
369.00 |
17.9% |
35.00 |
1.7% |
97% |
True |
False |
98,021 |
| 100 |
2,065.25 |
1,696.25 |
369.00 |
17.9% |
34.50 |
1.7% |
97% |
True |
False |
78,418 |
| 120 |
2,065.25 |
1,696.25 |
369.00 |
17.9% |
34.50 |
1.7% |
97% |
True |
False |
65,350 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,190.50 |
|
2.618 |
2,142.50 |
|
1.618 |
2,113.00 |
|
1.000 |
2,094.75 |
|
0.618 |
2,083.50 |
|
HIGH |
2,065.25 |
|
0.618 |
2,054.00 |
|
0.500 |
2,050.50 |
|
0.382 |
2,047.00 |
|
LOW |
2,035.75 |
|
0.618 |
2,017.50 |
|
1.000 |
2,006.25 |
|
1.618 |
1,988.00 |
|
2.618 |
1,958.50 |
|
4.250 |
1,910.50 |
|
|
| Fisher Pivots for day following 13-Oct-2010 |
| Pivot |
1 day |
3 day |
| R1 |
2,054.25 |
2,049.00 |
| PP |
2,052.25 |
2,041.75 |
| S1 |
2,050.50 |
2,034.75 |
|