| Trading Metrics calculated at close of trading on 14-Oct-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Oct-2010 |
14-Oct-2010 |
Change |
Change % |
Previous Week |
| Open |
2,042.00 |
2,056.50 |
14.50 |
0.7% |
1,997.75 |
| High |
2,065.25 |
2,067.50 |
2.25 |
0.1% |
2,029.25 |
| Low |
2,035.75 |
2,041.25 |
5.50 |
0.3% |
1,961.00 |
| Close |
2,056.00 |
2,062.00 |
6.00 |
0.3% |
2,020.75 |
| Range |
29.50 |
26.25 |
-3.25 |
-11.0% |
68.25 |
| ATR |
33.44 |
32.92 |
-0.51 |
-1.5% |
0.00 |
| Volume |
296,220 |
316,761 |
20,541 |
6.9% |
1,587,125 |
|
| Daily Pivots for day following 14-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,135.75 |
2,125.00 |
2,076.50 |
|
| R3 |
2,109.50 |
2,098.75 |
2,069.25 |
|
| R2 |
2,083.25 |
2,083.25 |
2,066.75 |
|
| R1 |
2,072.50 |
2,072.50 |
2,064.50 |
2,078.00 |
| PP |
2,057.00 |
2,057.00 |
2,057.00 |
2,059.50 |
| S1 |
2,046.25 |
2,046.25 |
2,059.50 |
2,051.50 |
| S2 |
2,030.75 |
2,030.75 |
2,057.25 |
|
| S3 |
2,004.50 |
2,020.00 |
2,054.75 |
|
| S4 |
1,978.25 |
1,993.75 |
2,047.50 |
|
|
| 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 |
2,067.50 |
1,982.00 |
85.50 |
4.1% |
31.75 |
1.5% |
94% |
True |
False |
284,426 |
| 10 |
2,067.50 |
1,961.00 |
106.50 |
5.2% |
33.50 |
1.6% |
95% |
True |
False |
301,705 |
| 20 |
2,067.50 |
1,942.50 |
125.00 |
6.1% |
33.50 |
1.6% |
96% |
True |
False |
316,897 |
| 40 |
2,067.50 |
1,741.00 |
326.50 |
15.8% |
33.00 |
1.6% |
98% |
True |
False |
203,825 |
| 60 |
2,067.50 |
1,741.00 |
326.50 |
15.8% |
32.75 |
1.6% |
98% |
True |
False |
135,931 |
| 80 |
2,067.50 |
1,696.25 |
371.25 |
18.0% |
34.75 |
1.7% |
99% |
True |
False |
101,979 |
| 100 |
2,067.50 |
1,696.25 |
371.25 |
18.0% |
34.50 |
1.7% |
99% |
True |
False |
81,586 |
| 120 |
2,067.50 |
1,696.25 |
371.25 |
18.0% |
34.75 |
1.7% |
99% |
True |
False |
67,989 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,179.00 |
|
2.618 |
2,136.25 |
|
1.618 |
2,110.00 |
|
1.000 |
2,093.75 |
|
0.618 |
2,083.75 |
|
HIGH |
2,067.50 |
|
0.618 |
2,057.50 |
|
0.500 |
2,054.50 |
|
0.382 |
2,051.25 |
|
LOW |
2,041.25 |
|
0.618 |
2,025.00 |
|
1.000 |
2,015.00 |
|
1.618 |
1,998.75 |
|
2.618 |
1,972.50 |
|
4.250 |
1,929.75 |
|
|
| Fisher Pivots for day following 14-Oct-2010 |
| Pivot |
1 day |
3 day |
| R1 |
2,059.50 |
2,053.25 |
| PP |
2,057.00 |
2,044.50 |
| S1 |
2,054.50 |
2,036.00 |
|