| Trading Metrics calculated at close of trading on 15-Oct-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Oct-2010 |
15-Oct-2010 |
Change |
Change % |
Previous Week |
| Open |
2,056.50 |
2,065.00 |
8.50 |
0.4% |
2,023.00 |
| High |
2,067.50 |
2,097.75 |
30.25 |
1.5% |
2,097.75 |
| Low |
2,041.25 |
2,060.25 |
19.00 |
0.9% |
2,004.25 |
| Close |
2,062.00 |
2,095.00 |
33.00 |
1.6% |
2,095.00 |
| Range |
26.25 |
37.50 |
11.25 |
42.9% |
93.50 |
| ATR |
32.92 |
33.25 |
0.33 |
1.0% |
0.00 |
| Volume |
316,761 |
374,142 |
57,381 |
18.1% |
1,482,774 |
|
| Daily Pivots for day following 15-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,196.75 |
2,183.50 |
2,115.50 |
|
| R3 |
2,159.25 |
2,146.00 |
2,105.25 |
|
| R2 |
2,121.75 |
2,121.75 |
2,102.00 |
|
| R1 |
2,108.50 |
2,108.50 |
2,098.50 |
2,115.00 |
| PP |
2,084.25 |
2,084.25 |
2,084.25 |
2,087.75 |
| S1 |
2,071.00 |
2,071.00 |
2,091.50 |
2,077.50 |
| S2 |
2,046.75 |
2,046.75 |
2,088.00 |
|
| S3 |
2,009.25 |
2,033.50 |
2,084.75 |
|
| S4 |
1,971.75 |
1,996.00 |
2,074.50 |
|
|
| Weekly Pivots for week ending 15-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,346.25 |
2,314.00 |
2,146.50 |
|
| R3 |
2,252.75 |
2,220.50 |
2,120.75 |
|
| R2 |
2,159.25 |
2,159.25 |
2,112.25 |
|
| R1 |
2,127.00 |
2,127.00 |
2,103.50 |
2,143.00 |
| PP |
2,065.75 |
2,065.75 |
2,065.75 |
2,073.75 |
| S1 |
2,033.50 |
2,033.50 |
2,086.50 |
2,049.50 |
| S2 |
1,972.25 |
1,972.25 |
2,077.75 |
|
| S3 |
1,878.75 |
1,940.00 |
2,069.25 |
|
| S4 |
1,785.25 |
1,846.50 |
2,043.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,097.75 |
2,004.25 |
93.50 |
4.5% |
29.75 |
1.4% |
97% |
True |
False |
296,554 |
| 10 |
2,097.75 |
1,961.00 |
136.75 |
6.5% |
34.25 |
1.6% |
98% |
True |
False |
306,989 |
| 20 |
2,097.75 |
1,947.25 |
150.50 |
7.2% |
34.00 |
1.6% |
98% |
True |
False |
320,353 |
| 40 |
2,097.75 |
1,741.00 |
356.75 |
17.0% |
33.00 |
1.6% |
99% |
True |
False |
213,176 |
| 60 |
2,097.75 |
1,741.00 |
356.75 |
17.0% |
32.50 |
1.6% |
99% |
True |
False |
142,166 |
| 80 |
2,097.75 |
1,696.25 |
401.50 |
19.2% |
34.75 |
1.7% |
99% |
True |
False |
106,654 |
| 100 |
2,097.75 |
1,696.25 |
401.50 |
19.2% |
34.25 |
1.6% |
99% |
True |
False |
85,327 |
| 120 |
2,097.75 |
1,696.25 |
401.50 |
19.2% |
35.00 |
1.7% |
99% |
True |
False |
71,107 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,257.00 |
|
2.618 |
2,196.00 |
|
1.618 |
2,158.50 |
|
1.000 |
2,135.25 |
|
0.618 |
2,121.00 |
|
HIGH |
2,097.75 |
|
0.618 |
2,083.50 |
|
0.500 |
2,079.00 |
|
0.382 |
2,074.50 |
|
LOW |
2,060.25 |
|
0.618 |
2,037.00 |
|
1.000 |
2,022.75 |
|
1.618 |
1,999.50 |
|
2.618 |
1,962.00 |
|
4.250 |
1,901.00 |
|
|
| Fisher Pivots for day following 15-Oct-2010 |
| Pivot |
1 day |
3 day |
| R1 |
2,089.75 |
2,085.50 |
| PP |
2,084.25 |
2,076.25 |
| S1 |
2,079.00 |
2,066.75 |
|