| Trading Metrics calculated at close of trading on 18-Oct-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Oct-2010 |
18-Oct-2010 |
Change |
Change % |
Previous Week |
| Open |
2,065.00 |
2,095.00 |
30.00 |
1.5% |
2,023.00 |
| High |
2,097.75 |
2,104.75 |
7.00 |
0.3% |
2,097.75 |
| Low |
2,060.25 |
2,082.75 |
22.50 |
1.1% |
2,004.25 |
| Close |
2,095.00 |
2,094.50 |
-0.50 |
0.0% |
2,095.00 |
| Range |
37.50 |
22.00 |
-15.50 |
-41.3% |
93.50 |
| ATR |
33.25 |
32.45 |
-0.80 |
-2.4% |
0.00 |
| Volume |
374,142 |
254,281 |
-119,861 |
-32.0% |
1,482,774 |
|
| Daily Pivots for day following 18-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,160.00 |
2,149.25 |
2,106.50 |
|
| R3 |
2,138.00 |
2,127.25 |
2,100.50 |
|
| R2 |
2,116.00 |
2,116.00 |
2,098.50 |
|
| R1 |
2,105.25 |
2,105.25 |
2,096.50 |
2,099.50 |
| PP |
2,094.00 |
2,094.00 |
2,094.00 |
2,091.25 |
| S1 |
2,083.25 |
2,083.25 |
2,092.50 |
2,077.50 |
| S2 |
2,072.00 |
2,072.00 |
2,090.50 |
|
| S3 |
2,050.00 |
2,061.25 |
2,088.50 |
|
| S4 |
2,028.00 |
2,039.25 |
2,082.50 |
|
|
| 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 |
2,104.75 |
2,004.25 |
100.50 |
4.8% |
31.00 |
1.5% |
90% |
True |
False |
312,245 |
| 10 |
2,104.75 |
1,975.50 |
129.25 |
6.2% |
32.75 |
1.6% |
92% |
True |
False |
302,523 |
| 20 |
2,104.75 |
1,961.00 |
143.75 |
6.9% |
33.00 |
1.6% |
93% |
True |
False |
318,863 |
| 40 |
2,104.75 |
1,741.00 |
363.75 |
17.4% |
33.00 |
1.6% |
97% |
True |
False |
219,523 |
| 60 |
2,104.75 |
1,741.00 |
363.75 |
17.4% |
32.25 |
1.5% |
97% |
True |
False |
146,403 |
| 80 |
2,104.75 |
1,696.25 |
408.50 |
19.5% |
34.75 |
1.7% |
97% |
True |
False |
109,831 |
| 100 |
2,104.75 |
1,696.25 |
408.50 |
19.5% |
34.25 |
1.6% |
97% |
True |
False |
87,870 |
| 120 |
2,104.75 |
1,696.25 |
408.50 |
19.5% |
35.25 |
1.7% |
97% |
True |
False |
73,226 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,198.25 |
|
2.618 |
2,162.25 |
|
1.618 |
2,140.25 |
|
1.000 |
2,126.75 |
|
0.618 |
2,118.25 |
|
HIGH |
2,104.75 |
|
0.618 |
2,096.25 |
|
0.500 |
2,093.75 |
|
0.382 |
2,091.25 |
|
LOW |
2,082.75 |
|
0.618 |
2,069.25 |
|
1.000 |
2,060.75 |
|
1.618 |
2,047.25 |
|
2.618 |
2,025.25 |
|
4.250 |
1,989.25 |
|
|
| Fisher Pivots for day following 18-Oct-2010 |
| Pivot |
1 day |
3 day |
| R1 |
2,094.25 |
2,087.25 |
| PP |
2,094.00 |
2,080.25 |
| S1 |
2,093.75 |
2,073.00 |
|