| Trading Metrics calculated at close of trading on 19-Oct-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Oct-2010 |
19-Oct-2010 |
Change |
Change % |
Previous Week |
| Open |
2,095.00 |
2,092.00 |
-3.00 |
-0.1% |
2,023.00 |
| High |
2,104.75 |
2,103.00 |
-1.75 |
-0.1% |
2,097.75 |
| Low |
2,082.75 |
2,051.50 |
-31.25 |
-1.5% |
2,004.25 |
| Close |
2,094.50 |
2,067.50 |
-27.00 |
-1.3% |
2,095.00 |
| Range |
22.00 |
51.50 |
29.50 |
134.1% |
93.50 |
| ATR |
32.45 |
33.81 |
1.36 |
4.2% |
0.00 |
| Volume |
254,281 |
474,153 |
219,872 |
86.5% |
1,482,774 |
|
| Daily Pivots for day following 19-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,228.50 |
2,199.50 |
2,095.75 |
|
| R3 |
2,177.00 |
2,148.00 |
2,081.75 |
|
| R2 |
2,125.50 |
2,125.50 |
2,077.00 |
|
| R1 |
2,096.50 |
2,096.50 |
2,072.25 |
2,085.25 |
| PP |
2,074.00 |
2,074.00 |
2,074.00 |
2,068.50 |
| S1 |
2,045.00 |
2,045.00 |
2,062.75 |
2,033.75 |
| S2 |
2,022.50 |
2,022.50 |
2,058.00 |
|
| S3 |
1,971.00 |
1,993.50 |
2,053.25 |
|
| S4 |
1,919.50 |
1,942.00 |
2,039.25 |
|
|
| 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 |
2,035.75 |
69.00 |
3.3% |
33.25 |
1.6% |
46% |
False |
False |
343,111 |
| 10 |
2,104.75 |
1,982.00 |
122.75 |
5.9% |
33.00 |
1.6% |
70% |
False |
False |
314,717 |
| 20 |
2,104.75 |
1,961.00 |
143.75 |
7.0% |
34.50 |
1.7% |
74% |
False |
False |
326,574 |
| 40 |
2,104.75 |
1,741.00 |
363.75 |
17.6% |
33.25 |
1.6% |
90% |
False |
False |
231,369 |
| 60 |
2,104.75 |
1,741.00 |
363.75 |
17.6% |
32.75 |
1.6% |
90% |
False |
False |
154,303 |
| 80 |
2,104.75 |
1,696.25 |
408.50 |
19.8% |
35.00 |
1.7% |
91% |
False |
False |
115,756 |
| 100 |
2,104.75 |
1,696.25 |
408.50 |
19.8% |
34.75 |
1.7% |
91% |
False |
False |
92,611 |
| 120 |
2,104.75 |
1,696.25 |
408.50 |
19.8% |
35.50 |
1.7% |
91% |
False |
False |
77,177 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,322.00 |
|
2.618 |
2,237.75 |
|
1.618 |
2,186.25 |
|
1.000 |
2,154.50 |
|
0.618 |
2,134.75 |
|
HIGH |
2,103.00 |
|
0.618 |
2,083.25 |
|
0.500 |
2,077.25 |
|
0.382 |
2,071.25 |
|
LOW |
2,051.50 |
|
0.618 |
2,019.75 |
|
1.000 |
2,000.00 |
|
1.618 |
1,968.25 |
|
2.618 |
1,916.75 |
|
4.250 |
1,832.50 |
|
|
| Fisher Pivots for day following 19-Oct-2010 |
| Pivot |
1 day |
3 day |
| R1 |
2,077.25 |
2,078.00 |
| PP |
2,074.00 |
2,074.50 |
| S1 |
2,070.75 |
2,071.00 |
|