| Trading Metrics calculated at close of trading on 20-Oct-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Oct-2010 |
20-Oct-2010 |
Change |
Change % |
Previous Week |
| Open |
2,092.00 |
2,068.00 |
-24.00 |
-1.1% |
2,023.00 |
| High |
2,103.00 |
2,098.50 |
-4.50 |
-0.2% |
2,097.75 |
| Low |
2,051.50 |
2,062.50 |
11.00 |
0.5% |
2,004.25 |
| Close |
2,067.50 |
2,083.75 |
16.25 |
0.8% |
2,095.00 |
| Range |
51.50 |
36.00 |
-15.50 |
-30.1% |
93.50 |
| ATR |
33.81 |
33.96 |
0.16 |
0.5% |
0.00 |
| Volume |
474,153 |
288,963 |
-185,190 |
-39.1% |
1,482,774 |
|
| Daily Pivots for day following 20-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,189.50 |
2,172.75 |
2,103.50 |
|
| R3 |
2,153.50 |
2,136.75 |
2,093.75 |
|
| R2 |
2,117.50 |
2,117.50 |
2,090.25 |
|
| R1 |
2,100.75 |
2,100.75 |
2,087.00 |
2,109.00 |
| PP |
2,081.50 |
2,081.50 |
2,081.50 |
2,085.75 |
| S1 |
2,064.75 |
2,064.75 |
2,080.50 |
2,073.00 |
| S2 |
2,045.50 |
2,045.50 |
2,077.25 |
|
| S3 |
2,009.50 |
2,028.75 |
2,073.75 |
|
| S4 |
1,973.50 |
1,992.75 |
2,064.00 |
|
|
| 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 |
2,041.25 |
63.50 |
3.0% |
34.75 |
1.7% |
67% |
False |
False |
341,660 |
| 10 |
2,104.75 |
1,982.00 |
122.75 |
5.9% |
33.25 |
1.6% |
83% |
False |
False |
309,903 |
| 20 |
2,104.75 |
1,961.00 |
143.75 |
6.9% |
35.00 |
1.7% |
85% |
False |
False |
324,215 |
| 40 |
2,104.75 |
1,741.00 |
363.75 |
17.5% |
33.25 |
1.6% |
94% |
False |
False |
238,579 |
| 60 |
2,104.75 |
1,741.00 |
363.75 |
17.5% |
33.00 |
1.6% |
94% |
False |
False |
159,119 |
| 80 |
2,104.75 |
1,696.25 |
408.50 |
19.6% |
35.00 |
1.7% |
95% |
False |
False |
119,367 |
| 100 |
2,104.75 |
1,696.25 |
408.50 |
19.6% |
34.75 |
1.7% |
95% |
False |
False |
95,501 |
| 120 |
2,104.75 |
1,696.25 |
408.50 |
19.6% |
35.75 |
1.7% |
95% |
False |
False |
79,585 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,251.50 |
|
2.618 |
2,192.75 |
|
1.618 |
2,156.75 |
|
1.000 |
2,134.50 |
|
0.618 |
2,120.75 |
|
HIGH |
2,098.50 |
|
0.618 |
2,084.75 |
|
0.500 |
2,080.50 |
|
0.382 |
2,076.25 |
|
LOW |
2,062.50 |
|
0.618 |
2,040.25 |
|
1.000 |
2,026.50 |
|
1.618 |
2,004.25 |
|
2.618 |
1,968.25 |
|
4.250 |
1,909.50 |
|
|
| Fisher Pivots for day following 20-Oct-2010 |
| Pivot |
1 day |
3 day |
| R1 |
2,082.75 |
2,082.00 |
| PP |
2,081.50 |
2,080.00 |
| S1 |
2,080.50 |
2,078.00 |
|