| Trading Metrics calculated at close of trading on 22-Oct-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Oct-2010 |
22-Oct-2010 |
Change |
Change % |
Previous Week |
| Open |
2,085.00 |
2,080.50 |
-4.50 |
-0.2% |
2,095.00 |
| High |
2,104.50 |
2,104.50 |
0.00 |
0.0% |
2,104.75 |
| Low |
2,066.75 |
2,077.00 |
10.25 |
0.5% |
2,051.50 |
| Close |
2,080.00 |
2,104.00 |
24.00 |
1.2% |
2,104.00 |
| Range |
37.75 |
27.50 |
-10.25 |
-27.2% |
53.25 |
| ATR |
34.24 |
33.75 |
-0.48 |
-1.4% |
0.00 |
| Volume |
327,967 |
206,996 |
-120,971 |
-36.9% |
1,552,360 |
|
| Daily Pivots for day following 22-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,177.75 |
2,168.25 |
2,119.00 |
|
| R3 |
2,150.25 |
2,140.75 |
2,111.50 |
|
| R2 |
2,122.75 |
2,122.75 |
2,109.00 |
|
| R1 |
2,113.25 |
2,113.25 |
2,106.50 |
2,118.00 |
| PP |
2,095.25 |
2,095.25 |
2,095.25 |
2,097.50 |
| S1 |
2,085.75 |
2,085.75 |
2,101.50 |
2,090.50 |
| S2 |
2,067.75 |
2,067.75 |
2,099.00 |
|
| S3 |
2,040.25 |
2,058.25 |
2,096.50 |
|
| S4 |
2,012.75 |
2,030.75 |
2,089.00 |
|
|
| Weekly Pivots for week ending 22-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,246.50 |
2,228.50 |
2,133.25 |
|
| R3 |
2,193.25 |
2,175.25 |
2,118.75 |
|
| R2 |
2,140.00 |
2,140.00 |
2,113.75 |
|
| R1 |
2,122.00 |
2,122.00 |
2,109.00 |
2,131.00 |
| PP |
2,086.75 |
2,086.75 |
2,086.75 |
2,091.25 |
| S1 |
2,068.75 |
2,068.75 |
2,099.00 |
2,077.75 |
| S2 |
2,033.50 |
2,033.50 |
2,094.25 |
|
| S3 |
1,980.25 |
2,015.50 |
2,089.25 |
|
| S4 |
1,927.00 |
1,962.25 |
2,074.75 |
|
|
| 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 |
2,051.50 |
53.25 |
2.5% |
35.00 |
1.7% |
99% |
False |
False |
310,472 |
| 10 |
2,104.75 |
2,004.25 |
100.50 |
4.8% |
32.25 |
1.5% |
99% |
False |
False |
303,513 |
| 20 |
2,104.75 |
1,961.00 |
143.75 |
6.8% |
34.25 |
1.6% |
99% |
False |
False |
316,836 |
| 40 |
2,104.75 |
1,741.00 |
363.75 |
17.3% |
32.75 |
1.6% |
100% |
False |
False |
251,916 |
| 60 |
2,104.75 |
1,741.00 |
363.75 |
17.3% |
32.75 |
1.6% |
100% |
False |
False |
168,033 |
| 80 |
2,104.75 |
1,696.25 |
408.50 |
19.4% |
34.25 |
1.6% |
100% |
False |
False |
126,050 |
| 100 |
2,104.75 |
1,696.25 |
408.50 |
19.4% |
34.50 |
1.6% |
100% |
False |
False |
100,850 |
| 120 |
2,104.75 |
1,696.25 |
408.50 |
19.4% |
36.00 |
1.7% |
100% |
False |
False |
84,043 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,221.50 |
|
2.618 |
2,176.50 |
|
1.618 |
2,149.00 |
|
1.000 |
2,132.00 |
|
0.618 |
2,121.50 |
|
HIGH |
2,104.50 |
|
0.618 |
2,094.00 |
|
0.500 |
2,090.75 |
|
0.382 |
2,087.50 |
|
LOW |
2,077.00 |
|
0.618 |
2,060.00 |
|
1.000 |
2,049.50 |
|
1.618 |
2,032.50 |
|
2.618 |
2,005.00 |
|
4.250 |
1,960.00 |
|
|
| Fisher Pivots for day following 22-Oct-2010 |
| Pivot |
1 day |
3 day |
| R1 |
2,099.50 |
2,097.25 |
| PP |
2,095.25 |
2,090.25 |
| S1 |
2,090.75 |
2,083.50 |
|