| Trading Metrics calculated at close of trading on 13-Oct-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Oct-2010 |
13-Oct-2010 |
Change |
Change % |
Previous Week |
| Open |
1,358.0 |
1,353.7 |
-4.3 |
-0.3% |
1,322.6 |
| High |
1,358.2 |
1,377.5 |
19.3 |
1.4% |
1,367.5 |
| Low |
1,343.5 |
1,353.3 |
9.8 |
0.7% |
1,315.5 |
| Close |
1,348.5 |
1,372.3 |
23.8 |
1.8% |
1,347.1 |
| Range |
14.7 |
24.2 |
9.5 |
64.6% |
52.0 |
| ATR |
15.7 |
16.6 |
1.0 |
6.1% |
0.0 |
| Volume |
3,391 |
6,732 |
3,341 |
98.5% |
15,125 |
|
| Daily Pivots for day following 13-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,440.3 |
1,430.5 |
1,385.6 |
|
| R3 |
1,416.1 |
1,406.3 |
1,379.0 |
|
| R2 |
1,391.9 |
1,391.9 |
1,376.7 |
|
| R1 |
1,382.1 |
1,382.1 |
1,374.5 |
1,387.0 |
| PP |
1,367.7 |
1,367.7 |
1,367.7 |
1,370.2 |
| S1 |
1,357.9 |
1,357.9 |
1,370.1 |
1,362.8 |
| S2 |
1,343.5 |
1,343.5 |
1,367.9 |
|
| S3 |
1,319.3 |
1,333.7 |
1,365.6 |
|
| S4 |
1,295.1 |
1,309.5 |
1,359.0 |
|
|
| Weekly Pivots for week ending 08-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,499.4 |
1,475.2 |
1,375.7 |
|
| R3 |
1,447.4 |
1,423.2 |
1,361.4 |
|
| R2 |
1,395.4 |
1,395.4 |
1,356.6 |
|
| R1 |
1,371.2 |
1,371.2 |
1,351.9 |
1,383.3 |
| PP |
1,343.4 |
1,343.4 |
1,343.4 |
1,349.4 |
| S1 |
1,319.2 |
1,319.2 |
1,342.3 |
1,331.3 |
| S2 |
1,291.4 |
1,291.4 |
1,337.6 |
|
| S3 |
1,239.4 |
1,267.2 |
1,332.8 |
|
| S4 |
1,187.4 |
1,215.2 |
1,318.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,377.5 |
1,328.0 |
49.5 |
3.6% |
23.1 |
1.7% |
89% |
True |
False |
4,741 |
| 10 |
1,377.5 |
1,299.6 |
77.9 |
5.7% |
19.4 |
1.4% |
93% |
True |
False |
3,742 |
| 20 |
1,377.5 |
1,270.1 |
107.4 |
7.8% |
15.3 |
1.1% |
95% |
True |
False |
2,675 |
| 40 |
1,377.5 |
1,216.3 |
161.2 |
11.7% |
13.3 |
1.0% |
97% |
True |
False |
1,898 |
| 60 |
1,377.5 |
1,162.5 |
215.0 |
15.7% |
12.6 |
0.9% |
98% |
True |
False |
1,751 |
| 80 |
1,377.5 |
1,162.5 |
215.0 |
15.7% |
11.9 |
0.9% |
98% |
True |
False |
1,442 |
| 100 |
1,377.5 |
1,162.5 |
215.0 |
15.7% |
11.8 |
0.9% |
98% |
True |
False |
1,286 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,480.4 |
|
2.618 |
1,440.9 |
|
1.618 |
1,416.7 |
|
1.000 |
1,401.7 |
|
0.618 |
1,392.5 |
|
HIGH |
1,377.5 |
|
0.618 |
1,368.3 |
|
0.500 |
1,365.4 |
|
0.382 |
1,362.5 |
|
LOW |
1,353.3 |
|
0.618 |
1,338.3 |
|
1.000 |
1,329.1 |
|
1.618 |
1,314.1 |
|
2.618 |
1,289.9 |
|
4.250 |
1,250.5 |
|
|
| Fisher Pivots for day following 13-Oct-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1,370.0 |
1,368.4 |
| PP |
1,367.7 |
1,364.4 |
| S1 |
1,365.4 |
1,360.5 |
|