| 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 |
1,347.1 |
1,327.2 |
-19.9 |
-1.5% |
1,373.0 |
| High |
1,351.3 |
1,330.3 |
-21.0 |
-1.6% |
1,377.1 |
| Low |
1,320.0 |
1,317.4 |
-2.6 |
-0.2% |
1,317.4 |
| Close |
1,327.4 |
1,326.9 |
-0.5 |
0.0% |
1,326.9 |
| Range |
31.3 |
12.9 |
-18.4 |
-58.8% |
59.7 |
| ATR |
19.8 |
19.3 |
-0.5 |
-2.5% |
0.0 |
| Volume |
7,785 |
5,961 |
-1,824 |
-23.4% |
25,579 |
|
| Daily Pivots for day following 22-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,363.6 |
1,358.1 |
1,334.0 |
|
| R3 |
1,350.7 |
1,345.2 |
1,330.4 |
|
| R2 |
1,337.8 |
1,337.8 |
1,329.3 |
|
| R1 |
1,332.3 |
1,332.3 |
1,328.1 |
1,328.6 |
| PP |
1,324.9 |
1,324.9 |
1,324.9 |
1,323.0 |
| S1 |
1,319.4 |
1,319.4 |
1,325.7 |
1,315.7 |
| S2 |
1,312.0 |
1,312.0 |
1,324.5 |
|
| S3 |
1,299.1 |
1,306.5 |
1,323.4 |
|
| S4 |
1,286.2 |
1,293.6 |
1,319.8 |
|
|
| Weekly Pivots for week ending 22-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,519.6 |
1,482.9 |
1,359.7 |
|
| R3 |
1,459.9 |
1,423.2 |
1,343.3 |
|
| R2 |
1,400.2 |
1,400.2 |
1,337.8 |
|
| R1 |
1,363.5 |
1,363.5 |
1,332.4 |
1,352.0 |
| PP |
1,340.5 |
1,340.5 |
1,340.5 |
1,334.7 |
| S1 |
1,303.8 |
1,303.8 |
1,321.4 |
1,292.3 |
| S2 |
1,280.8 |
1,280.8 |
1,316.0 |
|
| S3 |
1,221.1 |
1,244.1 |
1,310.5 |
|
| S4 |
1,161.4 |
1,184.4 |
1,294.1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,377.1 |
1,317.4 |
59.7 |
4.5% |
24.4 |
1.8% |
16% |
False |
True |
5,115 |
| 10 |
1,389.5 |
1,317.4 |
72.1 |
5.4% |
21.3 |
1.6% |
13% |
False |
True |
5,280 |
| 20 |
1,389.5 |
1,284.5 |
105.0 |
7.9% |
19.8 |
1.5% |
40% |
False |
False |
4,051 |
| 40 |
1,389.5 |
1,236.7 |
152.8 |
11.5% |
15.3 |
1.2% |
59% |
False |
False |
2,708 |
| 60 |
1,389.5 |
1,170.2 |
219.3 |
16.5% |
13.9 |
1.0% |
71% |
False |
False |
2,226 |
| 80 |
1,389.5 |
1,162.5 |
227.0 |
17.1% |
13.1 |
1.0% |
72% |
False |
False |
1,849 |
| 100 |
1,389.5 |
1,162.5 |
227.0 |
17.1% |
12.9 |
1.0% |
72% |
False |
False |
1,636 |
| 120 |
1,389.5 |
1,162.5 |
227.0 |
17.1% |
13.1 |
1.0% |
72% |
False |
False |
1,423 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,385.1 |
|
2.618 |
1,364.1 |
|
1.618 |
1,351.2 |
|
1.000 |
1,343.2 |
|
0.618 |
1,338.3 |
|
HIGH |
1,330.3 |
|
0.618 |
1,325.4 |
|
0.500 |
1,323.9 |
|
0.382 |
1,322.3 |
|
LOW |
1,317.4 |
|
0.618 |
1,309.4 |
|
1.000 |
1,304.5 |
|
1.618 |
1,296.5 |
|
2.618 |
1,283.6 |
|
4.250 |
1,262.6 |
|
|
| Fisher Pivots for day following 22-Oct-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1,325.9 |
1,334.4 |
| PP |
1,324.9 |
1,331.9 |
| S1 |
1,323.9 |
1,329.4 |
|