| Trading Metrics calculated at close of trading on 15-Oct-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Oct-2010 |
15-Oct-2010 |
Change |
Change % |
Previous Week |
| Open |
2,833.0 |
2,831.0 |
-2.0 |
-0.1% |
2,775.0 |
| High |
2,846.0 |
2,842.0 |
-4.0 |
-0.1% |
2,846.0 |
| Low |
2,817.0 |
2,810.0 |
-7.0 |
-0.2% |
2,732.0 |
| Close |
2,825.0 |
2,826.0 |
1.0 |
0.0% |
2,826.0 |
| Range |
29.0 |
32.0 |
3.0 |
10.3% |
114.0 |
| ATR |
47.5 |
46.4 |
-1.1 |
-2.3% |
0.0 |
| Volume |
103 |
87,939 |
87,836 |
85,277.7% |
88,393 |
|
| Daily Pivots for day following 15-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,922.0 |
2,906.0 |
2,843.6 |
|
| R3 |
2,890.0 |
2,874.0 |
2,834.8 |
|
| R2 |
2,858.0 |
2,858.0 |
2,831.9 |
|
| R1 |
2,842.0 |
2,842.0 |
2,828.9 |
2,834.0 |
| PP |
2,826.0 |
2,826.0 |
2,826.0 |
2,822.0 |
| S1 |
2,810.0 |
2,810.0 |
2,823.1 |
2,802.0 |
| S2 |
2,794.0 |
2,794.0 |
2,820.1 |
|
| S3 |
2,762.0 |
2,778.0 |
2,817.2 |
|
| S4 |
2,730.0 |
2,746.0 |
2,808.4 |
|
|
| Weekly Pivots for week ending 15-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,143.3 |
3,098.7 |
2,888.7 |
|
| R3 |
3,029.3 |
2,984.7 |
2,857.4 |
|
| R2 |
2,915.3 |
2,915.3 |
2,846.9 |
|
| R1 |
2,870.7 |
2,870.7 |
2,836.5 |
2,893.0 |
| PP |
2,801.3 |
2,801.3 |
2,801.3 |
2,812.5 |
| S1 |
2,756.7 |
2,756.7 |
2,815.6 |
2,779.0 |
| S2 |
2,687.3 |
2,687.3 |
2,805.1 |
|
| S3 |
2,573.3 |
2,642.7 |
2,794.7 |
|
| S4 |
2,459.3 |
2,528.7 |
2,763.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,846.0 |
2,732.0 |
114.0 |
4.0% |
36.0 |
1.3% |
82% |
False |
False |
17,678 |
| 10 |
2,846.0 |
2,671.0 |
175.0 |
6.2% |
41.3 |
1.5% |
89% |
False |
False |
8,924 |
| 20 |
2,846.0 |
2,671.0 |
175.0 |
6.2% |
48.9 |
1.7% |
89% |
False |
False |
5,293 |
| 40 |
2,846.0 |
2,535.0 |
311.0 |
11.0% |
44.7 |
1.6% |
94% |
False |
False |
5,064 |
| 60 |
2,846.0 |
2,535.0 |
311.0 |
11.0% |
41.5 |
1.5% |
94% |
False |
False |
3,478 |
| 80 |
2,846.0 |
2,481.0 |
365.0 |
12.9% |
42.0 |
1.5% |
95% |
False |
False |
2,675 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,978.0 |
|
2.618 |
2,925.8 |
|
1.618 |
2,893.8 |
|
1.000 |
2,874.0 |
|
0.618 |
2,861.8 |
|
HIGH |
2,842.0 |
|
0.618 |
2,829.8 |
|
0.500 |
2,826.0 |
|
0.382 |
2,822.2 |
|
LOW |
2,810.0 |
|
0.618 |
2,790.2 |
|
1.000 |
2,778.0 |
|
1.618 |
2,758.2 |
|
2.618 |
2,726.2 |
|
4.250 |
2,674.0 |
|
|
| Fisher Pivots for day following 15-Oct-2010 |
| Pivot |
1 day |
3 day |
| R1 |
2,826.0 |
2,820.8 |
| PP |
2,826.0 |
2,815.7 |
| S1 |
2,826.0 |
2,810.5 |
|