| Trading Metrics calculated at close of trading on 18-Oct-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Oct-2010 |
18-Oct-2010 |
Change |
Change % |
Previous Week |
| Open |
2,831.0 |
2,815.0 |
-16.0 |
-0.6% |
2,775.0 |
| High |
2,842.0 |
2,852.0 |
10.0 |
0.4% |
2,846.0 |
| Low |
2,810.0 |
2,811.0 |
1.0 |
0.0% |
2,732.0 |
| Close |
2,826.0 |
2,840.0 |
14.0 |
0.5% |
2,826.0 |
| Range |
32.0 |
41.0 |
9.0 |
28.1% |
114.0 |
| ATR |
46.4 |
46.0 |
-0.4 |
-0.8% |
0.0 |
| Volume |
87,939 |
796 |
-87,143 |
-99.1% |
88,393 |
|
| Daily Pivots for day following 18-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,957.3 |
2,939.7 |
2,862.6 |
|
| R3 |
2,916.3 |
2,898.7 |
2,851.3 |
|
| R2 |
2,875.3 |
2,875.3 |
2,847.5 |
|
| R1 |
2,857.7 |
2,857.7 |
2,843.8 |
2,866.5 |
| PP |
2,834.3 |
2,834.3 |
2,834.3 |
2,838.8 |
| S1 |
2,816.7 |
2,816.7 |
2,836.2 |
2,825.5 |
| S2 |
2,793.3 |
2,793.3 |
2,832.5 |
|
| S3 |
2,752.3 |
2,775.7 |
2,828.7 |
|
| S4 |
2,711.3 |
2,734.7 |
2,817.5 |
|
|
| 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 |
2,852.0 |
2,732.0 |
120.0 |
4.2% |
41.6 |
1.5% |
90% |
True |
False |
17,812 |
| 10 |
2,852.0 |
2,676.0 |
176.0 |
6.2% |
40.2 |
1.4% |
93% |
True |
False |
8,974 |
| 20 |
2,852.0 |
2,671.0 |
181.0 |
6.4% |
48.3 |
1.7% |
93% |
True |
False |
5,330 |
| 40 |
2,852.0 |
2,535.0 |
317.0 |
11.2% |
45.1 |
1.6% |
96% |
True |
False |
5,080 |
| 60 |
2,852.0 |
2,535.0 |
317.0 |
11.2% |
41.7 |
1.5% |
96% |
True |
False |
3,485 |
| 80 |
2,852.0 |
2,481.0 |
371.0 |
13.1% |
42.5 |
1.5% |
97% |
True |
False |
2,680 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,026.3 |
|
2.618 |
2,959.3 |
|
1.618 |
2,918.3 |
|
1.000 |
2,893.0 |
|
0.618 |
2,877.3 |
|
HIGH |
2,852.0 |
|
0.618 |
2,836.3 |
|
0.500 |
2,831.5 |
|
0.382 |
2,826.7 |
|
LOW |
2,811.0 |
|
0.618 |
2,785.7 |
|
1.000 |
2,770.0 |
|
1.618 |
2,744.7 |
|
2.618 |
2,703.7 |
|
4.250 |
2,636.8 |
|
|
| Fisher Pivots for day following 18-Oct-2010 |
| Pivot |
1 day |
3 day |
| R1 |
2,837.2 |
2,837.0 |
| PP |
2,834.3 |
2,834.0 |
| S1 |
2,831.5 |
2,831.0 |
|