| Trading Metrics calculated at close of trading on 19-Oct-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Oct-2010 |
19-Oct-2010 |
Change |
Change % |
Previous Week |
| Open |
2,815.0 |
2,834.0 |
19.0 |
0.7% |
2,775.0 |
| High |
2,852.0 |
2,855.0 |
3.0 |
0.1% |
2,846.0 |
| Low |
2,811.0 |
2,805.0 |
-6.0 |
-0.2% |
2,732.0 |
| Close |
2,840.0 |
2,824.0 |
-16.0 |
-0.6% |
2,826.0 |
| Range |
41.0 |
50.0 |
9.0 |
22.0% |
114.0 |
| ATR |
46.0 |
46.3 |
0.3 |
0.6% |
0.0 |
| Volume |
796 |
1,654 |
858 |
107.8% |
88,393 |
|
| Daily Pivots for day following 19-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,978.0 |
2,951.0 |
2,851.5 |
|
| R3 |
2,928.0 |
2,901.0 |
2,837.8 |
|
| R2 |
2,878.0 |
2,878.0 |
2,833.2 |
|
| R1 |
2,851.0 |
2,851.0 |
2,828.6 |
2,839.5 |
| PP |
2,828.0 |
2,828.0 |
2,828.0 |
2,822.3 |
| S1 |
2,801.0 |
2,801.0 |
2,819.4 |
2,789.5 |
| S2 |
2,778.0 |
2,778.0 |
2,814.8 |
|
| S3 |
2,728.0 |
2,751.0 |
2,810.3 |
|
| S4 |
2,678.0 |
2,701.0 |
2,796.5 |
|
|
| 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 |
2,855.0 |
2,775.0 |
80.0 |
2.8% |
43.0 |
1.5% |
61% |
True |
False |
18,124 |
| 10 |
2,855.0 |
2,732.0 |
123.0 |
4.4% |
36.4 |
1.3% |
75% |
True |
False |
9,123 |
| 20 |
2,855.0 |
2,671.0 |
184.0 |
6.5% |
48.8 |
1.7% |
83% |
True |
False |
5,354 |
| 40 |
2,855.0 |
2,535.0 |
320.0 |
11.3% |
45.4 |
1.6% |
90% |
True |
False |
5,121 |
| 60 |
2,855.0 |
2,535.0 |
320.0 |
11.3% |
42.1 |
1.5% |
90% |
True |
False |
3,494 |
| 80 |
2,855.0 |
2,481.0 |
374.0 |
13.2% |
42.5 |
1.5% |
92% |
True |
False |
2,700 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,067.5 |
|
2.618 |
2,985.9 |
|
1.618 |
2,935.9 |
|
1.000 |
2,905.0 |
|
0.618 |
2,885.9 |
|
HIGH |
2,855.0 |
|
0.618 |
2,835.9 |
|
0.500 |
2,830.0 |
|
0.382 |
2,824.1 |
|
LOW |
2,805.0 |
|
0.618 |
2,774.1 |
|
1.000 |
2,755.0 |
|
1.618 |
2,724.1 |
|
2.618 |
2,674.1 |
|
4.250 |
2,592.5 |
|
|
| Fisher Pivots for day following 19-Oct-2010 |
| Pivot |
1 day |
3 day |
| R1 |
2,830.0 |
2,830.0 |
| PP |
2,828.0 |
2,828.0 |
| S1 |
2,826.0 |
2,826.0 |
|