| Trading Metrics calculated at close of trading on 20-Oct-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Oct-2010 |
20-Oct-2010 |
Change |
Change % |
Previous Week |
| Open |
2,834.0 |
2,823.0 |
-11.0 |
-0.4% |
2,775.0 |
| High |
2,855.0 |
2,850.0 |
-5.0 |
-0.2% |
2,846.0 |
| Low |
2,805.0 |
2,813.0 |
8.0 |
0.3% |
2,732.0 |
| Close |
2,824.0 |
2,842.0 |
18.0 |
0.6% |
2,826.0 |
| Range |
50.0 |
37.0 |
-13.0 |
-26.0% |
114.0 |
| ATR |
46.3 |
45.6 |
-0.7 |
-1.4% |
0.0 |
| Volume |
1,654 |
183 |
-1,471 |
-88.9% |
88,393 |
|
| Daily Pivots for day following 20-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,946.0 |
2,931.0 |
2,862.4 |
|
| R3 |
2,909.0 |
2,894.0 |
2,852.2 |
|
| R2 |
2,872.0 |
2,872.0 |
2,848.8 |
|
| R1 |
2,857.0 |
2,857.0 |
2,845.4 |
2,864.5 |
| PP |
2,835.0 |
2,835.0 |
2,835.0 |
2,838.8 |
| S1 |
2,820.0 |
2,820.0 |
2,838.6 |
2,827.5 |
| S2 |
2,798.0 |
2,798.0 |
2,835.2 |
|
| S3 |
2,761.0 |
2,783.0 |
2,831.8 |
|
| S4 |
2,724.0 |
2,746.0 |
2,821.7 |
|
|
| 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 |
2,805.0 |
50.0 |
1.8% |
37.8 |
1.3% |
74% |
False |
False |
18,135 |
| 10 |
2,855.0 |
2,732.0 |
123.0 |
4.3% |
37.8 |
1.3% |
89% |
False |
False |
9,134 |
| 20 |
2,855.0 |
2,671.0 |
184.0 |
6.5% |
47.8 |
1.7% |
93% |
False |
False |
5,271 |
| 40 |
2,855.0 |
2,565.0 |
290.0 |
10.2% |
44.7 |
1.6% |
96% |
False |
False |
5,115 |
| 60 |
2,855.0 |
2,535.0 |
320.0 |
11.3% |
42.4 |
1.5% |
96% |
False |
False |
3,490 |
| 80 |
2,855.0 |
2,481.0 |
374.0 |
13.2% |
42.5 |
1.5% |
97% |
False |
False |
2,702 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,007.3 |
|
2.618 |
2,946.9 |
|
1.618 |
2,909.9 |
|
1.000 |
2,887.0 |
|
0.618 |
2,872.9 |
|
HIGH |
2,850.0 |
|
0.618 |
2,835.9 |
|
0.500 |
2,831.5 |
|
0.382 |
2,827.1 |
|
LOW |
2,813.0 |
|
0.618 |
2,790.1 |
|
1.000 |
2,776.0 |
|
1.618 |
2,753.1 |
|
2.618 |
2,716.1 |
|
4.250 |
2,655.8 |
|
|
| Fisher Pivots for day following 20-Oct-2010 |
| Pivot |
1 day |
3 day |
| R1 |
2,838.5 |
2,838.0 |
| PP |
2,835.0 |
2,834.0 |
| S1 |
2,831.5 |
2,830.0 |
|