| Trading Metrics calculated at close of trading on 21-Oct-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Oct-2010 |
21-Oct-2010 |
Change |
Change % |
Previous Week |
| Open |
2,823.0 |
2,842.0 |
19.0 |
0.7% |
2,775.0 |
| High |
2,850.0 |
2,880.0 |
30.0 |
1.1% |
2,846.0 |
| Low |
2,813.0 |
2,830.0 |
17.0 |
0.6% |
2,732.0 |
| Close |
2,842.0 |
2,869.0 |
27.0 |
1.0% |
2,826.0 |
| Range |
37.0 |
50.0 |
13.0 |
35.1% |
114.0 |
| ATR |
45.6 |
46.0 |
0.3 |
0.7% |
0.0 |
| Volume |
183 |
325 |
142 |
77.6% |
88,393 |
|
| Daily Pivots for day following 21-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,009.7 |
2,989.3 |
2,896.5 |
|
| R3 |
2,959.7 |
2,939.3 |
2,882.8 |
|
| R2 |
2,909.7 |
2,909.7 |
2,878.2 |
|
| R1 |
2,889.3 |
2,889.3 |
2,873.6 |
2,899.5 |
| PP |
2,859.7 |
2,859.7 |
2,859.7 |
2,864.8 |
| S1 |
2,839.3 |
2,839.3 |
2,864.4 |
2,849.5 |
| S2 |
2,809.7 |
2,809.7 |
2,859.8 |
|
| S3 |
2,759.7 |
2,789.3 |
2,855.3 |
|
| S4 |
2,709.7 |
2,739.3 |
2,841.5 |
|
|
| 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 |
2,880.0 |
2,805.0 |
75.0 |
2.6% |
42.0 |
1.5% |
85% |
True |
False |
18,179 |
| 10 |
2,880.0 |
2,732.0 |
148.0 |
5.2% |
38.4 |
1.3% |
93% |
True |
False |
9,153 |
| 20 |
2,880.0 |
2,671.0 |
209.0 |
7.3% |
46.8 |
1.6% |
95% |
True |
False |
4,996 |
| 40 |
2,880.0 |
2,568.0 |
312.0 |
10.9% |
45.0 |
1.6% |
96% |
True |
False |
5,123 |
| 60 |
2,880.0 |
2,535.0 |
345.0 |
12.0% |
42.2 |
1.5% |
97% |
True |
False |
3,493 |
| 80 |
2,880.0 |
2,481.0 |
399.0 |
13.9% |
42.6 |
1.5% |
97% |
True |
False |
2,703 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,092.5 |
|
2.618 |
3,010.9 |
|
1.618 |
2,960.9 |
|
1.000 |
2,930.0 |
|
0.618 |
2,910.9 |
|
HIGH |
2,880.0 |
|
0.618 |
2,860.9 |
|
0.500 |
2,855.0 |
|
0.382 |
2,849.1 |
|
LOW |
2,830.0 |
|
0.618 |
2,799.1 |
|
1.000 |
2,780.0 |
|
1.618 |
2,749.1 |
|
2.618 |
2,699.1 |
|
4.250 |
2,617.5 |
|
|
| Fisher Pivots for day following 21-Oct-2010 |
| Pivot |
1 day |
3 day |
| R1 |
2,864.3 |
2,860.2 |
| PP |
2,859.7 |
2,851.3 |
| S1 |
2,855.0 |
2,842.5 |
|