| Trading Metrics calculated at close of trading on 11-Oct-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Oct-2010 |
11-Oct-2010 |
Change |
Change % |
Previous Week |
| Open |
10,948.50 |
11,006.93 |
58.43 |
0.5% |
10,828.85 |
| High |
11,032.17 |
11,030.50 |
-1.67 |
0.0% |
11,032.17 |
| Low |
10,929.28 |
10,977.90 |
48.62 |
0.4% |
10,711.12 |
| Close |
11,006.48 |
11,010.34 |
3.86 |
0.0% |
11,006.48 |
| Range |
102.89 |
52.60 |
-50.29 |
-48.9% |
321.05 |
| ATR |
124.02 |
118.92 |
-5.10 |
-4.1% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 11-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,164.05 |
11,139.79 |
11,039.27 |
|
| R3 |
11,111.45 |
11,087.19 |
11,024.81 |
|
| R2 |
11,058.85 |
11,058.85 |
11,019.98 |
|
| R1 |
11,034.59 |
11,034.59 |
11,015.16 |
11,046.72 |
| PP |
11,006.25 |
11,006.25 |
11,006.25 |
11,012.31 |
| S1 |
10,981.99 |
10,981.99 |
11,005.52 |
10,994.12 |
| S2 |
10,953.65 |
10,953.65 |
11,000.70 |
|
| S3 |
10,901.05 |
10,929.39 |
10,995.88 |
|
| S4 |
10,848.45 |
10,876.79 |
10,981.41 |
|
|
| Weekly Pivots for week ending 08-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,879.74 |
11,764.16 |
11,183.06 |
|
| R3 |
11,558.69 |
11,443.11 |
11,094.77 |
|
| R2 |
11,237.64 |
11,237.64 |
11,065.34 |
|
| R1 |
11,122.06 |
11,122.06 |
11,035.91 |
11,179.85 |
| PP |
10,916.59 |
10,916.59 |
10,916.59 |
10,945.49 |
| S1 |
10,801.01 |
10,801.01 |
10,977.05 |
10,858.80 |
| S2 |
10,595.54 |
10,595.54 |
10,947.62 |
|
| S3 |
10,274.49 |
10,479.96 |
10,918.19 |
|
| S4 |
9,953.44 |
10,158.91 |
10,829.90 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
11,032.17 |
10,752.63 |
279.54 |
2.5% |
105.97 |
1.0% |
92% |
False |
False |
|
| 10 |
11,032.17 |
10,711.12 |
321.05 |
2.9% |
118.97 |
1.1% |
93% |
False |
False |
|
| 20 |
11,032.17 |
10,480.78 |
551.39 |
5.0% |
115.71 |
1.1% |
96% |
False |
False |
|
| 40 |
11,032.17 |
9,936.62 |
1,095.55 |
10.0% |
128.07 |
1.2% |
98% |
False |
False |
|
| 60 |
11,032.17 |
9,936.62 |
1,095.55 |
10.0% |
132.36 |
1.2% |
98% |
False |
False |
|
| 80 |
11,032.17 |
9,614.32 |
1,417.85 |
12.9% |
140.26 |
1.3% |
98% |
False |
False |
|
| 100 |
11,032.17 |
9,614.32 |
1,417.85 |
12.9% |
154.80 |
1.4% |
98% |
False |
False |
|
| 120 |
11,258.01 |
9,614.32 |
1,643.69 |
14.9% |
169.01 |
1.5% |
85% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,254.05 |
|
2.618 |
11,168.21 |
|
1.618 |
11,115.61 |
|
1.000 |
11,083.10 |
|
0.618 |
11,063.01 |
|
HIGH |
11,030.50 |
|
0.618 |
11,010.41 |
|
0.500 |
11,004.20 |
|
0.382 |
10,997.99 |
|
LOW |
10,977.90 |
|
0.618 |
10,945.39 |
|
1.000 |
10,925.30 |
|
1.618 |
10,892.79 |
|
2.618 |
10,840.19 |
|
4.250 |
10,754.35 |
|
|
| Fisher Pivots for day following 11-Oct-2010 |
| Pivot |
1 day |
3 day |
| R1 |
11,008.29 |
10,994.38 |
| PP |
11,006.25 |
10,978.42 |
| S1 |
11,004.20 |
10,962.47 |
|