| Trading Metrics calculated at close of trading on 12-Oct-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Oct-2010 |
12-Oct-2010 |
Change |
Change % |
Previous Week |
| Open |
11,006.93 |
11,010.79 |
3.86 |
0.0% |
10,828.85 |
| High |
11,030.50 |
11,053.21 |
22.71 |
0.2% |
11,032.17 |
| Low |
10,977.90 |
10,913.84 |
-64.06 |
-0.6% |
10,711.12 |
| Close |
11,010.34 |
11,020.40 |
10.06 |
0.1% |
11,006.48 |
| Range |
52.60 |
139.37 |
86.77 |
165.0% |
321.05 |
| ATR |
118.92 |
120.38 |
1.46 |
1.2% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 12-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,413.93 |
11,356.53 |
11,097.05 |
|
| R3 |
11,274.56 |
11,217.16 |
11,058.73 |
|
| R2 |
11,135.19 |
11,135.19 |
11,045.95 |
|
| R1 |
11,077.79 |
11,077.79 |
11,033.18 |
11,106.49 |
| PP |
10,995.82 |
10,995.82 |
10,995.82 |
11,010.17 |
| S1 |
10,938.42 |
10,938.42 |
11,007.62 |
10,967.12 |
| S2 |
10,856.45 |
10,856.45 |
10,994.85 |
|
| S3 |
10,717.08 |
10,799.05 |
10,982.07 |
|
| S4 |
10,577.71 |
10,659.68 |
10,943.75 |
|
|
| 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 |
11,053.21 |
10,892.76 |
160.45 |
1.5% |
91.24 |
0.8% |
80% |
True |
False |
|
| 10 |
11,053.21 |
10,711.12 |
342.09 |
3.1% |
117.15 |
1.1% |
90% |
True |
False |
|
| 20 |
11,053.21 |
10,480.78 |
572.43 |
5.2% |
118.24 |
1.1% |
94% |
True |
False |
|
| 40 |
11,053.21 |
9,936.62 |
1,116.59 |
10.1% |
128.47 |
1.2% |
97% |
True |
False |
|
| 60 |
11,053.21 |
9,936.62 |
1,116.59 |
10.1% |
132.79 |
1.2% |
97% |
True |
False |
|
| 80 |
11,053.21 |
9,614.32 |
1,438.89 |
13.1% |
141.26 |
1.3% |
98% |
True |
False |
|
| 100 |
11,053.21 |
9,614.32 |
1,438.89 |
13.1% |
152.44 |
1.4% |
98% |
True |
False |
|
| 120 |
11,258.01 |
9,614.32 |
1,643.69 |
14.9% |
169.06 |
1.5% |
86% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,645.53 |
|
2.618 |
11,418.08 |
|
1.618 |
11,278.71 |
|
1.000 |
11,192.58 |
|
0.618 |
11,139.34 |
|
HIGH |
11,053.21 |
|
0.618 |
10,999.97 |
|
0.500 |
10,983.53 |
|
0.382 |
10,967.08 |
|
LOW |
10,913.84 |
|
0.618 |
10,827.71 |
|
1.000 |
10,774.47 |
|
1.618 |
10,688.34 |
|
2.618 |
10,548.97 |
|
4.250 |
10,321.52 |
|
|
| Fisher Pivots for day following 12-Oct-2010 |
| Pivot |
1 day |
3 day |
| R1 |
11,008.11 |
11,008.11 |
| PP |
10,995.82 |
10,995.82 |
| S1 |
10,983.53 |
10,983.53 |
|