| Trading Metrics calculated at close of trading on 13-Oct-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Oct-2010 |
13-Oct-2010 |
Change |
Change % |
Previous Week |
| Open |
11,010.79 |
11,022.82 |
12.03 |
0.1% |
10,828.85 |
| High |
11,053.21 |
11,155.23 |
102.02 |
0.9% |
11,032.17 |
| Low |
10,913.84 |
11,022.07 |
108.23 |
1.0% |
10,711.12 |
| Close |
11,020.40 |
11,096.08 |
75.68 |
0.7% |
11,006.48 |
| Range |
139.37 |
133.16 |
-6.21 |
-4.5% |
321.05 |
| ATR |
120.38 |
121.41 |
1.03 |
0.9% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 13-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,490.61 |
11,426.50 |
11,169.32 |
|
| R3 |
11,357.45 |
11,293.34 |
11,132.70 |
|
| R2 |
11,224.29 |
11,224.29 |
11,120.49 |
|
| R1 |
11,160.18 |
11,160.18 |
11,108.29 |
11,192.24 |
| PP |
11,091.13 |
11,091.13 |
11,091.13 |
11,107.15 |
| S1 |
11,027.02 |
11,027.02 |
11,083.87 |
11,059.08 |
| S2 |
10,957.97 |
10,957.97 |
11,071.67 |
|
| S3 |
10,824.81 |
10,893.86 |
11,059.46 |
|
| S4 |
10,691.65 |
10,760.70 |
11,022.84 |
|
|
| 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 |
11,155.23 |
10,892.76 |
262.47 |
2.4% |
106.76 |
1.0% |
77% |
True |
False |
|
| 10 |
11,155.23 |
10,711.12 |
444.11 |
4.0% |
123.43 |
1.1% |
87% |
True |
False |
|
| 20 |
11,155.23 |
10,522.48 |
632.75 |
5.7% |
119.55 |
1.1% |
91% |
True |
False |
|
| 40 |
11,155.23 |
9,936.62 |
1,218.61 |
11.0% |
127.22 |
1.1% |
95% |
True |
False |
|
| 60 |
11,155.23 |
9,936.62 |
1,218.61 |
11.0% |
131.20 |
1.2% |
95% |
True |
False |
|
| 80 |
11,155.23 |
9,614.32 |
1,540.91 |
13.9% |
140.45 |
1.3% |
96% |
True |
False |
|
| 100 |
11,155.23 |
9,614.32 |
1,540.91 |
13.9% |
150.98 |
1.4% |
96% |
True |
False |
|
| 120 |
11,258.01 |
9,614.32 |
1,643.69 |
14.8% |
169.34 |
1.5% |
90% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,721.16 |
|
2.618 |
11,503.84 |
|
1.618 |
11,370.68 |
|
1.000 |
11,288.39 |
|
0.618 |
11,237.52 |
|
HIGH |
11,155.23 |
|
0.618 |
11,104.36 |
|
0.500 |
11,088.65 |
|
0.382 |
11,072.94 |
|
LOW |
11,022.07 |
|
0.618 |
10,939.78 |
|
1.000 |
10,888.91 |
|
1.618 |
10,806.62 |
|
2.618 |
10,673.46 |
|
4.250 |
10,456.14 |
|
|
| Fisher Pivots for day following 13-Oct-2010 |
| Pivot |
1 day |
3 day |
| R1 |
11,093.60 |
11,075.57 |
| PP |
11,091.13 |
11,055.05 |
| S1 |
11,088.65 |
11,034.54 |
|