| Trading Metrics calculated at close of trading on 18-Oct-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Oct-2010 |
18-Oct-2010 |
Change |
Change % |
Previous Week |
| Open |
11,096.01 |
11,062.63 |
-33.38 |
-0.3% |
11,006.93 |
| High |
11,141.19 |
11,159.05 |
17.86 |
0.2% |
11,155.23 |
| Low |
11,010.68 |
11,054.76 |
44.08 |
0.4% |
10,913.84 |
| Close |
11,062.78 |
11,143.69 |
80.91 |
0.7% |
11,062.78 |
| Range |
130.51 |
104.29 |
-26.22 |
-20.1% |
241.39 |
| ATR |
119.89 |
118.77 |
-1.11 |
-0.9% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 18-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,432.04 |
11,392.15 |
11,201.05 |
|
| R3 |
11,327.75 |
11,287.86 |
11,172.37 |
|
| R2 |
11,223.46 |
11,223.46 |
11,162.81 |
|
| R1 |
11,183.57 |
11,183.57 |
11,153.25 |
11,203.52 |
| PP |
11,119.17 |
11,119.17 |
11,119.17 |
11,129.14 |
| S1 |
11,079.28 |
11,079.28 |
11,134.13 |
11,099.23 |
| S2 |
11,014.88 |
11,014.88 |
11,124.57 |
|
| S3 |
10,910.59 |
10,974.99 |
11,115.01 |
|
| S4 |
10,806.30 |
10,870.70 |
11,086.33 |
|
|
| Weekly Pivots for week ending 15-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,768.12 |
11,656.84 |
11,195.54 |
|
| R3 |
11,526.73 |
11,415.45 |
11,129.16 |
|
| R2 |
11,285.34 |
11,285.34 |
11,107.03 |
|
| R1 |
11,174.06 |
11,174.06 |
11,084.91 |
11,229.70 |
| PP |
11,043.95 |
11,043.95 |
11,043.95 |
11,071.77 |
| S1 |
10,932.67 |
10,932.67 |
11,040.65 |
10,988.31 |
| S2 |
10,802.56 |
10,802.56 |
11,018.53 |
|
| S3 |
10,561.17 |
10,691.28 |
10,996.40 |
|
| S4 |
10,319.78 |
10,449.89 |
10,930.02 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
11,159.05 |
10,913.84 |
245.21 |
2.2% |
119.20 |
1.1% |
94% |
True |
False |
|
| 10 |
11,159.05 |
10,752.63 |
406.42 |
3.6% |
112.58 |
1.0% |
96% |
True |
False |
|
| 20 |
11,159.05 |
10,640.92 |
518.13 |
4.6% |
119.22 |
1.1% |
97% |
True |
False |
|
| 40 |
11,159.05 |
9,936.62 |
1,222.43 |
11.0% |
123.78 |
1.1% |
99% |
True |
False |
|
| 60 |
11,159.05 |
9,936.62 |
1,222.43 |
11.0% |
126.65 |
1.1% |
99% |
True |
False |
|
| 80 |
11,159.05 |
9,614.32 |
1,544.73 |
13.9% |
137.99 |
1.2% |
99% |
True |
False |
|
| 100 |
11,159.05 |
9,614.32 |
1,544.73 |
13.9% |
147.64 |
1.3% |
99% |
True |
False |
|
| 120 |
11,197.93 |
9,614.32 |
1,583.61 |
14.2% |
168.46 |
1.5% |
97% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,602.28 |
|
2.618 |
11,432.08 |
|
1.618 |
11,327.79 |
|
1.000 |
11,263.34 |
|
0.618 |
11,223.50 |
|
HIGH |
11,159.05 |
|
0.618 |
11,119.21 |
|
0.500 |
11,106.91 |
|
0.382 |
11,094.60 |
|
LOW |
11,054.76 |
|
0.618 |
10,990.31 |
|
1.000 |
10,950.47 |
|
1.618 |
10,886.02 |
|
2.618 |
10,781.73 |
|
4.250 |
10,611.53 |
|
|
| Fisher Pivots for day following 18-Oct-2010 |
| Pivot |
1 day |
3 day |
| R1 |
11,131.43 |
11,124.08 |
| PP |
11,119.17 |
11,104.47 |
| S1 |
11,106.91 |
11,084.87 |
|