| Trading Metrics calculated at close of trading on 22-Oct-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Oct-2010 |
22-Oct-2010 |
Change |
Change % |
Previous Week |
| Open |
11,105.24 |
11,146.41 |
41.17 |
0.4% |
11,062.63 |
| High |
11,213.54 |
11,159.05 |
-54.49 |
-0.5% |
11,213.54 |
| Low |
11,066.19 |
11,109.25 |
43.06 |
0.4% |
10,917.62 |
| Close |
11,146.57 |
11,132.56 |
-14.01 |
-0.1% |
11,132.56 |
| Range |
147.35 |
49.80 |
-97.55 |
-66.2% |
295.92 |
| ATR |
131.62 |
125.77 |
-5.84 |
-4.4% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 22-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,283.02 |
11,257.59 |
11,159.95 |
|
| R3 |
11,233.22 |
11,207.79 |
11,146.26 |
|
| R2 |
11,183.42 |
11,183.42 |
11,141.69 |
|
| R1 |
11,157.99 |
11,157.99 |
11,137.13 |
11,145.81 |
| PP |
11,133.62 |
11,133.62 |
11,133.62 |
11,127.53 |
| S1 |
11,108.19 |
11,108.19 |
11,128.00 |
11,096.01 |
| S2 |
11,083.82 |
11,083.82 |
11,123.43 |
|
| S3 |
11,034.02 |
11,058.39 |
11,118.87 |
|
| S4 |
10,984.22 |
11,008.59 |
11,105.17 |
|
|
| Weekly Pivots for week ending 22-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,975.67 |
11,850.03 |
11,295.32 |
|
| R3 |
11,679.75 |
11,554.11 |
11,213.94 |
|
| R2 |
11,383.83 |
11,383.83 |
11,186.81 |
|
| R1 |
11,258.19 |
11,258.19 |
11,159.69 |
11,321.01 |
| PP |
11,087.91 |
11,087.91 |
11,087.91 |
11,119.32 |
| S1 |
10,962.27 |
10,962.27 |
11,105.43 |
11,025.09 |
| S2 |
10,791.99 |
10,791.99 |
11,078.31 |
|
| S3 |
10,496.07 |
10,666.35 |
11,051.18 |
|
| S4 |
10,200.15 |
10,370.43 |
10,969.80 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
11,213.54 |
10,917.62 |
295.92 |
2.7% |
141.08 |
1.3% |
73% |
False |
False |
|
| 10 |
11,213.54 |
10,913.84 |
299.70 |
2.7% |
124.97 |
1.1% |
73% |
False |
False |
|
| 20 |
11,213.54 |
10,711.12 |
502.42 |
4.5% |
122.52 |
1.1% |
84% |
False |
False |
|
| 40 |
11,213.54 |
9,936.62 |
1,276.92 |
11.5% |
123.51 |
1.1% |
94% |
False |
False |
|
| 60 |
11,213.54 |
9,936.62 |
1,276.92 |
11.5% |
128.69 |
1.2% |
94% |
False |
False |
|
| 80 |
11,213.54 |
9,614.32 |
1,599.22 |
14.4% |
136.73 |
1.2% |
95% |
False |
False |
|
| 100 |
11,213.54 |
9,614.32 |
1,599.22 |
14.4% |
144.78 |
1.3% |
95% |
False |
False |
|
| 120 |
11,213.54 |
9,614.32 |
1,599.22 |
14.4% |
166.78 |
1.5% |
95% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,370.70 |
|
2.618 |
11,289.43 |
|
1.618 |
11,239.63 |
|
1.000 |
11,208.85 |
|
0.618 |
11,189.83 |
|
HIGH |
11,159.05 |
|
0.618 |
11,140.03 |
|
0.500 |
11,134.15 |
|
0.382 |
11,128.27 |
|
LOW |
11,109.25 |
|
0.618 |
11,078.47 |
|
1.000 |
11,059.45 |
|
1.618 |
11,028.67 |
|
2.618 |
10,978.87 |
|
4.250 |
10,897.60 |
|
|
| Fisher Pivots for day following 22-Oct-2010 |
| Pivot |
1 day |
3 day |
| R1 |
11,134.15 |
11,119.11 |
| PP |
11,133.62 |
11,105.66 |
| S1 |
11,133.09 |
11,092.22 |
|