| Trading Metrics calculated at close of trading on 26-Oct-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Oct-2010 |
26-Oct-2010 |
Change |
Change % |
Previous Week |
| Open |
1,329.3 |
1,340.3 |
11.0 |
0.8% |
1,371.0 |
| High |
1,349.5 |
1,343.8 |
-5.7 |
-0.4% |
1,375.6 |
| Low |
1,329.3 |
1,328.1 |
-1.2 |
-0.1% |
1,315.6 |
| Close |
1,338.9 |
1,338.6 |
-0.3 |
0.0% |
1,325.1 |
| Range |
20.2 |
15.7 |
-4.5 |
-22.3% |
60.0 |
| ATR |
20.8 |
20.5 |
-0.4 |
-1.8% |
0.0 |
| Volume |
135,296 |
146,981 |
11,685 |
8.6% |
855,207 |
|
| Daily Pivots for day following 26-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,383.9 |
1,377.0 |
1,347.2 |
|
| R3 |
1,368.2 |
1,361.3 |
1,342.9 |
|
| R2 |
1,352.5 |
1,352.5 |
1,341.5 |
|
| R1 |
1,345.6 |
1,345.6 |
1,340.0 |
1,341.2 |
| PP |
1,336.8 |
1,336.8 |
1,336.8 |
1,334.7 |
| S1 |
1,329.9 |
1,329.9 |
1,337.2 |
1,325.5 |
| S2 |
1,321.1 |
1,321.1 |
1,335.7 |
|
| S3 |
1,305.4 |
1,314.2 |
1,334.3 |
|
| S4 |
1,289.7 |
1,298.5 |
1,330.0 |
|
|
| Weekly Pivots for week ending 22-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,518.8 |
1,481.9 |
1,358.1 |
|
| R3 |
1,458.8 |
1,421.9 |
1,341.6 |
|
| R2 |
1,398.8 |
1,398.8 |
1,336.1 |
|
| R1 |
1,361.9 |
1,361.9 |
1,330.6 |
1,350.4 |
| PP |
1,338.8 |
1,338.8 |
1,338.8 |
1,333.0 |
| S1 |
1,301.9 |
1,301.9 |
1,319.6 |
1,290.4 |
| S2 |
1,278.8 |
1,278.8 |
1,314.1 |
|
| S3 |
1,218.8 |
1,241.9 |
1,308.6 |
|
| S4 |
1,158.8 |
1,181.9 |
1,292.1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,349.6 |
1,315.6 |
34.0 |
2.5% |
19.5 |
1.5% |
68% |
False |
False |
153,065 |
| 10 |
1,388.1 |
1,315.6 |
72.5 |
5.4% |
23.0 |
1.7% |
32% |
False |
False |
166,002 |
| 20 |
1,388.1 |
1,297.0 |
91.1 |
6.8% |
20.8 |
1.6% |
46% |
False |
False |
150,674 |
| 40 |
1,388.1 |
1,233.5 |
154.6 |
11.5% |
17.7 |
1.3% |
68% |
False |
False |
126,911 |
| 60 |
1,388.1 |
1,181.6 |
206.5 |
15.4% |
16.2 |
1.2% |
76% |
False |
False |
111,829 |
| 80 |
1,388.1 |
1,159.3 |
228.8 |
17.1% |
16.7 |
1.2% |
78% |
False |
False |
96,240 |
| 100 |
1,388.1 |
1,159.3 |
228.8 |
17.1% |
17.4 |
1.3% |
78% |
False |
False |
78,505 |
| 120 |
1,388.1 |
1,159.3 |
228.8 |
17.1% |
18.1 |
1.4% |
78% |
False |
False |
66,317 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,410.5 |
|
2.618 |
1,384.9 |
|
1.618 |
1,369.2 |
|
1.000 |
1,359.5 |
|
0.618 |
1,353.5 |
|
HIGH |
1,343.8 |
|
0.618 |
1,337.8 |
|
0.500 |
1,336.0 |
|
0.382 |
1,334.1 |
|
LOW |
1,328.1 |
|
0.618 |
1,318.4 |
|
1.000 |
1,312.4 |
|
1.618 |
1,302.7 |
|
2.618 |
1,287.0 |
|
4.250 |
1,261.4 |
|
|
| Fisher Pivots for day following 26-Oct-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1,337.7 |
1,336.6 |
| PP |
1,336.8 |
1,334.6 |
| S1 |
1,336.0 |
1,332.6 |
|