| Trading Metrics calculated at close of trading on 27-Oct-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Oct-2010 |
27-Oct-2010 |
Change |
Change % |
Previous Week |
| Open |
1,340.3 |
1,340.4 |
0.1 |
0.0% |
1,371.0 |
| High |
1,343.8 |
1,343.7 |
-0.1 |
0.0% |
1,375.6 |
| Low |
1,328.1 |
1,318.6 |
-9.5 |
-0.7% |
1,315.6 |
| Close |
1,338.6 |
1,322.6 |
-16.0 |
-1.2% |
1,325.1 |
| Range |
15.7 |
25.1 |
9.4 |
59.9% |
60.0 |
| ATR |
20.5 |
20.8 |
0.3 |
1.6% |
0.0 |
| Volume |
146,981 |
154,849 |
7,868 |
5.4% |
855,207 |
|
| Daily Pivots for day following 27-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,403.6 |
1,388.2 |
1,336.4 |
|
| R3 |
1,378.5 |
1,363.1 |
1,329.5 |
|
| R2 |
1,353.4 |
1,353.4 |
1,327.2 |
|
| R1 |
1,338.0 |
1,338.0 |
1,324.9 |
1,333.2 |
| PP |
1,328.3 |
1,328.3 |
1,328.3 |
1,325.9 |
| S1 |
1,312.9 |
1,312.9 |
1,320.3 |
1,308.1 |
| S2 |
1,303.2 |
1,303.2 |
1,318.0 |
|
| S3 |
1,278.1 |
1,287.8 |
1,315.7 |
|
| S4 |
1,253.0 |
1,262.7 |
1,308.8 |
|
|
| 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 |
2.6% |
21.1 |
1.6% |
21% |
False |
False |
154,142 |
| 10 |
1,388.1 |
1,315.6 |
72.5 |
5.5% |
22.9 |
1.7% |
10% |
False |
False |
164,549 |
| 20 |
1,388.1 |
1,297.0 |
91.1 |
6.9% |
21.7 |
1.6% |
28% |
False |
False |
152,920 |
| 40 |
1,388.1 |
1,237.9 |
150.2 |
11.4% |
17.8 |
1.3% |
56% |
False |
False |
128,257 |
| 60 |
1,388.1 |
1,187.0 |
201.1 |
15.2% |
16.4 |
1.2% |
67% |
False |
False |
112,913 |
| 80 |
1,388.1 |
1,159.3 |
228.8 |
17.3% |
16.7 |
1.3% |
71% |
False |
False |
98,112 |
| 100 |
1,388.1 |
1,159.3 |
228.8 |
17.3% |
17.4 |
1.3% |
71% |
False |
False |
80,014 |
| 120 |
1,388.1 |
1,159.3 |
228.8 |
17.3% |
18.2 |
1.4% |
71% |
False |
False |
67,543 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,450.4 |
|
2.618 |
1,409.4 |
|
1.618 |
1,384.3 |
|
1.000 |
1,368.8 |
|
0.618 |
1,359.2 |
|
HIGH |
1,343.7 |
|
0.618 |
1,334.1 |
|
0.500 |
1,331.2 |
|
0.382 |
1,328.2 |
|
LOW |
1,318.6 |
|
0.618 |
1,303.1 |
|
1.000 |
1,293.5 |
|
1.618 |
1,278.0 |
|
2.618 |
1,252.9 |
|
4.250 |
1,211.9 |
|
|
| Fisher Pivots for day following 27-Oct-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1,331.2 |
1,334.1 |
| PP |
1,328.3 |
1,330.2 |
| S1 |
1,325.5 |
1,326.4 |
|