| Trading Metrics calculated at close of trading on 28-Oct-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Oct-2010 |
28-Oct-2010 |
Change |
Change % |
Previous Week |
| Open |
1,340.4 |
1,325.3 |
-15.1 |
-1.1% |
1,371.0 |
| High |
1,343.7 |
1,346.2 |
2.5 |
0.2% |
1,375.6 |
| Low |
1,318.6 |
1,322.9 |
4.3 |
0.3% |
1,315.6 |
| Close |
1,322.6 |
1,342.5 |
19.9 |
1.5% |
1,325.1 |
| Range |
25.1 |
23.3 |
-1.8 |
-7.2% |
60.0 |
| ATR |
20.8 |
21.0 |
0.2 |
1.0% |
0.0 |
| Volume |
154,849 |
139,591 |
-15,258 |
-9.9% |
855,207 |
|
| Daily Pivots for day following 28-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,407.1 |
1,398.1 |
1,355.3 |
|
| R3 |
1,383.8 |
1,374.8 |
1,348.9 |
|
| R2 |
1,360.5 |
1,360.5 |
1,346.8 |
|
| R1 |
1,351.5 |
1,351.5 |
1,344.6 |
1,356.0 |
| PP |
1,337.2 |
1,337.2 |
1,337.2 |
1,339.5 |
| S1 |
1,328.2 |
1,328.2 |
1,340.4 |
1,332.7 |
| S2 |
1,313.9 |
1,313.9 |
1,338.2 |
|
| S3 |
1,290.6 |
1,304.9 |
1,336.1 |
|
| S4 |
1,267.3 |
1,281.6 |
1,329.7 |
|
|
| 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 |
1,349.5 |
1,315.6 |
33.9 |
2.5% |
19.5 |
1.5% |
79% |
False |
False |
142,410 |
| 10 |
1,386.4 |
1,315.6 |
70.8 |
5.3% |
23.5 |
1.8% |
38% |
False |
False |
161,634 |
| 20 |
1,388.1 |
1,307.3 |
80.8 |
6.0% |
21.8 |
1.6% |
44% |
False |
False |
152,383 |
| 40 |
1,388.1 |
1,237.9 |
150.2 |
11.2% |
18.1 |
1.3% |
70% |
False |
False |
129,330 |
| 60 |
1,388.1 |
1,192.0 |
196.1 |
14.6% |
16.5 |
1.2% |
77% |
False |
False |
113,564 |
| 80 |
1,388.1 |
1,159.3 |
228.8 |
17.0% |
16.7 |
1.2% |
80% |
False |
False |
99,739 |
| 100 |
1,388.1 |
1,159.3 |
228.8 |
17.0% |
17.4 |
1.3% |
80% |
False |
False |
81,357 |
| 120 |
1,388.1 |
1,159.3 |
228.8 |
17.0% |
18.1 |
1.4% |
80% |
False |
False |
68,662 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,445.2 |
|
2.618 |
1,407.2 |
|
1.618 |
1,383.9 |
|
1.000 |
1,369.5 |
|
0.618 |
1,360.6 |
|
HIGH |
1,346.2 |
|
0.618 |
1,337.3 |
|
0.500 |
1,334.6 |
|
0.382 |
1,331.8 |
|
LOW |
1,322.9 |
|
0.618 |
1,308.5 |
|
1.000 |
1,299.6 |
|
1.618 |
1,285.2 |
|
2.618 |
1,261.9 |
|
4.250 |
1,223.9 |
|
|
| Fisher Pivots for day following 28-Oct-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1,339.9 |
1,339.1 |
| PP |
1,337.2 |
1,335.8 |
| S1 |
1,334.6 |
1,332.4 |
|