| Trading Metrics calculated at close of trading on 25-Oct-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Oct-2010 |
25-Oct-2010 |
Change |
Change % |
Previous Week |
| Open |
2,866.0 |
2,886.0 |
20.0 |
0.7% |
2,821.0 |
| High |
2,879.0 |
2,890.0 |
11.0 |
0.4% |
2,882.0 |
| Low |
2,854.0 |
2,849.0 |
-5.0 |
-0.2% |
2,804.0 |
| Close |
2,862.0 |
2,863.0 |
1.0 |
0.0% |
2,862.0 |
| Range |
25.0 |
41.0 |
16.0 |
64.0% |
78.0 |
| ATR |
49.2 |
48.6 |
-0.6 |
-1.2% |
0.0 |
| Volume |
821,819 |
848,633 |
26,814 |
3.3% |
4,018,570 |
|
| Daily Pivots for day following 25-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,990.3 |
2,967.7 |
2,885.6 |
|
| R3 |
2,949.3 |
2,926.7 |
2,874.3 |
|
| R2 |
2,908.3 |
2,908.3 |
2,870.5 |
|
| R1 |
2,885.7 |
2,885.7 |
2,866.8 |
2,876.5 |
| PP |
2,867.3 |
2,867.3 |
2,867.3 |
2,862.8 |
| S1 |
2,844.7 |
2,844.7 |
2,859.2 |
2,835.5 |
| S2 |
2,826.3 |
2,826.3 |
2,855.5 |
|
| S3 |
2,785.3 |
2,803.7 |
2,851.7 |
|
| S4 |
2,744.3 |
2,762.7 |
2,840.5 |
|
|
| Weekly Pivots for week ending 22-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,083.3 |
3,050.7 |
2,904.9 |
|
| R3 |
3,005.3 |
2,972.7 |
2,883.5 |
|
| R2 |
2,927.3 |
2,927.3 |
2,876.3 |
|
| R1 |
2,894.7 |
2,894.7 |
2,869.2 |
2,911.0 |
| PP |
2,849.3 |
2,849.3 |
2,849.3 |
2,857.5 |
| S1 |
2,816.7 |
2,816.7 |
2,854.9 |
2,833.0 |
| S2 |
2,771.3 |
2,771.3 |
2,847.7 |
|
| S3 |
2,693.3 |
2,738.7 |
2,840.6 |
|
| S4 |
2,615.3 |
2,660.7 |
2,819.1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,890.0 |
2,804.0 |
86.0 |
3.0% |
43.4 |
1.5% |
69% |
True |
False |
813,687 |
| 10 |
2,890.0 |
2,733.0 |
157.0 |
5.5% |
45.3 |
1.6% |
83% |
True |
False |
732,888 |
| 20 |
2,890.0 |
2,670.0 |
220.0 |
7.7% |
49.6 |
1.7% |
88% |
True |
False |
826,297 |
| 40 |
2,890.0 |
2,558.0 |
332.0 |
11.6% |
50.0 |
1.7% |
92% |
True |
False |
750,097 |
| 60 |
2,890.0 |
2,537.0 |
353.0 |
12.3% |
49.9 |
1.7% |
92% |
True |
False |
501,046 |
| 80 |
2,890.0 |
2,504.0 |
386.0 |
13.5% |
52.7 |
1.8% |
93% |
True |
False |
376,350 |
| 100 |
2,890.0 |
2,450.0 |
440.0 |
15.4% |
53.8 |
1.9% |
94% |
True |
False |
302,706 |
| 120 |
2,890.0 |
2,424.0 |
466.0 |
16.3% |
57.1 |
2.0% |
94% |
True |
False |
252,514 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,064.3 |
|
2.618 |
2,997.3 |
|
1.618 |
2,956.3 |
|
1.000 |
2,931.0 |
|
0.618 |
2,915.3 |
|
HIGH |
2,890.0 |
|
0.618 |
2,874.3 |
|
0.500 |
2,869.5 |
|
0.382 |
2,864.7 |
|
LOW |
2,849.0 |
|
0.618 |
2,823.7 |
|
1.000 |
2,808.0 |
|
1.618 |
2,782.7 |
|
2.618 |
2,741.7 |
|
4.250 |
2,674.8 |
|
|
| Fisher Pivots for day following 25-Oct-2010 |
| Pivot |
1 day |
3 day |
| R1 |
2,869.5 |
2,861.5 |
| PP |
2,867.3 |
2,860.0 |
| S1 |
2,865.2 |
2,858.5 |
|