| 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 |
2,886.0 |
2,856.0 |
-30.0 |
-1.0% |
2,821.0 |
| High |
2,890.0 |
2,861.0 |
-29.0 |
-1.0% |
2,882.0 |
| Low |
2,849.0 |
2,826.0 |
-23.0 |
-0.8% |
2,804.0 |
| Close |
2,863.0 |
2,848.0 |
-15.0 |
-0.5% |
2,862.0 |
| Range |
41.0 |
35.0 |
-6.0 |
-14.6% |
78.0 |
| ATR |
48.6 |
47.8 |
-0.8 |
-1.7% |
0.0 |
| Volume |
848,633 |
1,058,812 |
210,179 |
24.8% |
4,018,570 |
|
| Daily Pivots for day following 26-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,950.0 |
2,934.0 |
2,867.3 |
|
| R3 |
2,915.0 |
2,899.0 |
2,857.6 |
|
| R2 |
2,880.0 |
2,880.0 |
2,854.4 |
|
| R1 |
2,864.0 |
2,864.0 |
2,851.2 |
2,854.5 |
| PP |
2,845.0 |
2,845.0 |
2,845.0 |
2,840.3 |
| S1 |
2,829.0 |
2,829.0 |
2,844.8 |
2,819.5 |
| S2 |
2,810.0 |
2,810.0 |
2,841.6 |
|
| S3 |
2,775.0 |
2,794.0 |
2,838.4 |
|
| S4 |
2,740.0 |
2,759.0 |
2,828.8 |
|
|
| 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 |
2,812.0 |
78.0 |
2.7% |
39.4 |
1.4% |
46% |
False |
False |
1,025,450 |
| 10 |
2,890.0 |
2,770.0 |
120.0 |
4.2% |
44.3 |
1.6% |
65% |
False |
False |
720,533 |
| 20 |
2,890.0 |
2,670.0 |
220.0 |
7.7% |
48.6 |
1.7% |
81% |
False |
False |
879,238 |
| 40 |
2,890.0 |
2,598.0 |
292.0 |
10.3% |
49.4 |
1.7% |
86% |
False |
False |
775,809 |
| 60 |
2,890.0 |
2,537.0 |
353.0 |
12.4% |
49.9 |
1.8% |
88% |
False |
False |
518,686 |
| 80 |
2,890.0 |
2,517.0 |
373.0 |
13.1% |
52.1 |
1.8% |
89% |
False |
False |
389,569 |
| 100 |
2,890.0 |
2,480.0 |
410.0 |
14.4% |
53.5 |
1.9% |
90% |
False |
False |
313,242 |
| 120 |
2,890.0 |
2,424.0 |
466.0 |
16.4% |
56.6 |
2.0% |
91% |
False |
False |
261,330 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,009.8 |
|
2.618 |
2,952.6 |
|
1.618 |
2,917.6 |
|
1.000 |
2,896.0 |
|
0.618 |
2,882.6 |
|
HIGH |
2,861.0 |
|
0.618 |
2,847.6 |
|
0.500 |
2,843.5 |
|
0.382 |
2,839.4 |
|
LOW |
2,826.0 |
|
0.618 |
2,804.4 |
|
1.000 |
2,791.0 |
|
1.618 |
2,769.4 |
|
2.618 |
2,734.4 |
|
4.250 |
2,677.3 |
|
|
| Fisher Pivots for day following 26-Oct-2010 |
| Pivot |
1 day |
3 day |
| R1 |
2,846.5 |
2,858.0 |
| PP |
2,845.0 |
2,854.7 |
| S1 |
2,843.5 |
2,851.3 |
|