| 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 |
2,856.0 |
2,838.0 |
-18.0 |
-0.6% |
2,821.0 |
| High |
2,861.0 |
2,856.0 |
-5.0 |
-0.2% |
2,882.0 |
| Low |
2,826.0 |
2,811.0 |
-15.0 |
-0.5% |
2,804.0 |
| Close |
2,848.0 |
2,822.0 |
-26.0 |
-0.9% |
2,862.0 |
| Range |
35.0 |
45.0 |
10.0 |
28.6% |
78.0 |
| ATR |
47.8 |
47.6 |
-0.2 |
-0.4% |
0.0 |
| Volume |
1,058,812 |
1,249,363 |
190,551 |
18.0% |
4,018,570 |
|
| Daily Pivots for day following 27-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,964.7 |
2,938.3 |
2,846.8 |
|
| R3 |
2,919.7 |
2,893.3 |
2,834.4 |
|
| R2 |
2,874.7 |
2,874.7 |
2,830.3 |
|
| R1 |
2,848.3 |
2,848.3 |
2,826.1 |
2,839.0 |
| PP |
2,829.7 |
2,829.7 |
2,829.7 |
2,825.0 |
| S1 |
2,803.3 |
2,803.3 |
2,817.9 |
2,794.0 |
| S2 |
2,784.7 |
2,784.7 |
2,813.8 |
|
| S3 |
2,739.7 |
2,758.3 |
2,809.6 |
|
| S4 |
2,694.7 |
2,713.3 |
2,797.3 |
|
|
| 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 |
2,811.0 |
79.0 |
2.8% |
40.2 |
1.4% |
14% |
False |
True |
1,079,897 |
| 10 |
2,890.0 |
2,804.0 |
86.0 |
3.0% |
41.6 |
1.5% |
21% |
False |
False |
845,469 |
| 20 |
2,890.0 |
2,670.0 |
220.0 |
7.8% |
47.9 |
1.7% |
69% |
False |
False |
869,310 |
| 40 |
2,890.0 |
2,670.0 |
220.0 |
7.8% |
47.9 |
1.7% |
69% |
False |
False |
806,830 |
| 60 |
2,890.0 |
2,537.0 |
353.0 |
12.5% |
49.9 |
1.8% |
81% |
False |
False |
539,502 |
| 80 |
2,890.0 |
2,537.0 |
353.0 |
12.5% |
51.0 |
1.8% |
81% |
False |
False |
405,164 |
| 100 |
2,890.0 |
2,481.0 |
409.0 |
14.5% |
53.4 |
1.9% |
83% |
False |
False |
325,723 |
| 120 |
2,890.0 |
2,424.0 |
466.0 |
16.5% |
56.3 |
2.0% |
85% |
False |
False |
271,730 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,047.3 |
|
2.618 |
2,973.8 |
|
1.618 |
2,928.8 |
|
1.000 |
2,901.0 |
|
0.618 |
2,883.8 |
|
HIGH |
2,856.0 |
|
0.618 |
2,838.8 |
|
0.500 |
2,833.5 |
|
0.382 |
2,828.2 |
|
LOW |
2,811.0 |
|
0.618 |
2,783.2 |
|
1.000 |
2,766.0 |
|
1.618 |
2,738.2 |
|
2.618 |
2,693.2 |
|
4.250 |
2,619.8 |
|
|
| Fisher Pivots for day following 27-Oct-2010 |
| Pivot |
1 day |
3 day |
| R1 |
2,833.5 |
2,850.5 |
| PP |
2,829.7 |
2,841.0 |
| S1 |
2,825.8 |
2,831.5 |
|