| 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 |
2,838.0 |
2,840.0 |
2.0 |
0.1% |
2,821.0 |
| High |
2,856.0 |
2,857.0 |
1.0 |
0.0% |
2,882.0 |
| Low |
2,811.0 |
2,823.0 |
12.0 |
0.4% |
2,804.0 |
| Close |
2,822.0 |
2,838.0 |
16.0 |
0.6% |
2,862.0 |
| Range |
45.0 |
34.0 |
-11.0 |
-24.4% |
78.0 |
| ATR |
47.6 |
46.7 |
-0.9 |
-1.9% |
0.0 |
| Volume |
1,249,363 |
1,009,576 |
-239,787 |
-19.2% |
4,018,570 |
|
| Daily Pivots for day following 28-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,941.3 |
2,923.7 |
2,856.7 |
|
| R3 |
2,907.3 |
2,889.7 |
2,847.4 |
|
| R2 |
2,873.3 |
2,873.3 |
2,844.2 |
|
| R1 |
2,855.7 |
2,855.7 |
2,841.1 |
2,847.5 |
| PP |
2,839.3 |
2,839.3 |
2,839.3 |
2,835.3 |
| S1 |
2,821.7 |
2,821.7 |
2,834.9 |
2,813.5 |
| S2 |
2,805.3 |
2,805.3 |
2,831.8 |
|
| S3 |
2,771.3 |
2,787.7 |
2,828.7 |
|
| S4 |
2,737.3 |
2,753.7 |
2,819.3 |
|
|
| 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% |
36.0 |
1.3% |
34% |
False |
False |
997,640 |
| 10 |
2,890.0 |
2,804.0 |
86.0 |
3.0% |
41.4 |
1.5% |
40% |
False |
False |
818,495 |
| 20 |
2,890.0 |
2,670.0 |
220.0 |
7.8% |
45.6 |
1.6% |
76% |
False |
False |
831,318 |
| 40 |
2,890.0 |
2,670.0 |
220.0 |
7.8% |
47.9 |
1.7% |
76% |
False |
False |
831,425 |
| 60 |
2,890.0 |
2,537.0 |
353.0 |
12.4% |
49.8 |
1.8% |
85% |
False |
False |
556,322 |
| 80 |
2,890.0 |
2,537.0 |
353.0 |
12.4% |
50.8 |
1.8% |
85% |
False |
False |
417,775 |
| 100 |
2,890.0 |
2,481.0 |
409.0 |
14.4% |
52.7 |
1.9% |
87% |
False |
False |
335,687 |
| 120 |
2,890.0 |
2,424.0 |
466.0 |
16.4% |
56.2 |
2.0% |
89% |
False |
False |
280,134 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,001.5 |
|
2.618 |
2,946.0 |
|
1.618 |
2,912.0 |
|
1.000 |
2,891.0 |
|
0.618 |
2,878.0 |
|
HIGH |
2,857.0 |
|
0.618 |
2,844.0 |
|
0.500 |
2,840.0 |
|
0.382 |
2,836.0 |
|
LOW |
2,823.0 |
|
0.618 |
2,802.0 |
|
1.000 |
2,789.0 |
|
1.618 |
2,768.0 |
|
2.618 |
2,734.0 |
|
4.250 |
2,678.5 |
|
|
| Fisher Pivots for day following 28-Oct-2010 |
| Pivot |
1 day |
3 day |
| R1 |
2,840.0 |
2,837.3 |
| PP |
2,839.3 |
2,836.7 |
| S1 |
2,838.7 |
2,836.0 |
|