| Trading Metrics calculated at close of trading on 29-Oct-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Oct-2010 |
29-Oct-2010 |
Change |
Change % |
Previous Week |
| Open |
2,840.0 |
2,822.0 |
-18.0 |
-0.6% |
2,886.0 |
| High |
2,857.0 |
2,852.0 |
-5.0 |
-0.2% |
2,890.0 |
| Low |
2,823.0 |
2,814.0 |
-9.0 |
-0.3% |
2,811.0 |
| Close |
2,838.0 |
2,839.0 |
1.0 |
0.0% |
2,839.0 |
| Range |
34.0 |
38.0 |
4.0 |
11.8% |
79.0 |
| ATR |
46.7 |
46.1 |
-0.6 |
-1.3% |
0.0 |
| Volume |
1,009,576 |
1,162,916 |
153,340 |
15.2% |
5,329,300 |
|
| Daily Pivots for day following 29-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,949.0 |
2,932.0 |
2,859.9 |
|
| R3 |
2,911.0 |
2,894.0 |
2,849.5 |
|
| R2 |
2,873.0 |
2,873.0 |
2,846.0 |
|
| R1 |
2,856.0 |
2,856.0 |
2,842.5 |
2,864.5 |
| PP |
2,835.0 |
2,835.0 |
2,835.0 |
2,839.3 |
| S1 |
2,818.0 |
2,818.0 |
2,835.5 |
2,826.5 |
| S2 |
2,797.0 |
2,797.0 |
2,832.0 |
|
| S3 |
2,759.0 |
2,780.0 |
2,828.6 |
|
| S4 |
2,721.0 |
2,742.0 |
2,818.1 |
|
|
| Weekly Pivots for week ending 29-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,083.7 |
3,040.3 |
2,882.5 |
|
| R3 |
3,004.7 |
2,961.3 |
2,860.7 |
|
| R2 |
2,925.7 |
2,925.7 |
2,853.5 |
|
| R1 |
2,882.3 |
2,882.3 |
2,846.2 |
2,864.5 |
| PP |
2,846.7 |
2,846.7 |
2,846.7 |
2,837.8 |
| S1 |
2,803.3 |
2,803.3 |
2,831.8 |
2,785.5 |
| S2 |
2,767.7 |
2,767.7 |
2,824.5 |
|
| S3 |
2,688.7 |
2,724.3 |
2,817.3 |
|
| S4 |
2,609.7 |
2,645.3 |
2,795.6 |
|
|
| 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% |
38.6 |
1.4% |
35% |
False |
False |
1,065,860 |
| 10 |
2,890.0 |
2,804.0 |
86.0 |
3.0% |
41.6 |
1.5% |
41% |
False |
False |
934,787 |
| 20 |
2,890.0 |
2,670.0 |
220.0 |
7.7% |
44.5 |
1.6% |
77% |
False |
False |
809,027 |
| 40 |
2,890.0 |
2,670.0 |
220.0 |
7.7% |
47.5 |
1.7% |
77% |
False |
False |
860,030 |
| 60 |
2,890.0 |
2,537.0 |
353.0 |
12.4% |
49.3 |
1.7% |
86% |
False |
False |
575,696 |
| 80 |
2,890.0 |
2,537.0 |
353.0 |
12.4% |
50.9 |
1.8% |
86% |
False |
False |
432,169 |
| 100 |
2,890.0 |
2,481.0 |
409.0 |
14.4% |
52.6 |
1.9% |
88% |
False |
False |
347,231 |
| 120 |
2,890.0 |
2,424.0 |
466.0 |
16.4% |
55.5 |
2.0% |
89% |
False |
False |
289,823 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,013.5 |
|
2.618 |
2,951.5 |
|
1.618 |
2,913.5 |
|
1.000 |
2,890.0 |
|
0.618 |
2,875.5 |
|
HIGH |
2,852.0 |
|
0.618 |
2,837.5 |
|
0.500 |
2,833.0 |
|
0.382 |
2,828.5 |
|
LOW |
2,814.0 |
|
0.618 |
2,790.5 |
|
1.000 |
2,776.0 |
|
1.618 |
2,752.5 |
|
2.618 |
2,714.5 |
|
4.250 |
2,652.5 |
|
|
| Fisher Pivots for day following 29-Oct-2010 |
| Pivot |
1 day |
3 day |
| R1 |
2,837.0 |
2,837.3 |
| PP |
2,835.0 |
2,835.7 |
| S1 |
2,833.0 |
2,834.0 |
|