| Trading Metrics calculated at close of trading on 01-Nov-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Oct-2010 |
01-Nov-2010 |
Change |
Change % |
Previous Week |
| Open |
2,822.0 |
2,860.0 |
38.0 |
1.3% |
2,886.0 |
| High |
2,852.0 |
2,866.0 |
14.0 |
0.5% |
2,890.0 |
| Low |
2,814.0 |
2,796.0 |
-18.0 |
-0.6% |
2,811.0 |
| Close |
2,839.0 |
2,826.0 |
-13.0 |
-0.5% |
2,839.0 |
| Range |
38.0 |
70.0 |
32.0 |
84.2% |
79.0 |
| ATR |
46.1 |
47.8 |
1.7 |
3.7% |
0.0 |
| Volume |
1,162,916 |
1,216,538 |
53,622 |
4.6% |
5,329,300 |
|
| Daily Pivots for day following 01-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,039.3 |
3,002.7 |
2,864.5 |
|
| R3 |
2,969.3 |
2,932.7 |
2,845.3 |
|
| R2 |
2,899.3 |
2,899.3 |
2,838.8 |
|
| R1 |
2,862.7 |
2,862.7 |
2,832.4 |
2,846.0 |
| PP |
2,829.3 |
2,829.3 |
2,829.3 |
2,821.0 |
| S1 |
2,792.7 |
2,792.7 |
2,819.6 |
2,776.0 |
| S2 |
2,759.3 |
2,759.3 |
2,813.2 |
|
| S3 |
2,689.3 |
2,722.7 |
2,806.8 |
|
| S4 |
2,619.3 |
2,652.7 |
2,787.5 |
|
|
| 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 |
2,866.0 |
2,796.0 |
70.0 |
2.5% |
44.4 |
1.6% |
43% |
True |
True |
1,139,441 |
| 10 |
2,890.0 |
2,796.0 |
94.0 |
3.3% |
43.9 |
1.6% |
32% |
False |
True |
976,564 |
| 20 |
2,890.0 |
2,677.0 |
213.0 |
7.5% |
45.2 |
1.6% |
70% |
False |
False |
813,529 |
| 40 |
2,890.0 |
2,670.0 |
220.0 |
7.8% |
48.9 |
1.7% |
71% |
False |
False |
889,777 |
| 60 |
2,890.0 |
2,537.0 |
353.0 |
12.5% |
50.1 |
1.8% |
82% |
False |
False |
595,968 |
| 80 |
2,890.0 |
2,537.0 |
353.0 |
12.5% |
51.4 |
1.8% |
82% |
False |
False |
447,370 |
| 100 |
2,890.0 |
2,481.0 |
409.0 |
14.5% |
53.0 |
1.9% |
84% |
False |
False |
359,235 |
| 120 |
2,890.0 |
2,424.0 |
466.0 |
16.5% |
55.5 |
2.0% |
86% |
False |
False |
299,955 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,163.5 |
|
2.618 |
3,049.3 |
|
1.618 |
2,979.3 |
|
1.000 |
2,936.0 |
|
0.618 |
2,909.3 |
|
HIGH |
2,866.0 |
|
0.618 |
2,839.3 |
|
0.500 |
2,831.0 |
|
0.382 |
2,822.7 |
|
LOW |
2,796.0 |
|
0.618 |
2,752.7 |
|
1.000 |
2,726.0 |
|
1.618 |
2,682.7 |
|
2.618 |
2,612.7 |
|
4.250 |
2,498.5 |
|
|
| Fisher Pivots for day following 01-Nov-2010 |
| Pivot |
1 day |
3 day |
| R1 |
2,831.0 |
2,831.0 |
| PP |
2,829.3 |
2,829.3 |
| S1 |
2,827.7 |
2,827.7 |
|