| Trading Metrics calculated at close of trading on 25-Oct-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Oct-2010 |
25-Oct-2010 |
Change |
Change % |
Previous Week |
| Open |
6,614.0 |
6,667.5 |
53.5 |
0.8% |
6,476.0 |
| High |
6,633.0 |
6,684.0 |
51.0 |
0.8% |
6,633.0 |
| Low |
6,595.5 |
6,635.0 |
39.5 |
0.6% |
6,463.0 |
| Close |
6,614.0 |
6,649.5 |
35.5 |
0.5% |
6,614.0 |
| Range |
37.5 |
49.0 |
11.5 |
30.7% |
170.0 |
| ATR |
92.2 |
90.6 |
-1.6 |
-1.7% |
0.0 |
| Volume |
95,191 |
105,245 |
10,054 |
10.6% |
500,792 |
|
| Daily Pivots for day following 25-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,803.2 |
6,775.3 |
6,676.5 |
|
| R3 |
6,754.2 |
6,726.3 |
6,663.0 |
|
| R2 |
6,705.2 |
6,705.2 |
6,658.5 |
|
| R1 |
6,677.3 |
6,677.3 |
6,654.0 |
6,666.8 |
| PP |
6,656.2 |
6,656.2 |
6,656.2 |
6,650.9 |
| S1 |
6,628.3 |
6,628.3 |
6,645.0 |
6,617.8 |
| S2 |
6,607.2 |
6,607.2 |
6,640.5 |
|
| S3 |
6,558.2 |
6,579.3 |
6,636.0 |
|
| S4 |
6,509.2 |
6,530.3 |
6,622.6 |
|
|
| Weekly Pivots for week ending 22-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,080.0 |
7,017.0 |
6,707.5 |
|
| R3 |
6,910.0 |
6,847.0 |
6,660.8 |
|
| R2 |
6,740.0 |
6,740.0 |
6,645.2 |
|
| R1 |
6,677.0 |
6,677.0 |
6,629.6 |
6,708.5 |
| PP |
6,570.0 |
6,570.0 |
6,570.0 |
6,585.8 |
| S1 |
6,507.0 |
6,507.0 |
6,598.4 |
6,538.5 |
| S2 |
6,400.0 |
6,400.0 |
6,582.8 |
|
| S3 |
6,230.0 |
6,337.0 |
6,567.3 |
|
| S4 |
6,060.0 |
6,167.0 |
6,520.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,684.0 |
6,463.0 |
221.0 |
3.3% |
74.5 |
1.1% |
84% |
True |
False |
97,352 |
| 10 |
6,684.0 |
6,230.0 |
454.0 |
6.8% |
83.6 |
1.3% |
92% |
True |
False |
88,837 |
| 20 |
6,684.0 |
6,118.5 |
565.5 |
8.5% |
91.7 |
1.4% |
94% |
True |
False |
98,766 |
| 40 |
6,684.0 |
5,830.0 |
854.0 |
12.8% |
91.4 |
1.4% |
96% |
True |
False |
83,960 |
| 60 |
6,684.0 |
5,830.0 |
854.0 |
12.8% |
91.4 |
1.4% |
96% |
True |
False |
56,124 |
| 80 |
6,684.0 |
5,830.0 |
854.0 |
12.8% |
95.6 |
1.4% |
96% |
True |
False |
42,216 |
| 100 |
6,684.0 |
5,814.5 |
869.5 |
13.1% |
97.5 |
1.5% |
96% |
True |
False |
34,292 |
| 120 |
6,684.0 |
5,625.0 |
1,059.0 |
15.9% |
103.5 |
1.6% |
97% |
True |
False |
28,662 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,892.3 |
|
2.618 |
6,812.3 |
|
1.618 |
6,763.3 |
|
1.000 |
6,733.0 |
|
0.618 |
6,714.3 |
|
HIGH |
6,684.0 |
|
0.618 |
6,665.3 |
|
0.500 |
6,659.5 |
|
0.382 |
6,653.7 |
|
LOW |
6,635.0 |
|
0.618 |
6,604.7 |
|
1.000 |
6,586.0 |
|
1.618 |
6,555.7 |
|
2.618 |
6,506.7 |
|
4.250 |
6,426.8 |
|
|
| Fisher Pivots for day following 25-Oct-2010 |
| Pivot |
1 day |
3 day |
| R1 |
6,659.5 |
6,632.7 |
| PP |
6,656.2 |
6,615.8 |
| S1 |
6,652.8 |
6,599.0 |
|