| Trading Metrics calculated at close of trading on 26-Oct-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Oct-2010 |
26-Oct-2010 |
Change |
Change % |
Previous Week |
| Open |
2,104.00 |
2,109.25 |
5.25 |
0.2% |
2,095.00 |
| High |
2,125.50 |
2,122.00 |
-3.50 |
-0.2% |
2,104.75 |
| Low |
2,102.00 |
2,092.50 |
-9.50 |
-0.5% |
2,051.50 |
| Close |
2,108.50 |
2,116.00 |
7.50 |
0.4% |
2,104.00 |
| Range |
23.50 |
29.50 |
6.00 |
25.5% |
53.25 |
| ATR |
33.02 |
32.77 |
-0.25 |
-0.8% |
0.00 |
| Volume |
241,766 |
255,462 |
13,696 |
5.7% |
1,552,360 |
|
| Daily Pivots for day following 26-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,198.75 |
2,186.75 |
2,132.25 |
|
| R3 |
2,169.25 |
2,157.25 |
2,124.00 |
|
| R2 |
2,139.75 |
2,139.75 |
2,121.50 |
|
| R1 |
2,127.75 |
2,127.75 |
2,118.75 |
2,133.75 |
| PP |
2,110.25 |
2,110.25 |
2,110.25 |
2,113.00 |
| S1 |
2,098.25 |
2,098.25 |
2,113.25 |
2,104.25 |
| S2 |
2,080.75 |
2,080.75 |
2,110.50 |
|
| S3 |
2,051.25 |
2,068.75 |
2,108.00 |
|
| S4 |
2,021.75 |
2,039.25 |
2,099.75 |
|
|
| Weekly Pivots for week ending 22-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,246.50 |
2,228.50 |
2,133.25 |
|
| R3 |
2,193.25 |
2,175.25 |
2,118.75 |
|
| R2 |
2,140.00 |
2,140.00 |
2,113.75 |
|
| R1 |
2,122.00 |
2,122.00 |
2,109.00 |
2,131.00 |
| PP |
2,086.75 |
2,086.75 |
2,086.75 |
2,091.25 |
| S1 |
2,068.75 |
2,068.75 |
2,099.00 |
2,077.75 |
| S2 |
2,033.50 |
2,033.50 |
2,094.25 |
|
| S3 |
1,980.25 |
2,015.50 |
2,089.25 |
|
| S4 |
1,927.00 |
1,962.25 |
2,074.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,125.50 |
2,062.50 |
63.00 |
3.0% |
30.75 |
1.5% |
85% |
False |
False |
264,230 |
| 10 |
2,125.50 |
2,035.75 |
89.75 |
4.2% |
32.00 |
1.5% |
89% |
False |
False |
303,671 |
| 20 |
2,125.50 |
1,961.00 |
164.50 |
7.8% |
33.25 |
1.6% |
94% |
False |
False |
307,998 |
| 40 |
2,125.50 |
1,752.25 |
373.25 |
17.6% |
32.00 |
1.5% |
97% |
False |
False |
264,256 |
| 60 |
2,125.50 |
1,741.00 |
384.50 |
18.2% |
32.50 |
1.5% |
98% |
False |
False |
176,314 |
| 80 |
2,125.50 |
1,704.75 |
420.75 |
19.9% |
33.75 |
1.6% |
98% |
False |
False |
132,262 |
| 100 |
2,125.50 |
1,696.25 |
429.25 |
20.3% |
34.00 |
1.6% |
98% |
False |
False |
105,822 |
| 120 |
2,125.50 |
1,696.25 |
429.25 |
20.3% |
35.00 |
1.7% |
98% |
False |
False |
88,187 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,247.50 |
|
2.618 |
2,199.25 |
|
1.618 |
2,169.75 |
|
1.000 |
2,151.50 |
|
0.618 |
2,140.25 |
|
HIGH |
2,122.00 |
|
0.618 |
2,110.75 |
|
0.500 |
2,107.25 |
|
0.382 |
2,103.75 |
|
LOW |
2,092.50 |
|
0.618 |
2,074.25 |
|
1.000 |
2,063.00 |
|
1.618 |
2,044.75 |
|
2.618 |
2,015.25 |
|
4.250 |
1,967.00 |
|
|
| Fisher Pivots for day following 26-Oct-2010 |
| Pivot |
1 day |
3 day |
| R1 |
2,113.00 |
2,111.00 |
| PP |
2,110.25 |
2,106.25 |
| S1 |
2,107.25 |
2,101.25 |
|