| Trading Metrics calculated at close of trading on 27-Oct-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Oct-2010 |
27-Oct-2010 |
Change |
Change % |
Previous Week |
| Open |
2,109.25 |
2,117.25 |
8.00 |
0.4% |
2,095.00 |
| High |
2,122.00 |
2,125.00 |
3.00 |
0.1% |
2,104.75 |
| Low |
2,092.50 |
2,102.25 |
9.75 |
0.5% |
2,051.50 |
| Close |
2,116.00 |
2,123.75 |
7.75 |
0.4% |
2,104.00 |
| Range |
29.50 |
22.75 |
-6.75 |
-22.9% |
53.25 |
| ATR |
32.77 |
32.05 |
-0.72 |
-2.2% |
0.00 |
| Volume |
255,462 |
267,310 |
11,848 |
4.6% |
1,552,360 |
|
| Daily Pivots for day following 27-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,185.25 |
2,177.25 |
2,136.25 |
|
| R3 |
2,162.50 |
2,154.50 |
2,130.00 |
|
| R2 |
2,139.75 |
2,139.75 |
2,128.00 |
|
| R1 |
2,131.75 |
2,131.75 |
2,125.75 |
2,135.75 |
| PP |
2,117.00 |
2,117.00 |
2,117.00 |
2,119.00 |
| S1 |
2,109.00 |
2,109.00 |
2,121.75 |
2,113.00 |
| S2 |
2,094.25 |
2,094.25 |
2,119.50 |
|
| S3 |
2,071.50 |
2,086.25 |
2,117.50 |
|
| S4 |
2,048.75 |
2,063.50 |
2,111.25 |
|
|
| 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 |
2,066.75 |
58.75 |
2.8% |
28.25 |
1.3% |
97% |
False |
False |
259,900 |
| 10 |
2,125.50 |
2,041.25 |
84.25 |
4.0% |
31.50 |
1.5% |
98% |
False |
False |
300,780 |
| 20 |
2,125.50 |
1,961.00 |
164.50 |
7.7% |
33.50 |
1.6% |
99% |
False |
False |
307,630 |
| 40 |
2,125.50 |
1,769.75 |
355.75 |
16.8% |
32.00 |
1.5% |
100% |
False |
False |
270,895 |
| 60 |
2,125.50 |
1,741.00 |
384.50 |
18.1% |
32.50 |
1.5% |
100% |
False |
False |
180,769 |
| 80 |
2,125.50 |
1,721.50 |
404.00 |
19.0% |
33.50 |
1.6% |
100% |
False |
False |
135,599 |
| 100 |
2,125.50 |
1,696.25 |
429.25 |
20.2% |
33.75 |
1.6% |
100% |
False |
False |
108,496 |
| 120 |
2,125.50 |
1,696.25 |
429.25 |
20.2% |
34.50 |
1.6% |
100% |
False |
False |
90,414 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,221.75 |
|
2.618 |
2,184.50 |
|
1.618 |
2,161.75 |
|
1.000 |
2,147.75 |
|
0.618 |
2,139.00 |
|
HIGH |
2,125.00 |
|
0.618 |
2,116.25 |
|
0.500 |
2,113.50 |
|
0.382 |
2,111.00 |
|
LOW |
2,102.25 |
|
0.618 |
2,088.25 |
|
1.000 |
2,079.50 |
|
1.618 |
2,065.50 |
|
2.618 |
2,042.75 |
|
4.250 |
2,005.50 |
|
|
| Fisher Pivots for day following 27-Oct-2010 |
| Pivot |
1 day |
3 day |
| R1 |
2,120.50 |
2,118.75 |
| PP |
2,117.00 |
2,114.00 |
| S1 |
2,113.50 |
2,109.00 |
|