| Trading Metrics calculated at close of trading on 28-Oct-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Oct-2010 |
28-Oct-2010 |
Change |
Change % |
Previous Week |
| Open |
2,117.25 |
2,123.50 |
6.25 |
0.3% |
2,095.00 |
| High |
2,125.00 |
2,136.75 |
11.75 |
0.6% |
2,104.75 |
| Low |
2,102.25 |
2,109.25 |
7.00 |
0.3% |
2,051.50 |
| Close |
2,123.75 |
2,125.75 |
2.00 |
0.1% |
2,104.00 |
| Range |
22.75 |
27.50 |
4.75 |
20.9% |
53.25 |
| ATR |
32.05 |
31.73 |
-0.33 |
-1.0% |
0.00 |
| Volume |
267,310 |
306,514 |
39,204 |
14.7% |
1,552,360 |
|
| Daily Pivots for day following 28-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,206.50 |
2,193.50 |
2,141.00 |
|
| R3 |
2,179.00 |
2,166.00 |
2,133.25 |
|
| R2 |
2,151.50 |
2,151.50 |
2,130.75 |
|
| R1 |
2,138.50 |
2,138.50 |
2,128.25 |
2,145.00 |
| PP |
2,124.00 |
2,124.00 |
2,124.00 |
2,127.00 |
| S1 |
2,111.00 |
2,111.00 |
2,123.25 |
2,117.50 |
| S2 |
2,096.50 |
2,096.50 |
2,120.75 |
|
| S3 |
2,069.00 |
2,083.50 |
2,118.25 |
|
| S4 |
2,041.50 |
2,056.00 |
2,110.50 |
|
|
| 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 |
2,136.75 |
2,077.00 |
59.75 |
2.8% |
26.25 |
1.2% |
82% |
True |
False |
255,609 |
| 10 |
2,136.75 |
2,051.50 |
85.25 |
4.0% |
31.50 |
1.5% |
87% |
True |
False |
299,755 |
| 20 |
2,136.75 |
1,961.00 |
175.75 |
8.3% |
32.50 |
1.5% |
94% |
True |
False |
300,730 |
| 40 |
2,136.75 |
1,811.00 |
325.75 |
15.3% |
31.25 |
1.5% |
97% |
True |
False |
278,534 |
| 60 |
2,136.75 |
1,741.00 |
395.75 |
18.6% |
32.50 |
1.5% |
97% |
True |
False |
185,877 |
| 80 |
2,136.75 |
1,741.00 |
395.75 |
18.6% |
33.00 |
1.6% |
97% |
True |
False |
139,429 |
| 100 |
2,136.75 |
1,696.25 |
440.50 |
20.7% |
33.75 |
1.6% |
98% |
True |
False |
111,561 |
| 120 |
2,136.75 |
1,696.25 |
440.50 |
20.7% |
34.75 |
1.6% |
98% |
True |
False |
92,969 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,253.50 |
|
2.618 |
2,208.75 |
|
1.618 |
2,181.25 |
|
1.000 |
2,164.25 |
|
0.618 |
2,153.75 |
|
HIGH |
2,136.75 |
|
0.618 |
2,126.25 |
|
0.500 |
2,123.00 |
|
0.382 |
2,119.75 |
|
LOW |
2,109.25 |
|
0.618 |
2,092.25 |
|
1.000 |
2,081.75 |
|
1.618 |
2,064.75 |
|
2.618 |
2,037.25 |
|
4.250 |
1,992.50 |
|
|
| Fisher Pivots for day following 28-Oct-2010 |
| Pivot |
1 day |
3 day |
| R1 |
2,124.75 |
2,122.00 |
| PP |
2,124.00 |
2,118.25 |
| S1 |
2,123.00 |
2,114.50 |
|