| Trading Metrics calculated at close of trading on 29-Oct-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Oct-2010 |
29-Oct-2010 |
Change |
Change % |
Previous Week |
| Open |
2,123.50 |
2,126.75 |
3.25 |
0.2% |
2,104.00 |
| High |
2,136.75 |
2,135.50 |
-1.25 |
-0.1% |
2,136.75 |
| Low |
2,109.25 |
2,116.75 |
7.50 |
0.4% |
2,092.50 |
| Close |
2,125.75 |
2,122.00 |
-3.75 |
-0.2% |
2,122.00 |
| Range |
27.50 |
18.75 |
-8.75 |
-31.8% |
44.25 |
| ATR |
31.73 |
30.80 |
-0.93 |
-2.9% |
0.00 |
| Volume |
306,514 |
232,478 |
-74,036 |
-24.2% |
1,303,530 |
|
| Daily Pivots for day following 29-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,181.00 |
2,170.25 |
2,132.25 |
|
| R3 |
2,162.25 |
2,151.50 |
2,127.25 |
|
| R2 |
2,143.50 |
2,143.50 |
2,125.50 |
|
| R1 |
2,132.75 |
2,132.75 |
2,123.75 |
2,128.75 |
| PP |
2,124.75 |
2,124.75 |
2,124.75 |
2,122.75 |
| S1 |
2,114.00 |
2,114.00 |
2,120.25 |
2,110.00 |
| S2 |
2,106.00 |
2,106.00 |
2,118.50 |
|
| S3 |
2,087.25 |
2,095.25 |
2,116.75 |
|
| S4 |
2,068.50 |
2,076.50 |
2,111.75 |
|
|
| Weekly Pivots for week ending 29-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,249.75 |
2,230.25 |
2,146.25 |
|
| R3 |
2,205.50 |
2,186.00 |
2,134.25 |
|
| R2 |
2,161.25 |
2,161.25 |
2,130.00 |
|
| R1 |
2,141.75 |
2,141.75 |
2,126.00 |
2,151.50 |
| PP |
2,117.00 |
2,117.00 |
2,117.00 |
2,122.00 |
| S1 |
2,097.50 |
2,097.50 |
2,118.00 |
2,107.25 |
| S2 |
2,072.75 |
2,072.75 |
2,114.00 |
|
| S3 |
2,028.50 |
2,053.25 |
2,109.75 |
|
| S4 |
1,984.25 |
2,009.00 |
2,097.75 |
|
|
| 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 |
2,092.50 |
44.25 |
2.1% |
24.50 |
1.1% |
67% |
False |
False |
260,706 |
| 10 |
2,136.75 |
2,051.50 |
85.25 |
4.0% |
29.75 |
1.4% |
83% |
False |
False |
285,589 |
| 20 |
2,136.75 |
1,961.00 |
175.75 |
8.3% |
32.00 |
1.5% |
92% |
False |
False |
296,289 |
| 40 |
2,136.75 |
1,832.50 |
304.25 |
14.3% |
31.00 |
1.5% |
95% |
False |
False |
284,312 |
| 60 |
2,136.75 |
1,741.00 |
395.75 |
18.6% |
32.50 |
1.5% |
96% |
False |
False |
189,741 |
| 80 |
2,136.75 |
1,741.00 |
395.75 |
18.6% |
33.00 |
1.5% |
96% |
False |
False |
142,332 |
| 100 |
2,136.75 |
1,696.25 |
440.50 |
20.8% |
33.75 |
1.6% |
97% |
False |
False |
113,885 |
| 120 |
2,136.75 |
1,696.25 |
440.50 |
20.8% |
34.50 |
1.6% |
97% |
False |
False |
94,906 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,215.25 |
|
2.618 |
2,184.50 |
|
1.618 |
2,165.75 |
|
1.000 |
2,154.25 |
|
0.618 |
2,147.00 |
|
HIGH |
2,135.50 |
|
0.618 |
2,128.25 |
|
0.500 |
2,126.00 |
|
0.382 |
2,124.00 |
|
LOW |
2,116.75 |
|
0.618 |
2,105.25 |
|
1.000 |
2,098.00 |
|
1.618 |
2,086.50 |
|
2.618 |
2,067.75 |
|
4.250 |
2,037.00 |
|
|
| Fisher Pivots for day following 29-Oct-2010 |
| Pivot |
1 day |
3 day |
| R1 |
2,126.00 |
2,121.25 |
| PP |
2,124.75 |
2,120.25 |
| S1 |
2,123.50 |
2,119.50 |
|