| Trading Metrics calculated at close of trading on 01-Nov-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Oct-2010 |
01-Nov-2010 |
Change |
Change % |
Previous Week |
| Open |
2,126.75 |
2,125.00 |
-1.75 |
-0.1% |
2,104.00 |
| High |
2,135.50 |
2,146.50 |
11.00 |
0.5% |
2,136.75 |
| Low |
2,116.75 |
2,115.00 |
-1.75 |
-0.1% |
2,092.50 |
| Close |
2,122.00 |
2,129.00 |
7.00 |
0.3% |
2,122.00 |
| Range |
18.75 |
31.50 |
12.75 |
68.0% |
44.25 |
| ATR |
30.80 |
30.85 |
0.05 |
0.2% |
0.00 |
| Volume |
232,478 |
286,483 |
54,005 |
23.2% |
1,303,530 |
|
| Daily Pivots for day following 01-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,224.75 |
2,208.25 |
2,146.25 |
|
| R3 |
2,193.25 |
2,176.75 |
2,137.75 |
|
| R2 |
2,161.75 |
2,161.75 |
2,134.75 |
|
| R1 |
2,145.25 |
2,145.25 |
2,132.00 |
2,153.50 |
| PP |
2,130.25 |
2,130.25 |
2,130.25 |
2,134.25 |
| S1 |
2,113.75 |
2,113.75 |
2,126.00 |
2,122.00 |
| S2 |
2,098.75 |
2,098.75 |
2,123.25 |
|
| S3 |
2,067.25 |
2,082.25 |
2,120.25 |
|
| S4 |
2,035.75 |
2,050.75 |
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 |
2,146.50 |
2,092.50 |
54.00 |
2.5% |
26.00 |
1.2% |
68% |
True |
False |
269,649 |
| 10 |
2,146.50 |
2,051.50 |
95.00 |
4.5% |
30.50 |
1.4% |
82% |
True |
False |
288,809 |
| 20 |
2,146.50 |
1,975.50 |
171.00 |
8.0% |
31.75 |
1.5% |
90% |
True |
False |
295,666 |
| 40 |
2,146.50 |
1,851.25 |
295.25 |
13.9% |
31.00 |
1.5% |
94% |
True |
False |
291,451 |
| 60 |
2,146.50 |
1,741.00 |
405.50 |
19.0% |
32.50 |
1.5% |
96% |
True |
False |
194,515 |
| 80 |
2,146.50 |
1,741.00 |
405.50 |
19.0% |
33.00 |
1.5% |
96% |
True |
False |
145,912 |
| 100 |
2,146.50 |
1,696.25 |
450.25 |
21.1% |
33.75 |
1.6% |
96% |
True |
False |
116,750 |
| 120 |
2,146.50 |
1,696.25 |
450.25 |
21.1% |
34.25 |
1.6% |
96% |
True |
False |
97,293 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,280.50 |
|
2.618 |
2,229.00 |
|
1.618 |
2,197.50 |
|
1.000 |
2,178.00 |
|
0.618 |
2,166.00 |
|
HIGH |
2,146.50 |
|
0.618 |
2,134.50 |
|
0.500 |
2,130.75 |
|
0.382 |
2,127.00 |
|
LOW |
2,115.00 |
|
0.618 |
2,095.50 |
|
1.000 |
2,083.50 |
|
1.618 |
2,064.00 |
|
2.618 |
2,032.50 |
|
4.250 |
1,981.00 |
|
|
| Fisher Pivots for day following 01-Nov-2010 |
| Pivot |
1 day |
3 day |
| R1 |
2,130.75 |
2,128.50 |
| PP |
2,130.25 |
2,128.25 |
| S1 |
2,129.50 |
2,128.00 |
|