| Trading Metrics calculated at close of trading on 04-Nov-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Nov-2010 |
04-Nov-2010 |
Change |
Change % |
Previous Week |
| Open |
2,151.25 |
2,164.50 |
13.25 |
0.6% |
2,104.00 |
| High |
2,165.50 |
2,191.00 |
25.50 |
1.2% |
2,136.75 |
| Low |
2,130.00 |
2,162.25 |
32.25 |
1.5% |
2,092.50 |
| Close |
2,164.25 |
2,184.50 |
20.25 |
0.9% |
2,122.00 |
| Range |
35.50 |
28.75 |
-6.75 |
-19.0% |
44.25 |
| ATR |
30.96 |
30.80 |
-0.16 |
-0.5% |
0.00 |
| Volume |
348,195 |
324,318 |
-23,877 |
-6.9% |
1,303,530 |
|
| Daily Pivots for day following 04-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,265.50 |
2,253.75 |
2,200.25 |
|
| R3 |
2,236.75 |
2,225.00 |
2,192.50 |
|
| R2 |
2,208.00 |
2,208.00 |
2,189.75 |
|
| R1 |
2,196.25 |
2,196.25 |
2,187.25 |
2,202.00 |
| PP |
2,179.25 |
2,179.25 |
2,179.25 |
2,182.25 |
| S1 |
2,167.50 |
2,167.50 |
2,181.75 |
2,173.50 |
| S2 |
2,150.50 |
2,150.50 |
2,179.25 |
|
| S3 |
2,121.75 |
2,138.75 |
2,176.50 |
|
| S4 |
2,093.00 |
2,110.00 |
2,168.75 |
|
|
| 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 |
2,191.00 |
2,115.00 |
76.00 |
3.5% |
28.50 |
1.3% |
91% |
True |
False |
283,738 |
| 10 |
2,191.00 |
2,077.00 |
114.00 |
5.2% |
27.25 |
1.2% |
94% |
True |
False |
269,673 |
| 20 |
2,191.00 |
1,982.00 |
209.00 |
9.6% |
30.75 |
1.4% |
97% |
True |
False |
291,918 |
| 40 |
2,191.00 |
1,877.50 |
313.50 |
14.4% |
31.25 |
1.4% |
98% |
True |
False |
309,261 |
| 60 |
2,191.00 |
1,741.00 |
450.00 |
20.6% |
32.25 |
1.5% |
99% |
True |
False |
209,507 |
| 80 |
2,191.00 |
1,741.00 |
450.00 |
20.6% |
33.00 |
1.5% |
99% |
True |
False |
157,156 |
| 100 |
2,191.00 |
1,696.25 |
494.75 |
22.6% |
34.00 |
1.6% |
99% |
True |
False |
125,747 |
| 120 |
2,191.00 |
1,696.25 |
494.75 |
22.6% |
34.25 |
1.6% |
99% |
True |
False |
104,791 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,313.25 |
|
2.618 |
2,266.25 |
|
1.618 |
2,237.50 |
|
1.000 |
2,219.75 |
|
0.618 |
2,208.75 |
|
HIGH |
2,191.00 |
|
0.618 |
2,180.00 |
|
0.500 |
2,176.50 |
|
0.382 |
2,173.25 |
|
LOW |
2,162.25 |
|
0.618 |
2,144.50 |
|
1.000 |
2,133.50 |
|
1.618 |
2,115.75 |
|
2.618 |
2,087.00 |
|
4.250 |
2,040.00 |
|
|
| Fisher Pivots for day following 04-Nov-2010 |
| Pivot |
1 day |
3 day |
| R1 |
2,182.00 |
2,176.00 |
| PP |
2,179.25 |
2,167.25 |
| S1 |
2,176.50 |
2,158.50 |
|