| 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 |
2,855.0 |
2,837.0 |
-18.0 |
-0.6% |
2,815.0 |
| High |
2,855.0 |
2,852.0 |
-3.0 |
-0.1% |
2,880.0 |
| Low |
2,828.0 |
2,813.0 |
-15.0 |
-0.5% |
2,805.0 |
| Close |
2,848.0 |
2,823.0 |
-25.0 |
-0.9% |
2,862.0 |
| Range |
27.0 |
39.0 |
12.0 |
44.4% |
75.0 |
| ATR |
42.9 |
42.6 |
-0.3 |
-0.7% |
0.0 |
| Volume |
360 |
70,703 |
70,343 |
19,539.7% |
3,268 |
|
| Daily Pivots for day following 27-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,946.3 |
2,923.7 |
2,844.5 |
|
| R3 |
2,907.3 |
2,884.7 |
2,833.7 |
|
| R2 |
2,868.3 |
2,868.3 |
2,830.2 |
|
| R1 |
2,845.7 |
2,845.7 |
2,826.6 |
2,837.5 |
| PP |
2,829.3 |
2,829.3 |
2,829.3 |
2,825.3 |
| S1 |
2,806.7 |
2,806.7 |
2,819.4 |
2,798.5 |
| S2 |
2,790.3 |
2,790.3 |
2,815.9 |
|
| S3 |
2,751.3 |
2,767.7 |
2,812.3 |
|
| S4 |
2,712.3 |
2,728.7 |
2,801.6 |
|
|
| Weekly Pivots for week ending 22-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,074.0 |
3,043.0 |
2,903.3 |
|
| R3 |
2,999.0 |
2,968.0 |
2,882.6 |
|
| R2 |
2,924.0 |
2,924.0 |
2,875.8 |
|
| R1 |
2,893.0 |
2,893.0 |
2,868.9 |
2,908.5 |
| PP |
2,849.0 |
2,849.0 |
2,849.0 |
2,856.8 |
| S1 |
2,818.0 |
2,818.0 |
2,855.1 |
2,833.5 |
| S2 |
2,774.0 |
2,774.0 |
2,848.3 |
|
| S3 |
2,699.0 |
2,743.0 |
2,841.4 |
|
| S4 |
2,624.0 |
2,668.0 |
2,820.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,887.0 |
2,813.0 |
74.0 |
2.6% |
34.4 |
1.2% |
14% |
False |
True |
14,370 |
| 10 |
2,887.0 |
2,805.0 |
82.0 |
2.9% |
36.1 |
1.3% |
22% |
False |
False |
16,252 |
| 20 |
2,887.0 |
2,671.0 |
216.0 |
7.7% |
42.1 |
1.5% |
70% |
False |
False |
8,367 |
| 40 |
2,887.0 |
2,671.0 |
216.0 |
7.7% |
42.2 |
1.5% |
70% |
False |
False |
6,827 |
| 60 |
2,887.0 |
2,535.0 |
352.0 |
12.5% |
41.9 |
1.5% |
82% |
False |
False |
4,684 |
| 80 |
2,887.0 |
2,535.0 |
352.0 |
12.5% |
41.3 |
1.5% |
82% |
False |
False |
3,593 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,017.8 |
|
2.618 |
2,954.1 |
|
1.618 |
2,915.1 |
|
1.000 |
2,891.0 |
|
0.618 |
2,876.1 |
|
HIGH |
2,852.0 |
|
0.618 |
2,837.1 |
|
0.500 |
2,832.5 |
|
0.382 |
2,827.9 |
|
LOW |
2,813.0 |
|
0.618 |
2,788.9 |
|
1.000 |
2,774.0 |
|
1.618 |
2,749.9 |
|
2.618 |
2,710.9 |
|
4.250 |
2,647.3 |
|
|
| Fisher Pivots for day following 27-Oct-2010 |
| Pivot |
1 day |
3 day |
| R1 |
2,832.5 |
2,850.0 |
| PP |
2,829.3 |
2,841.0 |
| S1 |
2,826.2 |
2,832.0 |
|