| 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 |
2,840.0 |
2,825.0 |
-15.0 |
-0.5% |
2,886.0 |
| High |
2,852.0 |
2,916.0 |
64.0 |
2.2% |
2,916.0 |
| Low |
2,825.0 |
2,816.0 |
-9.0 |
-0.3% |
2,813.0 |
| Close |
2,838.0 |
2,839.0 |
1.0 |
0.0% |
2,839.0 |
| Range |
27.0 |
100.0 |
73.0 |
270.4% |
103.0 |
| ATR |
41.7 |
45.8 |
4.2 |
10.0% |
0.0 |
| Volume |
27,646 |
30,858 |
3,212 |
11.6% |
129,720 |
|
| Daily Pivots for day following 29-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,157.0 |
3,098.0 |
2,894.0 |
|
| R3 |
3,057.0 |
2,998.0 |
2,866.5 |
|
| R2 |
2,957.0 |
2,957.0 |
2,857.3 |
|
| R1 |
2,898.0 |
2,898.0 |
2,848.2 |
2,927.5 |
| PP |
2,857.0 |
2,857.0 |
2,857.0 |
2,871.8 |
| S1 |
2,798.0 |
2,798.0 |
2,829.8 |
2,827.5 |
| S2 |
2,757.0 |
2,757.0 |
2,820.7 |
|
| S3 |
2,657.0 |
2,698.0 |
2,811.5 |
|
| S4 |
2,557.0 |
2,598.0 |
2,784.0 |
|
|
| Weekly Pivots for week ending 29-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,165.0 |
3,105.0 |
2,895.7 |
|
| R3 |
3,062.0 |
3,002.0 |
2,867.3 |
|
| R2 |
2,959.0 |
2,959.0 |
2,857.9 |
|
| R1 |
2,899.0 |
2,899.0 |
2,848.4 |
2,877.5 |
| PP |
2,856.0 |
2,856.0 |
2,856.0 |
2,845.3 |
| S1 |
2,796.0 |
2,796.0 |
2,829.6 |
2,774.5 |
| S2 |
2,753.0 |
2,753.0 |
2,820.1 |
|
| S3 |
2,650.0 |
2,693.0 |
2,810.7 |
|
| S4 |
2,547.0 |
2,590.0 |
2,782.4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,916.0 |
2,813.0 |
103.0 |
3.6% |
46.0 |
1.6% |
25% |
True |
False |
25,944 |
| 10 |
2,916.0 |
2,805.0 |
111.0 |
3.9% |
42.7 |
1.5% |
31% |
True |
False |
13,298 |
| 20 |
2,916.0 |
2,671.0 |
245.0 |
8.6% |
42.0 |
1.5% |
69% |
True |
False |
11,111 |
| 40 |
2,916.0 |
2,671.0 |
245.0 |
8.6% |
43.2 |
1.5% |
69% |
True |
False |
8,209 |
| 60 |
2,916.0 |
2,535.0 |
381.0 |
13.4% |
42.8 |
1.5% |
80% |
True |
False |
5,653 |
| 80 |
2,916.0 |
2,535.0 |
381.0 |
13.4% |
42.5 |
1.5% |
80% |
True |
False |
4,322 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,341.0 |
|
2.618 |
3,177.8 |
|
1.618 |
3,077.8 |
|
1.000 |
3,016.0 |
|
0.618 |
2,977.8 |
|
HIGH |
2,916.0 |
|
0.618 |
2,877.8 |
|
0.500 |
2,866.0 |
|
0.382 |
2,854.2 |
|
LOW |
2,816.0 |
|
0.618 |
2,754.2 |
|
1.000 |
2,716.0 |
|
1.618 |
2,654.2 |
|
2.618 |
2,554.2 |
|
4.250 |
2,391.0 |
|
|
| Fisher Pivots for day following 29-Oct-2010 |
| Pivot |
1 day |
3 day |
| R1 |
2,866.0 |
2,864.5 |
| PP |
2,857.0 |
2,856.0 |
| S1 |
2,848.0 |
2,847.5 |
|