| 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 |
2,825.0 |
2,862.0 |
37.0 |
1.3% |
2,886.0 |
| High |
2,916.0 |
2,865.0 |
-51.0 |
-1.7% |
2,916.0 |
| Low |
2,816.0 |
2,796.0 |
-20.0 |
-0.7% |
2,813.0 |
| Close |
2,839.0 |
2,826.0 |
-13.0 |
-0.5% |
2,839.0 |
| Range |
100.0 |
69.0 |
-31.0 |
-31.0% |
103.0 |
| ATR |
45.8 |
47.5 |
1.7 |
3.6% |
0.0 |
| Volume |
30,858 |
161 |
-30,697 |
-99.5% |
129,720 |
|
| Daily Pivots for day following 01-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,036.0 |
3,000.0 |
2,864.0 |
|
| R3 |
2,967.0 |
2,931.0 |
2,845.0 |
|
| R2 |
2,898.0 |
2,898.0 |
2,838.7 |
|
| R1 |
2,862.0 |
2,862.0 |
2,832.3 |
2,845.5 |
| PP |
2,829.0 |
2,829.0 |
2,829.0 |
2,820.8 |
| S1 |
2,793.0 |
2,793.0 |
2,819.7 |
2,776.5 |
| S2 |
2,760.0 |
2,760.0 |
2,813.4 |
|
| S3 |
2,691.0 |
2,724.0 |
2,807.0 |
|
| S4 |
2,622.0 |
2,655.0 |
2,788.1 |
|
|
| 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 |
2,796.0 |
120.0 |
4.2% |
52.4 |
1.9% |
25% |
False |
True |
25,945 |
| 10 |
2,916.0 |
2,796.0 |
120.0 |
4.2% |
45.5 |
1.6% |
25% |
False |
True |
13,235 |
| 20 |
2,916.0 |
2,676.0 |
240.0 |
8.5% |
42.9 |
1.5% |
63% |
False |
False |
11,104 |
| 40 |
2,916.0 |
2,671.0 |
245.0 |
8.7% |
44.8 |
1.6% |
63% |
False |
False |
8,201 |
| 60 |
2,916.0 |
2,535.0 |
381.0 |
13.5% |
43.9 |
1.6% |
76% |
False |
False |
5,655 |
| 80 |
2,916.0 |
2,535.0 |
381.0 |
13.5% |
43.1 |
1.5% |
76% |
False |
False |
4,324 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,158.3 |
|
2.618 |
3,045.6 |
|
1.618 |
2,976.6 |
|
1.000 |
2,934.0 |
|
0.618 |
2,907.6 |
|
HIGH |
2,865.0 |
|
0.618 |
2,838.6 |
|
0.500 |
2,830.5 |
|
0.382 |
2,822.4 |
|
LOW |
2,796.0 |
|
0.618 |
2,753.4 |
|
1.000 |
2,727.0 |
|
1.618 |
2,684.4 |
|
2.618 |
2,615.4 |
|
4.250 |
2,502.8 |
|
|
| Fisher Pivots for day following 01-Nov-2010 |
| Pivot |
1 day |
3 day |
| R1 |
2,830.5 |
2,856.0 |
| PP |
2,829.0 |
2,846.0 |
| S1 |
2,827.5 |
2,836.0 |
|