| Trading Metrics calculated at close of trading on 26-Oct-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Oct-2010 |
26-Oct-2010 |
Change |
Change % |
Previous Week |
| Open |
1,337.7 |
1,343.0 |
5.3 |
0.4% |
1,371.8 |
| High |
1,351.7 |
1,345.7 |
-6.0 |
-0.4% |
1,378.8 |
| Low |
1,337.2 |
1,332.5 |
-4.7 |
-0.4% |
1,319.3 |
| Close |
1,342.4 |
1,342.1 |
-0.3 |
0.0% |
1,328.4 |
| Range |
14.5 |
13.2 |
-1.3 |
-9.0% |
59.5 |
| ATR |
17.6 |
17.3 |
-0.3 |
-1.8% |
0.0 |
| Volume |
747 |
11,191 |
10,444 |
1,398.1% |
6,281 |
|
| Daily Pivots for day following 26-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,379.7 |
1,374.1 |
1,349.4 |
|
| R3 |
1,366.5 |
1,360.9 |
1,345.7 |
|
| R2 |
1,353.3 |
1,353.3 |
1,344.5 |
|
| R1 |
1,347.7 |
1,347.7 |
1,343.3 |
1,343.9 |
| PP |
1,340.1 |
1,340.1 |
1,340.1 |
1,338.2 |
| S1 |
1,334.5 |
1,334.5 |
1,340.9 |
1,330.7 |
| S2 |
1,326.9 |
1,326.9 |
1,339.7 |
|
| S3 |
1,313.7 |
1,321.3 |
1,338.5 |
|
| S4 |
1,300.5 |
1,308.1 |
1,334.8 |
|
|
| Weekly Pivots for week ending 22-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,520.7 |
1,484.0 |
1,361.1 |
|
| R3 |
1,461.2 |
1,424.5 |
1,344.8 |
|
| R2 |
1,401.7 |
1,401.7 |
1,339.3 |
|
| R1 |
1,365.0 |
1,365.0 |
1,333.9 |
1,353.6 |
| PP |
1,342.2 |
1,342.2 |
1,342.2 |
1,336.5 |
| S1 |
1,305.5 |
1,305.5 |
1,322.9 |
1,294.1 |
| S2 |
1,282.7 |
1,282.7 |
1,317.5 |
|
| S3 |
1,223.2 |
1,246.0 |
1,312.0 |
|
| S4 |
1,163.7 |
1,186.5 |
1,295.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,351.7 |
1,319.3 |
32.4 |
2.4% |
16.6 |
1.2% |
70% |
False |
False |
2,859 |
| 10 |
1,390.9 |
1,319.3 |
71.6 |
5.3% |
20.0 |
1.5% |
32% |
False |
False |
2,704 |
| 20 |
1,390.9 |
1,302.7 |
88.2 |
6.6% |
17.3 |
1.3% |
45% |
False |
False |
1,800 |
| 40 |
1,390.9 |
1,240.0 |
150.9 |
11.2% |
12.6 |
0.9% |
68% |
False |
False |
1,118 |
| 60 |
1,390.9 |
1,190.4 |
200.5 |
14.9% |
9.7 |
0.7% |
76% |
False |
False |
851 |
| 80 |
1,390.9 |
1,163.2 |
227.7 |
17.0% |
9.0 |
0.7% |
79% |
False |
False |
723 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,401.8 |
|
2.618 |
1,380.3 |
|
1.618 |
1,367.1 |
|
1.000 |
1,358.9 |
|
0.618 |
1,353.9 |
|
HIGH |
1,345.7 |
|
0.618 |
1,340.7 |
|
0.500 |
1,339.1 |
|
0.382 |
1,337.5 |
|
LOW |
1,332.5 |
|
0.618 |
1,324.3 |
|
1.000 |
1,319.3 |
|
1.618 |
1,311.1 |
|
2.618 |
1,297.9 |
|
4.250 |
1,276.4 |
|
|
| Fisher Pivots for day following 26-Oct-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1,341.1 |
1,339.9 |
| PP |
1,340.1 |
1,337.7 |
| S1 |
1,339.1 |
1,335.5 |
|