| 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 |
1,343.0 |
1,345.1 |
2.1 |
0.2% |
1,371.8 |
| High |
1,345.7 |
1,346.9 |
1.2 |
0.1% |
1,378.8 |
| Low |
1,332.5 |
1,323.1 |
-9.4 |
-0.7% |
1,319.3 |
| Close |
1,342.1 |
1,326.1 |
-16.0 |
-1.2% |
1,328.4 |
| Range |
13.2 |
23.8 |
10.6 |
80.3% |
59.5 |
| ATR |
17.3 |
17.8 |
0.5 |
2.7% |
0.0 |
| Volume |
11,191 |
1,478 |
-9,713 |
-86.8% |
6,281 |
|
| Daily Pivots for day following 27-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,403.4 |
1,388.6 |
1,339.2 |
|
| R3 |
1,379.6 |
1,364.8 |
1,332.6 |
|
| R2 |
1,355.8 |
1,355.8 |
1,330.5 |
|
| R1 |
1,341.0 |
1,341.0 |
1,328.3 |
1,336.5 |
| PP |
1,332.0 |
1,332.0 |
1,332.0 |
1,329.8 |
| S1 |
1,317.2 |
1,317.2 |
1,323.9 |
1,312.7 |
| S2 |
1,308.2 |
1,308.2 |
1,321.7 |
|
| S3 |
1,284.4 |
1,293.4 |
1,319.6 |
|
| S4 |
1,260.6 |
1,269.6 |
1,313.0 |
|
|
| 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% |
18.7 |
1.4% |
21% |
False |
False |
3,013 |
| 10 |
1,390.9 |
1,319.3 |
71.6 |
5.4% |
20.2 |
1.5% |
9% |
False |
False |
2,697 |
| 20 |
1,390.9 |
1,302.7 |
88.2 |
6.7% |
18.3 |
1.4% |
27% |
False |
False |
1,834 |
| 40 |
1,390.9 |
1,242.6 |
148.3 |
11.2% |
12.9 |
1.0% |
56% |
False |
False |
1,153 |
| 60 |
1,390.9 |
1,198.8 |
192.1 |
14.5% |
10.1 |
0.8% |
66% |
False |
False |
874 |
| 80 |
1,390.9 |
1,163.2 |
227.7 |
17.2% |
9.3 |
0.7% |
72% |
False |
False |
741 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,448.1 |
|
2.618 |
1,409.2 |
|
1.618 |
1,385.4 |
|
1.000 |
1,370.7 |
|
0.618 |
1,361.6 |
|
HIGH |
1,346.9 |
|
0.618 |
1,337.8 |
|
0.500 |
1,335.0 |
|
0.382 |
1,332.2 |
|
LOW |
1,323.1 |
|
0.618 |
1,308.4 |
|
1.000 |
1,299.3 |
|
1.618 |
1,284.6 |
|
2.618 |
1,260.8 |
|
4.250 |
1,222.0 |
|
|
| Fisher Pivots for day following 27-Oct-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1,335.0 |
1,337.4 |
| PP |
1,332.0 |
1,333.6 |
| S1 |
1,329.1 |
1,329.9 |
|