| Trading Metrics calculated at close of trading on 28-Oct-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Oct-2010 |
28-Oct-2010 |
Change |
Change % |
Previous Week |
| Open |
1,345.1 |
1,330.5 |
-14.6 |
-1.1% |
1,371.8 |
| High |
1,346.9 |
1,347.4 |
0.5 |
0.0% |
1,378.8 |
| Low |
1,323.1 |
1,327.2 |
4.1 |
0.3% |
1,319.3 |
| Close |
1,326.1 |
1,346.1 |
20.0 |
1.5% |
1,328.4 |
| Range |
23.8 |
20.2 |
-3.6 |
-15.1% |
59.5 |
| ATR |
17.8 |
18.0 |
0.3 |
1.4% |
0.0 |
| Volume |
1,478 |
1,328 |
-150 |
-10.1% |
6,281 |
|
| Daily Pivots for day following 28-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,400.8 |
1,393.7 |
1,357.2 |
|
| R3 |
1,380.6 |
1,373.5 |
1,351.7 |
|
| R2 |
1,360.4 |
1,360.4 |
1,349.8 |
|
| R1 |
1,353.3 |
1,353.3 |
1,348.0 |
1,356.9 |
| PP |
1,340.2 |
1,340.2 |
1,340.2 |
1,342.0 |
| S1 |
1,333.1 |
1,333.1 |
1,344.2 |
1,336.7 |
| S2 |
1,320.0 |
1,320.0 |
1,342.4 |
|
| S3 |
1,299.8 |
1,312.9 |
1,340.5 |
|
| S4 |
1,279.6 |
1,292.7 |
1,335.0 |
|
|
| 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% |
16.9 |
1.3% |
83% |
False |
False |
3,089 |
| 10 |
1,385.5 |
1,319.3 |
66.2 |
4.9% |
20.7 |
1.5% |
40% |
False |
False |
2,523 |
| 20 |
1,390.9 |
1,317.0 |
73.9 |
5.5% |
18.5 |
1.4% |
39% |
False |
False |
1,877 |
| 40 |
1,390.9 |
1,242.6 |
148.3 |
11.0% |
13.2 |
1.0% |
70% |
False |
False |
1,183 |
| 60 |
1,390.9 |
1,199.0 |
191.9 |
14.3% |
10.3 |
0.8% |
77% |
False |
False |
893 |
| 80 |
1,390.9 |
1,163.2 |
227.7 |
16.9% |
9.4 |
0.7% |
80% |
False |
False |
757 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,433.3 |
|
2.618 |
1,400.3 |
|
1.618 |
1,380.1 |
|
1.000 |
1,367.6 |
|
0.618 |
1,359.9 |
|
HIGH |
1,347.4 |
|
0.618 |
1,339.7 |
|
0.500 |
1,337.3 |
|
0.382 |
1,334.9 |
|
LOW |
1,327.2 |
|
0.618 |
1,314.7 |
|
1.000 |
1,307.0 |
|
1.618 |
1,294.5 |
|
2.618 |
1,274.3 |
|
4.250 |
1,241.4 |
|
|
| Fisher Pivots for day following 28-Oct-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1,343.2 |
1,342.5 |
| PP |
1,340.2 |
1,338.9 |
| S1 |
1,337.3 |
1,335.3 |
|