| 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 |
1,330.5 |
1,345.9 |
15.4 |
1.2% |
1,337.7 |
| High |
1,347.4 |
1,362.6 |
15.2 |
1.1% |
1,362.6 |
| Low |
1,327.2 |
1,340.0 |
12.8 |
1.0% |
1,323.1 |
| Close |
1,346.1 |
1,361.2 |
15.1 |
1.1% |
1,361.2 |
| Range |
20.2 |
22.6 |
2.4 |
11.9% |
39.5 |
| ATR |
18.0 |
18.4 |
0.3 |
1.8% |
0.0 |
| Volume |
1,328 |
1,090 |
-238 |
-17.9% |
15,834 |
|
| Daily Pivots for day following 29-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,422.4 |
1,414.4 |
1,373.6 |
|
| R3 |
1,399.8 |
1,391.8 |
1,367.4 |
|
| R2 |
1,377.2 |
1,377.2 |
1,365.3 |
|
| R1 |
1,369.2 |
1,369.2 |
1,363.3 |
1,373.2 |
| PP |
1,354.6 |
1,354.6 |
1,354.6 |
1,356.6 |
| S1 |
1,346.6 |
1,346.6 |
1,359.1 |
1,350.6 |
| S2 |
1,332.0 |
1,332.0 |
1,357.1 |
|
| S3 |
1,309.4 |
1,324.0 |
1,355.0 |
|
| S4 |
1,286.8 |
1,301.4 |
1,348.8 |
|
|
| Weekly Pivots for week ending 29-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,467.5 |
1,453.8 |
1,382.9 |
|
| R3 |
1,428.0 |
1,414.3 |
1,372.1 |
|
| R2 |
1,388.5 |
1,388.5 |
1,368.4 |
|
| R1 |
1,374.8 |
1,374.8 |
1,364.8 |
1,381.7 |
| PP |
1,349.0 |
1,349.0 |
1,349.0 |
1,352.4 |
| S1 |
1,335.3 |
1,335.3 |
1,357.6 |
1,342.2 |
| S2 |
1,309.5 |
1,309.5 |
1,354.0 |
|
| S3 |
1,270.0 |
1,295.8 |
1,350.3 |
|
| S4 |
1,230.5 |
1,256.3 |
1,339.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,362.6 |
1,323.1 |
39.5 |
2.9% |
18.9 |
1.4% |
96% |
True |
False |
3,166 |
| 10 |
1,378.8 |
1,319.3 |
59.5 |
4.4% |
21.1 |
1.6% |
70% |
False |
False |
2,211 |
| 20 |
1,390.9 |
1,317.0 |
73.9 |
5.4% |
19.4 |
1.4% |
60% |
False |
False |
1,915 |
| 40 |
1,390.9 |
1,242.6 |
148.3 |
10.9% |
13.7 |
1.0% |
80% |
False |
False |
1,176 |
| 60 |
1,390.9 |
1,199.0 |
191.9 |
14.1% |
10.6 |
0.8% |
85% |
False |
False |
902 |
| 80 |
1,390.9 |
1,163.2 |
227.7 |
16.7% |
9.6 |
0.7% |
87% |
False |
False |
769 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,458.7 |
|
2.618 |
1,421.8 |
|
1.618 |
1,399.2 |
|
1.000 |
1,385.2 |
|
0.618 |
1,376.6 |
|
HIGH |
1,362.6 |
|
0.618 |
1,354.0 |
|
0.500 |
1,351.3 |
|
0.382 |
1,348.6 |
|
LOW |
1,340.0 |
|
0.618 |
1,326.0 |
|
1.000 |
1,317.4 |
|
1.618 |
1,303.4 |
|
2.618 |
1,280.8 |
|
4.250 |
1,244.0 |
|
|
| Fisher Pivots for day following 29-Oct-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1,357.9 |
1,355.1 |
| PP |
1,354.6 |
1,349.0 |
| S1 |
1,351.3 |
1,342.9 |
|