| Trading Metrics calculated at close of trading on 25-Oct-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Oct-2010 |
25-Oct-2010 |
Change |
Change % |
Previous Week |
| Open |
11,146.41 |
11,133.40 |
-13.01 |
-0.1% |
11,062.63 |
| High |
11,159.05 |
11,247.60 |
88.55 |
0.8% |
11,213.54 |
| Low |
11,109.25 |
11,132.34 |
23.09 |
0.2% |
10,917.62 |
| Close |
11,132.56 |
11,164.05 |
31.49 |
0.3% |
11,132.56 |
| Range |
49.80 |
115.26 |
65.46 |
131.4% |
295.92 |
| ATR |
125.77 |
125.02 |
-0.75 |
-0.6% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 25-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,527.11 |
11,460.84 |
11,227.44 |
|
| R3 |
11,411.85 |
11,345.58 |
11,195.75 |
|
| R2 |
11,296.59 |
11,296.59 |
11,185.18 |
|
| R1 |
11,230.32 |
11,230.32 |
11,174.62 |
11,263.46 |
| PP |
11,181.33 |
11,181.33 |
11,181.33 |
11,197.90 |
| S1 |
11,115.06 |
11,115.06 |
11,153.48 |
11,148.20 |
| S2 |
11,066.07 |
11,066.07 |
11,142.92 |
|
| S3 |
10,950.81 |
10,999.80 |
11,132.35 |
|
| S4 |
10,835.55 |
10,884.54 |
11,100.66 |
|
|
| Weekly Pivots for week ending 22-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,975.67 |
11,850.03 |
11,295.32 |
|
| R3 |
11,679.75 |
11,554.11 |
11,213.94 |
|
| R2 |
11,383.83 |
11,383.83 |
11,186.81 |
|
| R1 |
11,258.19 |
11,258.19 |
11,159.69 |
11,321.01 |
| PP |
11,087.91 |
11,087.91 |
11,087.91 |
11,119.32 |
| S1 |
10,962.27 |
10,962.27 |
11,105.43 |
11,025.09 |
| S2 |
10,791.99 |
10,791.99 |
11,078.31 |
|
| S3 |
10,496.07 |
10,666.35 |
11,051.18 |
|
| S4 |
10,200.15 |
10,370.43 |
10,969.80 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
11,247.60 |
10,917.62 |
329.98 |
3.0% |
143.28 |
1.3% |
75% |
True |
False |
|
| 10 |
11,247.60 |
10,913.84 |
333.76 |
3.0% |
131.24 |
1.2% |
75% |
True |
False |
|
| 20 |
11,247.60 |
10,711.12 |
536.48 |
4.8% |
125.10 |
1.1% |
84% |
True |
False |
|
| 40 |
11,247.60 |
9,941.84 |
1,305.76 |
11.7% |
120.81 |
1.1% |
94% |
True |
False |
|
| 60 |
11,247.60 |
9,936.62 |
1,310.98 |
11.7% |
127.95 |
1.1% |
94% |
True |
False |
|
| 80 |
11,247.60 |
9,614.32 |
1,633.28 |
14.6% |
136.01 |
1.2% |
95% |
True |
False |
|
| 100 |
11,247.60 |
9,614.32 |
1,633.28 |
14.6% |
144.53 |
1.3% |
95% |
True |
False |
|
| 120 |
11,247.60 |
9,614.32 |
1,633.28 |
14.6% |
166.64 |
1.5% |
95% |
True |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,737.46 |
|
2.618 |
11,549.35 |
|
1.618 |
11,434.09 |
|
1.000 |
11,362.86 |
|
0.618 |
11,318.83 |
|
HIGH |
11,247.60 |
|
0.618 |
11,203.57 |
|
0.500 |
11,189.97 |
|
0.382 |
11,176.37 |
|
LOW |
11,132.34 |
|
0.618 |
11,061.11 |
|
1.000 |
11,017.08 |
|
1.618 |
10,945.85 |
|
2.618 |
10,830.59 |
|
4.250 |
10,642.49 |
|
|
| Fisher Pivots for day following 25-Oct-2010 |
| Pivot |
1 day |
3 day |
| R1 |
11,189.97 |
11,161.67 |
| PP |
11,181.33 |
11,159.28 |
| S1 |
11,172.69 |
11,156.90 |
|