| 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 |
11,133.40 |
11,163.14 |
29.74 |
0.3% |
11,062.63 |
| High |
11,247.60 |
11,184.82 |
-62.78 |
-0.6% |
11,213.54 |
| Low |
11,132.34 |
11,087.00 |
-45.34 |
-0.4% |
10,917.62 |
| Close |
11,164.05 |
11,169.46 |
5.41 |
0.0% |
11,132.56 |
| Range |
115.26 |
97.82 |
-17.44 |
-15.1% |
295.92 |
| ATR |
125.02 |
123.08 |
-1.94 |
-1.6% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 26-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,440.55 |
11,402.83 |
11,223.26 |
|
| R3 |
11,342.73 |
11,305.01 |
11,196.36 |
|
| R2 |
11,244.91 |
11,244.91 |
11,187.39 |
|
| R1 |
11,207.19 |
11,207.19 |
11,178.43 |
11,226.05 |
| PP |
11,147.09 |
11,147.09 |
11,147.09 |
11,156.53 |
| S1 |
11,109.37 |
11,109.37 |
11,160.49 |
11,128.23 |
| S2 |
11,049.27 |
11,049.27 |
11,151.53 |
|
| S3 |
10,951.45 |
11,011.55 |
11,142.56 |
|
| S4 |
10,853.63 |
10,913.73 |
11,115.66 |
|
|
| 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 |
10,970.89 |
276.71 |
2.5% |
118.44 |
1.1% |
72% |
False |
False |
|
| 10 |
11,247.60 |
10,917.62 |
329.98 |
3.0% |
127.08 |
1.1% |
76% |
False |
False |
|
| 20 |
11,247.60 |
10,711.12 |
536.48 |
4.8% |
122.12 |
1.1% |
85% |
False |
False |
|
| 40 |
11,247.60 |
9,941.84 |
1,305.76 |
11.7% |
119.68 |
1.1% |
94% |
False |
False |
|
| 60 |
11,247.60 |
9,936.62 |
1,310.98 |
11.7% |
125.86 |
1.1% |
94% |
False |
False |
|
| 80 |
11,247.60 |
9,659.01 |
1,588.59 |
14.2% |
135.27 |
1.2% |
95% |
False |
False |
|
| 100 |
11,247.60 |
9,614.32 |
1,633.28 |
14.6% |
141.91 |
1.3% |
95% |
False |
False |
|
| 120 |
11,247.60 |
9,614.32 |
1,633.28 |
14.6% |
159.04 |
1.4% |
95% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,600.56 |
|
2.618 |
11,440.91 |
|
1.618 |
11,343.09 |
|
1.000 |
11,282.64 |
|
0.618 |
11,245.27 |
|
HIGH |
11,184.82 |
|
0.618 |
11,147.45 |
|
0.500 |
11,135.91 |
|
0.382 |
11,124.37 |
|
LOW |
11,087.00 |
|
0.618 |
11,026.55 |
|
1.000 |
10,989.18 |
|
1.618 |
10,928.73 |
|
2.618 |
10,830.91 |
|
4.250 |
10,671.27 |
|
|
| Fisher Pivots for day following 26-Oct-2010 |
| Pivot |
1 day |
3 day |
| R1 |
11,158.28 |
11,168.74 |
| PP |
11,147.09 |
11,168.02 |
| S1 |
11,135.91 |
11,167.30 |
|