| 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 |
11,163.14 |
11,168.40 |
5.26 |
0.0% |
11,062.63 |
| High |
11,184.82 |
11,168.40 |
-16.42 |
-0.1% |
11,213.54 |
| Low |
11,087.00 |
11,020.82 |
-66.18 |
-0.6% |
10,917.62 |
| Close |
11,169.46 |
11,126.28 |
-43.18 |
-0.4% |
11,132.56 |
| Range |
97.82 |
147.58 |
49.76 |
50.9% |
295.92 |
| ATR |
123.08 |
124.90 |
1.83 |
1.5% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 27-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,547.91 |
11,484.67 |
11,207.45 |
|
| R3 |
11,400.33 |
11,337.09 |
11,166.86 |
|
| R2 |
11,252.75 |
11,252.75 |
11,153.34 |
|
| R1 |
11,189.51 |
11,189.51 |
11,139.81 |
11,147.34 |
| PP |
11,105.17 |
11,105.17 |
11,105.17 |
11,084.08 |
| S1 |
11,041.93 |
11,041.93 |
11,112.75 |
10,999.76 |
| S2 |
10,957.59 |
10,957.59 |
11,099.22 |
|
| S3 |
10,810.01 |
10,894.35 |
11,085.70 |
|
| S4 |
10,662.43 |
10,746.77 |
11,045.11 |
|
|
| 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 |
11,020.82 |
226.78 |
2.0% |
111.56 |
1.0% |
47% |
False |
True |
|
| 10 |
11,247.60 |
10,917.62 |
329.98 |
3.0% |
128.52 |
1.2% |
63% |
False |
False |
|
| 20 |
11,247.60 |
10,711.12 |
536.48 |
4.8% |
125.98 |
1.1% |
77% |
False |
False |
|
| 40 |
11,247.60 |
10,016.01 |
1,231.59 |
11.1% |
120.08 |
1.1% |
90% |
False |
False |
|
| 60 |
11,247.60 |
9,936.62 |
1,310.98 |
11.8% |
127.05 |
1.1% |
91% |
False |
False |
|
| 80 |
11,247.60 |
9,736.70 |
1,510.90 |
13.6% |
134.63 |
1.2% |
92% |
False |
False |
|
| 100 |
11,247.60 |
9,614.32 |
1,633.28 |
14.7% |
141.66 |
1.3% |
93% |
False |
False |
|
| 120 |
11,247.60 |
9,614.32 |
1,633.28 |
14.7% |
157.45 |
1.4% |
93% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,795.62 |
|
2.618 |
11,554.76 |
|
1.618 |
11,407.18 |
|
1.000 |
11,315.98 |
|
0.618 |
11,259.60 |
|
HIGH |
11,168.40 |
|
0.618 |
11,112.02 |
|
0.500 |
11,094.61 |
|
0.382 |
11,077.20 |
|
LOW |
11,020.82 |
|
0.618 |
10,929.62 |
|
1.000 |
10,873.24 |
|
1.618 |
10,782.04 |
|
2.618 |
10,634.46 |
|
4.250 |
10,393.61 |
|
|
| Fisher Pivots for day following 27-Oct-2010 |
| Pivot |
1 day |
3 day |
| R1 |
11,115.72 |
11,134.21 |
| PP |
11,105.17 |
11,131.57 |
| S1 |
11,094.61 |
11,128.92 |
|