| 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 |
11,168.40 |
11,127.34 |
-41.06 |
-0.4% |
11,062.63 |
| High |
11,168.40 |
11,179.34 |
10.94 |
0.1% |
11,213.54 |
| Low |
11,020.82 |
11,052.60 |
31.78 |
0.3% |
10,917.62 |
| Close |
11,126.28 |
11,113.95 |
-12.33 |
-0.1% |
11,132.56 |
| Range |
147.58 |
126.74 |
-20.84 |
-14.1% |
295.92 |
| ATR |
124.90 |
125.03 |
0.13 |
0.1% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 28-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,495.52 |
11,431.47 |
11,183.66 |
|
| R3 |
11,368.78 |
11,304.73 |
11,148.80 |
|
| R2 |
11,242.04 |
11,242.04 |
11,137.19 |
|
| R1 |
11,177.99 |
11,177.99 |
11,125.57 |
11,146.65 |
| PP |
11,115.30 |
11,115.30 |
11,115.30 |
11,099.62 |
| S1 |
11,051.25 |
11,051.25 |
11,102.33 |
11,019.91 |
| S2 |
10,988.56 |
10,988.56 |
11,090.71 |
|
| S3 |
10,861.82 |
10,924.51 |
11,079.10 |
|
| S4 |
10,735.08 |
10,797.77 |
11,044.24 |
|
|
| 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% |
107.44 |
1.0% |
41% |
False |
False |
|
| 10 |
11,247.60 |
10,917.62 |
329.98 |
3.0% |
132.33 |
1.2% |
59% |
False |
False |
|
| 20 |
11,247.60 |
10,711.12 |
536.48 |
4.8% |
122.14 |
1.1% |
75% |
False |
False |
|
| 40 |
11,247.60 |
10,253.96 |
993.64 |
8.9% |
116.67 |
1.0% |
87% |
False |
False |
|
| 60 |
11,247.60 |
9,936.62 |
1,310.98 |
11.8% |
127.91 |
1.2% |
90% |
False |
False |
|
| 80 |
11,247.60 |
9,936.62 |
1,310.98 |
11.8% |
132.59 |
1.2% |
90% |
False |
False |
|
| 100 |
11,247.60 |
9,614.32 |
1,633.28 |
14.7% |
140.97 |
1.3% |
92% |
False |
False |
|
| 120 |
11,247.60 |
9,614.32 |
1,633.28 |
14.7% |
154.77 |
1.4% |
92% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,717.99 |
|
2.618 |
11,511.15 |
|
1.618 |
11,384.41 |
|
1.000 |
11,306.08 |
|
0.618 |
11,257.67 |
|
HIGH |
11,179.34 |
|
0.618 |
11,130.93 |
|
0.500 |
11,115.97 |
|
0.382 |
11,101.01 |
|
LOW |
11,052.60 |
|
0.618 |
10,974.27 |
|
1.000 |
10,925.86 |
|
1.618 |
10,847.53 |
|
2.618 |
10,720.79 |
|
4.250 |
10,513.96 |
|
|
| Fisher Pivots for day following 28-Oct-2010 |
| Pivot |
1 day |
3 day |
| R1 |
11,115.97 |
11,110.24 |
| PP |
11,115.30 |
11,106.53 |
| S1 |
11,114.62 |
11,102.82 |
|