| 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 |
11,127.34 |
11,120.45 |
-6.89 |
-0.1% |
11,133.40 |
| High |
11,179.34 |
11,131.01 |
-48.33 |
-0.4% |
11,247.60 |
| Low |
11,052.60 |
11,075.80 |
23.20 |
0.2% |
11,020.82 |
| Close |
11,113.95 |
11,118.49 |
4.54 |
0.0% |
11,118.49 |
| Range |
126.74 |
55.21 |
-71.53 |
-56.4% |
226.78 |
| ATR |
125.03 |
120.05 |
-4.99 |
-4.0% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 29-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,274.06 |
11,251.49 |
11,148.86 |
|
| R3 |
11,218.85 |
11,196.28 |
11,133.67 |
|
| R2 |
11,163.64 |
11,163.64 |
11,128.61 |
|
| R1 |
11,141.07 |
11,141.07 |
11,123.55 |
11,124.75 |
| PP |
11,108.43 |
11,108.43 |
11,108.43 |
11,100.28 |
| S1 |
11,085.86 |
11,085.86 |
11,113.43 |
11,069.54 |
| S2 |
11,053.22 |
11,053.22 |
11,108.37 |
|
| S3 |
10,998.01 |
11,030.65 |
11,103.31 |
|
| S4 |
10,942.80 |
10,975.44 |
11,088.12 |
|
|
| Weekly Pivots for week ending 29-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,809.31 |
11,690.68 |
11,243.22 |
|
| R3 |
11,582.53 |
11,463.90 |
11,180.85 |
|
| R2 |
11,355.75 |
11,355.75 |
11,160.07 |
|
| R1 |
11,237.12 |
11,237.12 |
11,139.28 |
11,183.05 |
| PP |
11,128.97 |
11,128.97 |
11,128.97 |
11,101.93 |
| S1 |
11,010.34 |
11,010.34 |
11,097.70 |
10,956.27 |
| S2 |
10,902.19 |
10,902.19 |
11,076.91 |
|
| S3 |
10,675.41 |
10,783.56 |
11,056.13 |
|
| S4 |
10,448.63 |
10,556.78 |
10,993.76 |
|
|
| 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% |
108.52 |
1.0% |
43% |
False |
False |
|
| 10 |
11,247.60 |
10,917.62 |
329.98 |
3.0% |
124.80 |
1.1% |
61% |
False |
False |
|
| 20 |
11,247.60 |
10,711.12 |
536.48 |
4.8% |
120.61 |
1.1% |
76% |
False |
False |
|
| 40 |
11,247.60 |
10,321.84 |
925.76 |
8.3% |
116.39 |
1.0% |
86% |
False |
False |
|
| 60 |
11,247.60 |
9,936.62 |
1,310.98 |
11.8% |
127.71 |
1.1% |
90% |
False |
False |
|
| 80 |
11,247.60 |
9,936.62 |
1,310.98 |
11.8% |
131.77 |
1.2% |
90% |
False |
False |
|
| 100 |
11,247.60 |
9,614.32 |
1,633.28 |
14.7% |
139.55 |
1.3% |
92% |
False |
False |
|
| 120 |
11,247.60 |
9,614.32 |
1,633.28 |
14.7% |
153.65 |
1.4% |
92% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,365.65 |
|
2.618 |
11,275.55 |
|
1.618 |
11,220.34 |
|
1.000 |
11,186.22 |
|
0.618 |
11,165.13 |
|
HIGH |
11,131.01 |
|
0.618 |
11,109.92 |
|
0.500 |
11,103.41 |
|
0.382 |
11,096.89 |
|
LOW |
11,075.80 |
|
0.618 |
11,041.68 |
|
1.000 |
11,020.59 |
|
1.618 |
10,986.47 |
|
2.618 |
10,931.26 |
|
4.250 |
10,841.16 |
|
|
| Fisher Pivots for day following 29-Oct-2010 |
| Pivot |
1 day |
3 day |
| R1 |
11,113.46 |
11,112.35 |
| PP |
11,108.43 |
11,106.22 |
| S1 |
11,103.41 |
11,100.08 |
|