| 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 |
2,080.50 |
2,104.00 |
23.50 |
1.1% |
2,095.00 |
| High |
2,104.50 |
2,125.50 |
21.00 |
1.0% |
2,104.75 |
| Low |
2,077.00 |
2,102.00 |
25.00 |
1.2% |
2,051.50 |
| Close |
2,104.00 |
2,108.50 |
4.50 |
0.2% |
2,104.00 |
| Range |
27.50 |
23.50 |
-4.00 |
-14.5% |
53.25 |
| ATR |
33.75 |
33.02 |
-0.73 |
-2.2% |
0.00 |
| Volume |
206,996 |
241,766 |
34,770 |
16.8% |
1,552,360 |
|
| Daily Pivots for day following 25-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,182.50 |
2,169.00 |
2,121.50 |
|
| R3 |
2,159.00 |
2,145.50 |
2,115.00 |
|
| R2 |
2,135.50 |
2,135.50 |
2,112.75 |
|
| R1 |
2,122.00 |
2,122.00 |
2,110.75 |
2,128.75 |
| PP |
2,112.00 |
2,112.00 |
2,112.00 |
2,115.50 |
| S1 |
2,098.50 |
2,098.50 |
2,106.25 |
2,105.25 |
| S2 |
2,088.50 |
2,088.50 |
2,104.25 |
|
| S3 |
2,065.00 |
2,075.00 |
2,102.00 |
|
| S4 |
2,041.50 |
2,051.50 |
2,095.50 |
|
|
| Weekly Pivots for week ending 22-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,246.50 |
2,228.50 |
2,133.25 |
|
| R3 |
2,193.25 |
2,175.25 |
2,118.75 |
|
| R2 |
2,140.00 |
2,140.00 |
2,113.75 |
|
| R1 |
2,122.00 |
2,122.00 |
2,109.00 |
2,131.00 |
| PP |
2,086.75 |
2,086.75 |
2,086.75 |
2,091.25 |
| S1 |
2,068.75 |
2,068.75 |
2,099.00 |
2,077.75 |
| S2 |
2,033.50 |
2,033.50 |
2,094.25 |
|
| S3 |
1,980.25 |
2,015.50 |
2,089.25 |
|
| S4 |
1,927.00 |
1,962.25 |
2,074.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,125.50 |
2,051.50 |
74.00 |
3.5% |
35.25 |
1.7% |
77% |
True |
False |
307,969 |
| 10 |
2,125.50 |
2,004.25 |
121.25 |
5.8% |
33.00 |
1.6% |
86% |
True |
False |
310,107 |
| 20 |
2,125.50 |
1,961.00 |
164.50 |
7.8% |
34.25 |
1.6% |
90% |
True |
False |
317,243 |
| 40 |
2,125.50 |
1,752.25 |
373.25 |
17.7% |
32.25 |
1.5% |
95% |
True |
False |
257,935 |
| 60 |
2,125.50 |
1,741.00 |
384.50 |
18.2% |
32.50 |
1.5% |
96% |
True |
False |
172,058 |
| 80 |
2,125.50 |
1,704.75 |
420.75 |
20.0% |
34.00 |
1.6% |
96% |
True |
False |
129,071 |
| 100 |
2,125.50 |
1,696.25 |
429.25 |
20.4% |
34.50 |
1.6% |
96% |
True |
False |
103,268 |
| 120 |
2,125.50 |
1,696.25 |
429.25 |
20.4% |
36.25 |
1.7% |
96% |
True |
False |
86,058 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,225.50 |
|
2.618 |
2,187.00 |
|
1.618 |
2,163.50 |
|
1.000 |
2,149.00 |
|
0.618 |
2,140.00 |
|
HIGH |
2,125.50 |
|
0.618 |
2,116.50 |
|
0.500 |
2,113.75 |
|
0.382 |
2,111.00 |
|
LOW |
2,102.00 |
|
0.618 |
2,087.50 |
|
1.000 |
2,078.50 |
|
1.618 |
2,064.00 |
|
2.618 |
2,040.50 |
|
4.250 |
2,002.00 |
|
|
| Fisher Pivots for day following 25-Oct-2010 |
| Pivot |
1 day |
3 day |
| R1 |
2,113.75 |
2,104.50 |
| PP |
2,112.00 |
2,100.25 |
| S1 |
2,110.25 |
2,096.00 |
|