| Trading Metrics calculated at close of trading on 02-Nov-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Nov-2010 |
02-Nov-2010 |
Change |
Change % |
Previous Week |
| Open |
2,125.00 |
2,128.25 |
3.25 |
0.2% |
2,104.00 |
| High |
2,146.50 |
2,153.75 |
7.25 |
0.3% |
2,136.75 |
| Low |
2,115.00 |
2,126.25 |
11.25 |
0.5% |
2,092.50 |
| Close |
2,129.00 |
2,150.25 |
21.25 |
1.0% |
2,122.00 |
| Range |
31.50 |
27.50 |
-4.00 |
-12.7% |
44.25 |
| ATR |
30.85 |
30.61 |
-0.24 |
-0.8% |
0.00 |
| Volume |
286,483 |
227,217 |
-59,266 |
-20.7% |
1,303,530 |
|
| Daily Pivots for day following 02-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,226.00 |
2,215.50 |
2,165.50 |
|
| R3 |
2,198.50 |
2,188.00 |
2,157.75 |
|
| R2 |
2,171.00 |
2,171.00 |
2,155.25 |
|
| R1 |
2,160.50 |
2,160.50 |
2,152.75 |
2,165.75 |
| PP |
2,143.50 |
2,143.50 |
2,143.50 |
2,146.00 |
| S1 |
2,133.00 |
2,133.00 |
2,147.75 |
2,138.25 |
| S2 |
2,116.00 |
2,116.00 |
2,145.25 |
|
| S3 |
2,088.50 |
2,105.50 |
2,142.75 |
|
| S4 |
2,061.00 |
2,078.00 |
2,135.00 |
|
|
| Weekly Pivots for week ending 29-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,249.75 |
2,230.25 |
2,146.25 |
|
| R3 |
2,205.50 |
2,186.00 |
2,134.25 |
|
| R2 |
2,161.25 |
2,161.25 |
2,130.00 |
|
| R1 |
2,141.75 |
2,141.75 |
2,126.00 |
2,151.50 |
| PP |
2,117.00 |
2,117.00 |
2,117.00 |
2,122.00 |
| S1 |
2,097.50 |
2,097.50 |
2,118.00 |
2,107.25 |
| S2 |
2,072.75 |
2,072.75 |
2,114.00 |
|
| S3 |
2,028.50 |
2,053.25 |
2,109.75 |
|
| S4 |
1,984.25 |
2,009.00 |
2,097.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,153.75 |
2,102.25 |
51.50 |
2.4% |
25.50 |
1.2% |
93% |
True |
False |
264,000 |
| 10 |
2,153.75 |
2,062.50 |
91.25 |
4.2% |
28.25 |
1.3% |
96% |
True |
False |
264,115 |
| 20 |
2,153.75 |
1,982.00 |
171.75 |
8.0% |
30.50 |
1.4% |
98% |
True |
False |
289,416 |
| 40 |
2,153.75 |
1,851.25 |
302.50 |
14.1% |
31.00 |
1.4% |
99% |
True |
False |
297,025 |
| 60 |
2,153.75 |
1,741.00 |
412.75 |
19.2% |
32.75 |
1.5% |
99% |
True |
False |
198,301 |
| 80 |
2,153.75 |
1,741.00 |
412.75 |
19.2% |
33.00 |
1.5% |
99% |
True |
False |
148,752 |
| 100 |
2,153.75 |
1,696.25 |
457.50 |
21.3% |
34.00 |
1.6% |
99% |
True |
False |
119,022 |
| 120 |
2,153.75 |
1,696.25 |
457.50 |
21.3% |
34.25 |
1.6% |
99% |
True |
False |
99,186 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,270.50 |
|
2.618 |
2,225.75 |
|
1.618 |
2,198.25 |
|
1.000 |
2,181.25 |
|
0.618 |
2,170.75 |
|
HIGH |
2,153.75 |
|
0.618 |
2,143.25 |
|
0.500 |
2,140.00 |
|
0.382 |
2,136.75 |
|
LOW |
2,126.25 |
|
0.618 |
2,109.25 |
|
1.000 |
2,098.75 |
|
1.618 |
2,081.75 |
|
2.618 |
2,054.25 |
|
4.250 |
2,009.50 |
|
|
| Fisher Pivots for day following 02-Nov-2010 |
| Pivot |
1 day |
3 day |
| R1 |
2,146.75 |
2,145.00 |
| PP |
2,143.50 |
2,139.75 |
| S1 |
2,140.00 |
2,134.50 |
|