| Trading Metrics calculated at close of trading on 03-Nov-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Nov-2010 |
03-Nov-2010 |
Change |
Change % |
Previous Week |
| Open |
2,128.25 |
2,151.25 |
23.00 |
1.1% |
2,104.00 |
| High |
2,153.75 |
2,165.50 |
11.75 |
0.5% |
2,136.75 |
| Low |
2,126.25 |
2,130.00 |
3.75 |
0.2% |
2,092.50 |
| Close |
2,150.25 |
2,164.25 |
14.00 |
0.7% |
2,122.00 |
| Range |
27.50 |
35.50 |
8.00 |
29.1% |
44.25 |
| ATR |
30.61 |
30.96 |
0.35 |
1.1% |
0.00 |
| Volume |
227,217 |
348,195 |
120,978 |
53.2% |
1,303,530 |
|
| Daily Pivots for day following 03-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,259.75 |
2,247.50 |
2,183.75 |
|
| R3 |
2,224.25 |
2,212.00 |
2,174.00 |
|
| R2 |
2,188.75 |
2,188.75 |
2,170.75 |
|
| R1 |
2,176.50 |
2,176.50 |
2,167.50 |
2,182.50 |
| PP |
2,153.25 |
2,153.25 |
2,153.25 |
2,156.25 |
| S1 |
2,141.00 |
2,141.00 |
2,161.00 |
2,147.00 |
| S2 |
2,117.75 |
2,117.75 |
2,157.75 |
|
| S3 |
2,082.25 |
2,105.50 |
2,154.50 |
|
| S4 |
2,046.75 |
2,070.00 |
2,144.75 |
|
|
| 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 |
2,165.50 |
2,109.25 |
56.25 |
2.6% |
28.25 |
1.3% |
98% |
True |
False |
280,177 |
| 10 |
2,165.50 |
2,066.75 |
98.75 |
4.6% |
28.25 |
1.3% |
99% |
True |
False |
270,038 |
| 20 |
2,165.50 |
1,982.00 |
183.50 |
8.5% |
30.75 |
1.4% |
99% |
True |
False |
289,970 |
| 40 |
2,165.50 |
1,872.75 |
292.75 |
13.5% |
31.00 |
1.4% |
100% |
True |
False |
305,256 |
| 60 |
2,165.50 |
1,741.00 |
424.50 |
19.6% |
32.75 |
1.5% |
100% |
True |
False |
204,103 |
| 80 |
2,165.50 |
1,741.00 |
424.50 |
19.6% |
33.00 |
1.5% |
100% |
True |
False |
153,102 |
| 100 |
2,165.50 |
1,696.25 |
469.25 |
21.7% |
34.25 |
1.6% |
100% |
True |
False |
122,504 |
| 120 |
2,165.50 |
1,696.25 |
469.25 |
21.7% |
34.25 |
1.6% |
100% |
True |
False |
102,088 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,316.50 |
|
2.618 |
2,258.50 |
|
1.618 |
2,223.00 |
|
1.000 |
2,201.00 |
|
0.618 |
2,187.50 |
|
HIGH |
2,165.50 |
|
0.618 |
2,152.00 |
|
0.500 |
2,147.75 |
|
0.382 |
2,143.50 |
|
LOW |
2,130.00 |
|
0.618 |
2,108.00 |
|
1.000 |
2,094.50 |
|
1.618 |
2,072.50 |
|
2.618 |
2,037.00 |
|
4.250 |
1,979.00 |
|
|
| Fisher Pivots for day following 03-Nov-2010 |
| Pivot |
1 day |
3 day |
| R1 |
2,158.75 |
2,156.25 |
| PP |
2,153.25 |
2,148.25 |
| S1 |
2,147.75 |
2,140.25 |
|