| Trading Metrics calculated at close of trading on 27-Oct-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Oct-2010 |
27-Oct-2010 |
Change |
Change % |
Previous Week |
| Open |
6,649.5 |
6,613.0 |
-36.5 |
-0.5% |
6,476.0 |
| High |
6,656.0 |
6,639.0 |
-17.0 |
-0.3% |
6,633.0 |
| Low |
6,588.0 |
6,562.5 |
-25.5 |
-0.4% |
6,463.0 |
| Close |
6,633.0 |
6,580.0 |
-53.0 |
-0.8% |
6,614.0 |
| Range |
68.0 |
76.5 |
8.5 |
12.5% |
170.0 |
| ATR |
89.0 |
88.1 |
-0.9 |
-1.0% |
0.0 |
| Volume |
126,350 |
145,073 |
18,723 |
14.8% |
500,792 |
|
| Daily Pivots for day following 27-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,823.3 |
6,778.2 |
6,622.1 |
|
| R3 |
6,746.8 |
6,701.7 |
6,601.0 |
|
| R2 |
6,670.3 |
6,670.3 |
6,594.0 |
|
| R1 |
6,625.2 |
6,625.2 |
6,587.0 |
6,609.5 |
| PP |
6,593.8 |
6,593.8 |
6,593.8 |
6,586.0 |
| S1 |
6,548.7 |
6,548.7 |
6,573.0 |
6,533.0 |
| S2 |
6,517.3 |
6,517.3 |
6,566.0 |
|
| S3 |
6,440.8 |
6,472.2 |
6,559.0 |
|
| S4 |
6,364.3 |
6,395.7 |
6,537.9 |
|
|
| Weekly Pivots for week ending 22-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,080.0 |
7,017.0 |
6,707.5 |
|
| R3 |
6,910.0 |
6,847.0 |
6,660.8 |
|
| R2 |
6,740.0 |
6,740.0 |
6,645.2 |
|
| R1 |
6,677.0 |
6,677.0 |
6,629.6 |
6,708.5 |
| PP |
6,570.0 |
6,570.0 |
6,570.0 |
6,585.8 |
| S1 |
6,507.0 |
6,507.0 |
6,598.4 |
6,538.5 |
| S2 |
6,400.0 |
6,400.0 |
6,582.8 |
|
| S3 |
6,230.0 |
6,337.0 |
6,567.3 |
|
| S4 |
6,060.0 |
6,167.0 |
6,520.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,684.0 |
6,514.0 |
170.0 |
2.6% |
69.7 |
1.1% |
39% |
False |
False |
126,615 |
| 10 |
6,684.0 |
6,447.0 |
237.0 |
3.6% |
73.2 |
1.1% |
56% |
False |
False |
101,430 |
| 20 |
6,684.0 |
6,118.5 |
565.5 |
8.6% |
87.7 |
1.3% |
82% |
False |
False |
103,631 |
| 40 |
6,684.0 |
6,063.5 |
620.5 |
9.4% |
87.3 |
1.3% |
83% |
False |
False |
90,712 |
| 60 |
6,684.0 |
5,830.0 |
854.0 |
13.0% |
91.5 |
1.4% |
88% |
False |
False |
60,642 |
| 80 |
6,684.0 |
5,830.0 |
854.0 |
13.0% |
93.1 |
1.4% |
88% |
False |
False |
45,601 |
| 100 |
6,684.0 |
5,818.0 |
866.0 |
13.2% |
96.1 |
1.5% |
88% |
False |
False |
36,969 |
| 120 |
6,684.0 |
5,625.0 |
1,059.0 |
16.1% |
102.2 |
1.6% |
90% |
False |
False |
30,918 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,964.1 |
|
2.618 |
6,839.3 |
|
1.618 |
6,762.8 |
|
1.000 |
6,715.5 |
|
0.618 |
6,686.3 |
|
HIGH |
6,639.0 |
|
0.618 |
6,609.8 |
|
0.500 |
6,600.8 |
|
0.382 |
6,591.7 |
|
LOW |
6,562.5 |
|
0.618 |
6,515.2 |
|
1.000 |
6,486.0 |
|
1.618 |
6,438.7 |
|
2.618 |
6,362.2 |
|
4.250 |
6,237.4 |
|
|
| Fisher Pivots for day following 27-Oct-2010 |
| Pivot |
1 day |
3 day |
| R1 |
6,600.8 |
6,623.3 |
| PP |
6,593.8 |
6,608.8 |
| S1 |
6,586.9 |
6,594.4 |
|