| Trading Metrics calculated at close of trading on 28-Oct-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Oct-2010 |
28-Oct-2010 |
Change |
Change % |
Previous Week |
| Open |
2,837.0 |
2,840.0 |
3.0 |
0.1% |
2,815.0 |
| High |
2,852.0 |
2,852.0 |
0.0 |
0.0% |
2,880.0 |
| Low |
2,813.0 |
2,825.0 |
12.0 |
0.4% |
2,805.0 |
| Close |
2,823.0 |
2,838.0 |
15.0 |
0.5% |
2,862.0 |
| Range |
39.0 |
27.0 |
-12.0 |
-30.8% |
75.0 |
| ATR |
42.6 |
41.7 |
-1.0 |
-2.3% |
0.0 |
| Volume |
70,703 |
27,646 |
-43,057 |
-60.9% |
3,268 |
|
| Daily Pivots for day following 28-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,919.3 |
2,905.7 |
2,852.9 |
|
| R3 |
2,892.3 |
2,878.7 |
2,845.4 |
|
| R2 |
2,865.3 |
2,865.3 |
2,843.0 |
|
| R1 |
2,851.7 |
2,851.7 |
2,840.5 |
2,845.0 |
| PP |
2,838.3 |
2,838.3 |
2,838.3 |
2,835.0 |
| S1 |
2,824.7 |
2,824.7 |
2,835.5 |
2,818.0 |
| S2 |
2,811.3 |
2,811.3 |
2,833.1 |
|
| S3 |
2,784.3 |
2,797.7 |
2,830.6 |
|
| S4 |
2,757.3 |
2,770.7 |
2,823.2 |
|
|
| Weekly Pivots for week ending 22-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,074.0 |
3,043.0 |
2,903.3 |
|
| R3 |
2,999.0 |
2,968.0 |
2,882.6 |
|
| R2 |
2,924.0 |
2,924.0 |
2,875.8 |
|
| R1 |
2,893.0 |
2,893.0 |
2,868.9 |
2,908.5 |
| PP |
2,849.0 |
2,849.0 |
2,849.0 |
2,856.8 |
| S1 |
2,818.0 |
2,818.0 |
2,855.1 |
2,833.5 |
| S2 |
2,774.0 |
2,774.0 |
2,848.3 |
|
| S3 |
2,699.0 |
2,743.0 |
2,841.4 |
|
| S4 |
2,624.0 |
2,668.0 |
2,820.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,887.0 |
2,813.0 |
74.0 |
2.6% |
29.8 |
1.1% |
34% |
False |
False |
19,834 |
| 10 |
2,887.0 |
2,805.0 |
82.0 |
2.9% |
35.9 |
1.3% |
40% |
False |
False |
19,006 |
| 20 |
2,887.0 |
2,671.0 |
216.0 |
7.6% |
39.8 |
1.4% |
77% |
False |
False |
9,590 |
| 40 |
2,887.0 |
2,671.0 |
216.0 |
7.6% |
42.0 |
1.5% |
77% |
False |
False |
7,478 |
| 60 |
2,887.0 |
2,535.0 |
352.0 |
12.4% |
41.8 |
1.5% |
86% |
False |
False |
5,139 |
| 80 |
2,887.0 |
2,535.0 |
352.0 |
12.4% |
41.5 |
1.5% |
86% |
False |
False |
3,938 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,966.8 |
|
2.618 |
2,922.7 |
|
1.618 |
2,895.7 |
|
1.000 |
2,879.0 |
|
0.618 |
2,868.7 |
|
HIGH |
2,852.0 |
|
0.618 |
2,841.7 |
|
0.500 |
2,838.5 |
|
0.382 |
2,835.3 |
|
LOW |
2,825.0 |
|
0.618 |
2,808.3 |
|
1.000 |
2,798.0 |
|
1.618 |
2,781.3 |
|
2.618 |
2,754.3 |
|
4.250 |
2,710.3 |
|
|
| Fisher Pivots for day following 28-Oct-2010 |
| Pivot |
1 day |
3 day |
| R1 |
2,838.5 |
2,836.7 |
| PP |
2,838.3 |
2,835.3 |
| S1 |
2,838.2 |
2,834.0 |
|