| Trading Metrics calculated at close of trading on 12-Feb-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Feb-2010 |
12-Feb-2010 |
Change |
Change % |
Previous Week |
| Open |
1,076.8 |
1,089.6 |
12.8 |
1.2% |
1,067.5 |
| High |
1,097.1 |
1,092.0 |
-5.1 |
-0.5% |
1,097.1 |
| Low |
1,075.6 |
1,079.8 |
4.2 |
0.4% |
1,061.6 |
| Close |
1,094.2 |
1,089.5 |
-4.7 |
-0.4% |
1,089.5 |
| Range |
21.5 |
12.2 |
-9.3 |
-43.3% |
35.5 |
| ATR |
22.5 |
21.9 |
-0.6 |
-2.6% |
0.0 |
| Volume |
640 |
1,491 |
851 |
133.0% |
5,023 |
|
| Daily Pivots for day following 12-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,123.7 |
1,118.8 |
1,096.2 |
|
| R3 |
1,111.5 |
1,106.6 |
1,092.9 |
|
| R2 |
1,099.3 |
1,099.3 |
1,091.7 |
|
| R1 |
1,094.4 |
1,094.4 |
1,090.6 |
1,090.8 |
| PP |
1,087.1 |
1,087.1 |
1,087.1 |
1,085.3 |
| S1 |
1,082.2 |
1,082.2 |
1,088.4 |
1,078.6 |
| S2 |
1,074.9 |
1,074.9 |
1,087.3 |
|
| S3 |
1,062.7 |
1,070.0 |
1,086.1 |
|
| S4 |
1,050.5 |
1,057.8 |
1,082.8 |
|
|
| Weekly Pivots for week ending 12-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,189.2 |
1,174.9 |
1,109.0 |
|
| R3 |
1,153.7 |
1,139.4 |
1,099.3 |
|
| R2 |
1,118.2 |
1,118.2 |
1,096.0 |
|
| R1 |
1,103.9 |
1,103.9 |
1,092.8 |
1,111.1 |
| PP |
1,082.7 |
1,082.7 |
1,082.7 |
1,086.3 |
| S1 |
1,068.4 |
1,068.4 |
1,086.2 |
1,075.6 |
| S2 |
1,047.2 |
1,047.2 |
1,083.0 |
|
| S3 |
1,011.7 |
1,032.9 |
1,079.7 |
|
| S4 |
976.2 |
997.4 |
1,070.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,097.1 |
1,061.6 |
35.5 |
3.3% |
16.4 |
1.5% |
79% |
False |
False |
1,004 |
| 10 |
1,124.9 |
1,045.2 |
79.7 |
7.3% |
22.2 |
2.0% |
56% |
False |
False |
2,453 |
| 20 |
1,146.0 |
1,045.2 |
100.8 |
9.3% |
21.2 |
1.9% |
44% |
False |
False |
96,746 |
| 40 |
1,163.0 |
1,045.2 |
117.8 |
10.8% |
21.2 |
1.9% |
38% |
False |
False |
122,664 |
| 60 |
1,227.5 |
1,045.2 |
182.3 |
16.7% |
23.1 |
2.1% |
24% |
False |
False |
134,733 |
| 80 |
1,227.5 |
1,028.0 |
199.5 |
18.3% |
21.6 |
2.0% |
31% |
False |
False |
103,661 |
| 100 |
1,227.5 |
987.3 |
240.2 |
22.0% |
20.4 |
1.9% |
43% |
False |
False |
83,457 |
| 120 |
1,227.5 |
940.0 |
287.5 |
26.4% |
19.3 |
1.8% |
52% |
False |
False |
69,750 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,143.9 |
|
2.618 |
1,123.9 |
|
1.618 |
1,111.7 |
|
1.000 |
1,104.2 |
|
0.618 |
1,099.5 |
|
HIGH |
1,092.0 |
|
0.618 |
1,087.3 |
|
0.500 |
1,085.9 |
|
0.382 |
1,084.5 |
|
LOW |
1,079.8 |
|
0.618 |
1,072.3 |
|
1.000 |
1,067.6 |
|
1.618 |
1,060.1 |
|
2.618 |
1,047.9 |
|
4.250 |
1,028.0 |
|
|
| Fisher Pivots for day following 12-Feb-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1,088.3 |
1,086.4 |
| PP |
1,087.1 |
1,083.3 |
| S1 |
1,085.9 |
1,080.2 |
|