| Trading Metrics calculated at close of trading on 17-Feb-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Feb-2010 |
17-Feb-2010 |
Change |
Change % |
Previous Week |
| Open |
1,094.8 |
1,116.4 |
21.6 |
2.0% |
1,067.5 |
| High |
1,120.4 |
1,127.0 |
6.6 |
0.6% |
1,097.1 |
| Low |
1,092.4 |
1,108.5 |
16.1 |
1.5% |
1,061.6 |
| Close |
1,119.3 |
1,119.5 |
0.2 |
0.0% |
1,089.5 |
| Range |
28.0 |
18.5 |
-9.5 |
-33.9% |
35.5 |
| ATR |
22.6 |
22.3 |
-0.3 |
-1.3% |
0.0 |
| Volume |
197 |
928 |
731 |
371.1% |
5,023 |
|
| Daily Pivots for day following 17-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,173.8 |
1,165.2 |
1,129.7 |
|
| R3 |
1,155.3 |
1,146.7 |
1,124.6 |
|
| R2 |
1,136.8 |
1,136.8 |
1,122.9 |
|
| R1 |
1,128.2 |
1,128.2 |
1,121.2 |
1,132.5 |
| PP |
1,118.3 |
1,118.3 |
1,118.3 |
1,120.5 |
| S1 |
1,109.7 |
1,109.7 |
1,117.8 |
1,114.0 |
| S2 |
1,099.8 |
1,099.8 |
1,116.1 |
|
| S3 |
1,081.3 |
1,091.2 |
1,114.4 |
|
| S4 |
1,062.8 |
1,072.7 |
1,109.3 |
|
|
| 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 |
1,127.0 |
1,063.3 |
63.7 |
5.7% |
19.6 |
1.8% |
88% |
True |
False |
728 |
| 10 |
1,127.0 |
1,045.2 |
81.8 |
7.3% |
22.0 |
2.0% |
91% |
True |
False |
1,175 |
| 20 |
1,141.7 |
1,045.2 |
96.5 |
8.6% |
21.9 |
2.0% |
77% |
False |
False |
81,282 |
| 40 |
1,163.0 |
1,045.2 |
117.8 |
10.5% |
20.6 |
1.8% |
63% |
False |
False |
114,854 |
| 60 |
1,227.5 |
1,045.2 |
182.3 |
16.3% |
23.3 |
2.1% |
41% |
False |
False |
134,039 |
| 80 |
1,227.5 |
1,028.0 |
199.5 |
17.8% |
21.8 |
1.9% |
46% |
False |
False |
103,619 |
| 100 |
1,227.5 |
987.3 |
240.2 |
21.5% |
20.6 |
1.8% |
55% |
False |
False |
83,425 |
| 120 |
1,227.5 |
942.9 |
284.6 |
25.4% |
19.5 |
1.7% |
62% |
False |
False |
69,749 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,205.6 |
|
2.618 |
1,175.4 |
|
1.618 |
1,156.9 |
|
1.000 |
1,145.5 |
|
0.618 |
1,138.4 |
|
HIGH |
1,127.0 |
|
0.618 |
1,119.9 |
|
0.500 |
1,117.8 |
|
0.382 |
1,115.6 |
|
LOW |
1,108.5 |
|
0.618 |
1,097.1 |
|
1.000 |
1,090.0 |
|
1.618 |
1,078.6 |
|
2.618 |
1,060.1 |
|
4.250 |
1,029.9 |
|
|
| Fisher Pivots for day following 17-Feb-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1,118.9 |
1,114.1 |
| PP |
1,118.3 |
1,108.8 |
| S1 |
1,117.8 |
1,103.4 |
|