| 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 |
1,093.7 |
1,119.8 |
26.1 |
2.4% |
1,068.3 |
| High |
1,121.9 |
1,128.7 |
6.8 |
0.6% |
1,098.4 |
| Low |
1,092.0 |
1,105.5 |
13.5 |
1.2% |
1,061.8 |
| Close |
1,119.8 |
1,120.1 |
0.3 |
0.0% |
1,090.0 |
| Range |
29.9 |
23.2 |
-6.7 |
-22.4% |
36.6 |
| ATR |
23.8 |
23.7 |
0.0 |
-0.2% |
0.0 |
| Volume |
153,310 |
179,062 |
25,752 |
16.8% |
932,099 |
|
| Daily Pivots for day following 17-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,187.7 |
1,177.1 |
1,132.9 |
|
| R3 |
1,164.5 |
1,153.9 |
1,126.5 |
|
| R2 |
1,141.3 |
1,141.3 |
1,124.4 |
|
| R1 |
1,130.7 |
1,130.7 |
1,122.2 |
1,136.0 |
| PP |
1,118.1 |
1,118.1 |
1,118.1 |
1,120.8 |
| S1 |
1,107.5 |
1,107.5 |
1,118.0 |
1,112.8 |
| S2 |
1,094.9 |
1,094.9 |
1,115.8 |
|
| S3 |
1,071.7 |
1,084.3 |
1,113.7 |
|
| S4 |
1,048.5 |
1,061.1 |
1,107.3 |
|
|
| Weekly Pivots for week ending 12-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,193.2 |
1,178.2 |
1,110.1 |
|
| R3 |
1,156.6 |
1,141.6 |
1,100.1 |
|
| R2 |
1,120.0 |
1,120.0 |
1,096.7 |
|
| R1 |
1,105.0 |
1,105.0 |
1,093.4 |
1,112.5 |
| PP |
1,083.4 |
1,083.4 |
1,083.4 |
1,087.2 |
| S1 |
1,068.4 |
1,068.4 |
1,086.6 |
1,075.9 |
| S2 |
1,046.8 |
1,046.8 |
1,083.3 |
|
| S3 |
1,010.2 |
1,031.8 |
1,079.9 |
|
| S4 |
973.6 |
995.2 |
1,069.9 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,128.7 |
1,063.1 |
65.6 |
5.9% |
23.6 |
2.1% |
87% |
True |
False |
173,746 |
| 10 |
1,128.7 |
1,044.5 |
84.2 |
7.5% |
24.9 |
2.2% |
90% |
True |
False |
185,832 |
| 20 |
1,142.9 |
1,044.5 |
98.4 |
8.8% |
23.6 |
2.1% |
77% |
False |
False |
142,839 |
| 40 |
1,166.7 |
1,044.5 |
122.2 |
10.9% |
21.3 |
1.9% |
62% |
False |
False |
77,325 |
| 60 |
1,229.0 |
1,044.5 |
184.5 |
16.5% |
23.6 |
2.1% |
41% |
False |
False |
53,010 |
| 80 |
1,229.0 |
1,029.0 |
200.0 |
17.9% |
21.7 |
1.9% |
46% |
False |
False |
40,233 |
| 100 |
1,229.0 |
989.3 |
239.7 |
21.4% |
20.5 |
1.8% |
55% |
False |
False |
32,492 |
| 120 |
1,229.0 |
944.0 |
285.0 |
25.4% |
19.4 |
1.7% |
62% |
False |
False |
27,264 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,227.3 |
|
2.618 |
1,189.4 |
|
1.618 |
1,166.2 |
|
1.000 |
1,151.9 |
|
0.618 |
1,143.0 |
|
HIGH |
1,128.7 |
|
0.618 |
1,119.8 |
|
0.500 |
1,117.1 |
|
0.382 |
1,114.4 |
|
LOW |
1,105.5 |
|
0.618 |
1,091.2 |
|
1.000 |
1,082.3 |
|
1.618 |
1,068.0 |
|
2.618 |
1,044.8 |
|
4.250 |
1,006.9 |
|
|
| Fisher Pivots for day following 17-Feb-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1,119.1 |
1,114.5 |
| PP |
1,118.1 |
1,109.0 |
| S1 |
1,117.1 |
1,103.4 |
|