| Trading Metrics calculated at close of trading on 22-Feb-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Feb-2010 |
22-Feb-2010 |
Change |
Change % |
Previous Week |
| Open |
1,108.5 |
1,122.1 |
13.6 |
1.2% |
1,093.7 |
| High |
1,127.4 |
1,131.5 |
4.1 |
0.4% |
1,128.7 |
| Low |
1,099.3 |
1,110.0 |
10.7 |
1.0% |
1,092.0 |
| Close |
1,122.1 |
1,113.1 |
-9.0 |
-0.8% |
1,122.1 |
| Range |
28.1 |
21.5 |
-6.6 |
-23.5% |
36.7 |
| ATR |
24.3 |
24.1 |
-0.2 |
-0.8% |
0.0 |
| Volume |
188,706 |
170,952 |
-17,754 |
-9.4% |
693,964 |
|
| Daily Pivots for day following 22-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,182.7 |
1,169.4 |
1,124.9 |
|
| R3 |
1,161.2 |
1,147.9 |
1,119.0 |
|
| R2 |
1,139.7 |
1,139.7 |
1,117.0 |
|
| R1 |
1,126.4 |
1,126.4 |
1,115.1 |
1,122.3 |
| PP |
1,118.2 |
1,118.2 |
1,118.2 |
1,116.2 |
| S1 |
1,104.9 |
1,104.9 |
1,111.1 |
1,100.8 |
| S2 |
1,096.7 |
1,096.7 |
1,109.2 |
|
| S3 |
1,075.2 |
1,083.4 |
1,107.2 |
|
| S4 |
1,053.7 |
1,061.9 |
1,101.3 |
|
|
| Weekly Pivots for week ending 19-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,224.4 |
1,209.9 |
1,142.3 |
|
| R3 |
1,187.7 |
1,173.2 |
1,132.2 |
|
| R2 |
1,151.0 |
1,151.0 |
1,128.8 |
|
| R1 |
1,136.5 |
1,136.5 |
1,125.5 |
1,143.8 |
| PP |
1,114.3 |
1,114.3 |
1,114.3 |
1,117.9 |
| S1 |
1,099.8 |
1,099.8 |
1,118.7 |
1,107.1 |
| S2 |
1,077.6 |
1,077.6 |
1,115.4 |
|
| S3 |
1,040.9 |
1,063.1 |
1,112.0 |
|
| S4 |
1,004.2 |
1,026.4 |
1,101.9 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,131.5 |
1,092.0 |
39.5 |
3.5% |
25.9 |
2.3% |
53% |
True |
False |
172,983 |
| 10 |
1,131.5 |
1,061.8 |
69.7 |
6.3% |
22.9 |
2.1% |
74% |
True |
False |
179,701 |
| 20 |
1,131.5 |
1,044.5 |
87.0 |
7.8% |
23.3 |
2.1% |
79% |
True |
False |
162,955 |
| 40 |
1,166.7 |
1,044.5 |
122.2 |
11.0% |
21.4 |
1.9% |
56% |
False |
False |
90,212 |
| 60 |
1,229.0 |
1,044.5 |
184.5 |
16.6% |
24.0 |
2.2% |
37% |
False |
False |
61,678 |
| 80 |
1,229.0 |
1,029.0 |
200.0 |
18.0% |
22.1 |
2.0% |
42% |
False |
False |
46,847 |
| 100 |
1,229.0 |
989.3 |
239.7 |
21.5% |
20.8 |
1.9% |
52% |
False |
False |
37,751 |
| 120 |
1,229.0 |
946.7 |
282.3 |
25.4% |
19.8 |
1.8% |
59% |
False |
False |
31,677 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,222.9 |
|
2.618 |
1,187.8 |
|
1.618 |
1,166.3 |
|
1.000 |
1,153.0 |
|
0.618 |
1,144.8 |
|
HIGH |
1,131.5 |
|
0.618 |
1,123.3 |
|
0.500 |
1,120.8 |
|
0.382 |
1,118.2 |
|
LOW |
1,110.0 |
|
0.618 |
1,096.7 |
|
1.000 |
1,088.5 |
|
1.618 |
1,075.2 |
|
2.618 |
1,053.7 |
|
4.250 |
1,018.6 |
|
|
| Fisher Pivots for day following 22-Feb-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1,120.8 |
1,114.8 |
| PP |
1,118.2 |
1,114.2 |
| S1 |
1,115.7 |
1,113.7 |
|