| Trading Metrics calculated at close of trading on 15-Feb-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Feb-2010 |
15-Feb-2010 |
Change |
Change % |
Previous Week |
| Open |
2,630.0 |
2,609.0 |
-21.0 |
-0.8% |
2,595.0 |
| High |
2,641.0 |
2,631.0 |
-10.0 |
-0.4% |
2,653.0 |
| Low |
2,585.0 |
2,604.0 |
19.0 |
0.7% |
2,545.0 |
| Close |
2,604.0 |
2,610.0 |
6.0 |
0.2% |
2,604.0 |
| Range |
56.0 |
27.0 |
-29.0 |
-51.8% |
108.0 |
| ATR |
65.4 |
62.7 |
-2.7 |
-4.2% |
0.0 |
| Volume |
220 |
4,604 |
4,384 |
1,992.7% |
5,440 |
|
| Daily Pivots for day following 15-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,696.0 |
2,680.0 |
2,624.9 |
|
| R3 |
2,669.0 |
2,653.0 |
2,617.4 |
|
| R2 |
2,642.0 |
2,642.0 |
2,615.0 |
|
| R1 |
2,626.0 |
2,626.0 |
2,612.5 |
2,634.0 |
| PP |
2,615.0 |
2,615.0 |
2,615.0 |
2,619.0 |
| S1 |
2,599.0 |
2,599.0 |
2,607.5 |
2,607.0 |
| S2 |
2,588.0 |
2,588.0 |
2,605.1 |
|
| S3 |
2,561.0 |
2,572.0 |
2,602.6 |
|
| S4 |
2,534.0 |
2,545.0 |
2,595.2 |
|
|
| Weekly Pivots for week ending 12-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,924.7 |
2,872.3 |
2,663.4 |
|
| R3 |
2,816.7 |
2,764.3 |
2,633.7 |
|
| R2 |
2,708.7 |
2,708.7 |
2,623.8 |
|
| R1 |
2,656.3 |
2,656.3 |
2,613.9 |
2,682.5 |
| PP |
2,600.7 |
2,600.7 |
2,600.7 |
2,613.8 |
| S1 |
2,548.3 |
2,548.3 |
2,594.1 |
2,574.5 |
| S2 |
2,492.7 |
2,492.7 |
2,584.2 |
|
| S3 |
2,384.7 |
2,440.3 |
2,574.3 |
|
| S4 |
2,276.7 |
2,332.3 |
2,544.6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,653.0 |
2,574.0 |
79.0 |
3.0% |
53.8 |
2.1% |
46% |
False |
False |
1,983 |
| 10 |
2,775.0 |
2,528.0 |
247.0 |
9.5% |
66.4 |
2.5% |
33% |
False |
False |
2,956 |
| 20 |
2,934.0 |
2,528.0 |
406.0 |
15.6% |
70.3 |
2.7% |
20% |
False |
False |
2,759 |
| 40 |
2,975.0 |
2,528.0 |
447.0 |
17.1% |
53.3 |
2.0% |
18% |
False |
False |
3,714 |
| 60 |
2,975.0 |
2,528.0 |
447.0 |
17.1% |
49.0 |
1.9% |
18% |
False |
False |
3,362 |
| 80 |
2,975.0 |
2,528.0 |
447.0 |
17.1% |
49.9 |
1.9% |
18% |
False |
False |
2,668 |
| 100 |
2,975.0 |
2,528.0 |
447.0 |
17.1% |
48.6 |
1.9% |
18% |
False |
False |
2,176 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,745.8 |
|
2.618 |
2,701.7 |
|
1.618 |
2,674.7 |
|
1.000 |
2,658.0 |
|
0.618 |
2,647.7 |
|
HIGH |
2,631.0 |
|
0.618 |
2,620.7 |
|
0.500 |
2,617.5 |
|
0.382 |
2,614.3 |
|
LOW |
2,604.0 |
|
0.618 |
2,587.3 |
|
1.000 |
2,577.0 |
|
1.618 |
2,560.3 |
|
2.618 |
2,533.3 |
|
4.250 |
2,489.3 |
|
|
| Fisher Pivots for day following 15-Feb-2010 |
| Pivot |
1 day |
3 day |
| R1 |
2,617.5 |
2,618.0 |
| PP |
2,615.0 |
2,615.3 |
| S1 |
2,612.5 |
2,612.7 |
|