| 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 |
2,638.0 |
2,671.0 |
33.0 |
1.3% |
2,595.0 |
| High |
2,665.0 |
2,707.0 |
42.0 |
1.6% |
2,653.0 |
| Low |
2,608.0 |
2,665.0 |
57.0 |
2.2% |
2,545.0 |
| Close |
2,647.0 |
2,686.0 |
39.0 |
1.5% |
2,604.0 |
| Range |
57.0 |
42.0 |
-15.0 |
-26.3% |
108.0 |
| ATR |
62.3 |
62.1 |
-0.2 |
-0.3% |
0.0 |
| Volume |
236 |
12,315 |
12,079 |
5,118.2% |
5,440 |
|
| Daily Pivots for day following 17-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,812.0 |
2,791.0 |
2,709.1 |
|
| R3 |
2,770.0 |
2,749.0 |
2,697.6 |
|
| R2 |
2,728.0 |
2,728.0 |
2,693.7 |
|
| R1 |
2,707.0 |
2,707.0 |
2,689.9 |
2,717.5 |
| PP |
2,686.0 |
2,686.0 |
2,686.0 |
2,691.3 |
| S1 |
2,665.0 |
2,665.0 |
2,682.2 |
2,675.5 |
| S2 |
2,644.0 |
2,644.0 |
2,678.3 |
|
| S3 |
2,602.0 |
2,623.0 |
2,674.5 |
|
| S4 |
2,560.0 |
2,581.0 |
2,662.9 |
|
|
| 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 |
2,707.0 |
2,584.0 |
123.0 |
4.6% |
50.0 |
1.9% |
83% |
True |
False |
3,926 |
| 10 |
2,737.0 |
2,528.0 |
209.0 |
7.8% |
64.8 |
2.4% |
76% |
False |
False |
3,955 |
| 20 |
2,875.0 |
2,528.0 |
347.0 |
12.9% |
67.4 |
2.5% |
46% |
False |
False |
3,104 |
| 40 |
2,975.0 |
2,528.0 |
447.0 |
16.6% |
53.0 |
2.0% |
35% |
False |
False |
2,498 |
| 60 |
2,975.0 |
2,528.0 |
447.0 |
16.6% |
50.1 |
1.9% |
35% |
False |
False |
3,567 |
| 80 |
2,975.0 |
2,528.0 |
447.0 |
16.6% |
49.8 |
1.9% |
35% |
False |
False |
2,795 |
| 100 |
2,975.0 |
2,528.0 |
447.0 |
16.6% |
48.7 |
1.8% |
35% |
False |
False |
2,300 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,885.5 |
|
2.618 |
2,817.0 |
|
1.618 |
2,775.0 |
|
1.000 |
2,749.0 |
|
0.618 |
2,733.0 |
|
HIGH |
2,707.0 |
|
0.618 |
2,691.0 |
|
0.500 |
2,686.0 |
|
0.382 |
2,681.0 |
|
LOW |
2,665.0 |
|
0.618 |
2,639.0 |
|
1.000 |
2,623.0 |
|
1.618 |
2,597.0 |
|
2.618 |
2,555.0 |
|
4.250 |
2,486.5 |
|
|
| Fisher Pivots for day following 17-Feb-2010 |
| Pivot |
1 day |
3 day |
| R1 |
2,686.0 |
2,675.8 |
| PP |
2,686.0 |
2,665.7 |
| S1 |
2,686.0 |
2,655.5 |
|