| Trading Metrics calculated at close of trading on 18-Feb-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Feb-2010 |
18-Feb-2010 |
Change |
Change % |
Previous Week |
| Open |
2,671.0 |
2,685.0 |
14.0 |
0.5% |
2,595.0 |
| High |
2,707.0 |
2,722.0 |
15.0 |
0.6% |
2,653.0 |
| Low |
2,665.0 |
2,679.0 |
14.0 |
0.5% |
2,545.0 |
| Close |
2,686.0 |
2,708.0 |
22.0 |
0.8% |
2,604.0 |
| Range |
42.0 |
43.0 |
1.0 |
2.4% |
108.0 |
| ATR |
62.1 |
60.7 |
-1.4 |
-2.2% |
0.0 |
| Volume |
12,315 |
24,742 |
12,427 |
100.9% |
5,440 |
|
| Daily Pivots for day following 18-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,832.0 |
2,813.0 |
2,731.7 |
|
| R3 |
2,789.0 |
2,770.0 |
2,719.8 |
|
| R2 |
2,746.0 |
2,746.0 |
2,715.9 |
|
| R1 |
2,727.0 |
2,727.0 |
2,711.9 |
2,736.5 |
| PP |
2,703.0 |
2,703.0 |
2,703.0 |
2,707.8 |
| S1 |
2,684.0 |
2,684.0 |
2,704.1 |
2,693.5 |
| S2 |
2,660.0 |
2,660.0 |
2,700.1 |
|
| S3 |
2,617.0 |
2,641.0 |
2,696.2 |
|
| S4 |
2,574.0 |
2,598.0 |
2,684.4 |
|
|
| 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 |
2,722.0 |
2,585.0 |
137.0 |
5.1% |
45.0 |
1.7% |
90% |
True |
False |
8,423 |
| 10 |
2,722.0 |
2,528.0 |
194.0 |
7.2% |
57.2 |
2.1% |
93% |
True |
False |
6,298 |
| 20 |
2,787.0 |
2,528.0 |
259.0 |
9.6% |
63.9 |
2.4% |
69% |
False |
False |
4,212 |
| 40 |
2,975.0 |
2,528.0 |
447.0 |
16.5% |
52.7 |
1.9% |
40% |
False |
False |
2,746 |
| 60 |
2,975.0 |
2,528.0 |
447.0 |
16.5% |
50.8 |
1.9% |
40% |
False |
False |
3,979 |
| 80 |
2,975.0 |
2,528.0 |
447.0 |
16.5% |
49.5 |
1.8% |
40% |
False |
False |
3,100 |
| 100 |
2,975.0 |
2,528.0 |
447.0 |
16.5% |
48.9 |
1.8% |
40% |
False |
False |
2,547 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,904.8 |
|
2.618 |
2,834.6 |
|
1.618 |
2,791.6 |
|
1.000 |
2,765.0 |
|
0.618 |
2,748.6 |
|
HIGH |
2,722.0 |
|
0.618 |
2,705.6 |
|
0.500 |
2,700.5 |
|
0.382 |
2,695.4 |
|
LOW |
2,679.0 |
|
0.618 |
2,652.4 |
|
1.000 |
2,636.0 |
|
1.618 |
2,609.4 |
|
2.618 |
2,566.4 |
|
4.250 |
2,496.3 |
|
|
| Fisher Pivots for day following 18-Feb-2010 |
| Pivot |
1 day |
3 day |
| R1 |
2,705.5 |
2,693.7 |
| PP |
2,703.0 |
2,679.3 |
| S1 |
2,700.5 |
2,665.0 |
|