| Trading Metrics calculated at close of trading on 19-Feb-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Feb-2010 |
19-Feb-2010 |
Change |
Change % |
Previous Week |
| Open |
2,685.0 |
2,695.0 |
10.0 |
0.4% |
2,609.0 |
| High |
2,722.0 |
2,725.0 |
3.0 |
0.1% |
2,725.0 |
| Low |
2,679.0 |
2,680.0 |
1.0 |
0.0% |
2,604.0 |
| Close |
2,708.0 |
2,724.0 |
16.0 |
0.6% |
2,724.0 |
| Range |
43.0 |
45.0 |
2.0 |
4.7% |
121.0 |
| ATR |
60.7 |
59.6 |
-1.1 |
-1.9% |
0.0 |
| Volume |
24,742 |
953 |
-23,789 |
-96.1% |
42,850 |
|
| Daily Pivots for day following 19-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,844.7 |
2,829.3 |
2,748.8 |
|
| R3 |
2,799.7 |
2,784.3 |
2,736.4 |
|
| R2 |
2,754.7 |
2,754.7 |
2,732.3 |
|
| R1 |
2,739.3 |
2,739.3 |
2,728.1 |
2,747.0 |
| PP |
2,709.7 |
2,709.7 |
2,709.7 |
2,713.5 |
| S1 |
2,694.3 |
2,694.3 |
2,719.9 |
2,702.0 |
| S2 |
2,664.7 |
2,664.7 |
2,715.8 |
|
| S3 |
2,619.7 |
2,649.3 |
2,711.6 |
|
| S4 |
2,574.7 |
2,604.3 |
2,699.3 |
|
|
| Weekly Pivots for week ending 19-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,047.3 |
3,006.7 |
2,790.6 |
|
| R3 |
2,926.3 |
2,885.7 |
2,757.3 |
|
| R2 |
2,805.3 |
2,805.3 |
2,746.2 |
|
| R1 |
2,764.7 |
2,764.7 |
2,735.1 |
2,785.0 |
| PP |
2,684.3 |
2,684.3 |
2,684.3 |
2,694.5 |
| S1 |
2,643.7 |
2,643.7 |
2,712.9 |
2,664.0 |
| S2 |
2,563.3 |
2,563.3 |
2,701.8 |
|
| S3 |
2,442.3 |
2,522.7 |
2,690.7 |
|
| S4 |
2,321.3 |
2,401.7 |
2,657.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,725.0 |
2,604.0 |
121.0 |
4.4% |
42.8 |
1.6% |
99% |
True |
False |
8,570 |
| 10 |
2,725.0 |
2,545.0 |
180.0 |
6.6% |
51.3 |
1.9% |
99% |
True |
False |
4,829 |
| 20 |
2,775.0 |
2,528.0 |
247.0 |
9.1% |
61.8 |
2.3% |
79% |
False |
False |
3,934 |
| 40 |
2,975.0 |
2,528.0 |
447.0 |
16.4% |
52.3 |
1.9% |
44% |
False |
False |
2,768 |
| 60 |
2,975.0 |
2,528.0 |
447.0 |
16.4% |
51.1 |
1.9% |
44% |
False |
False |
3,994 |
| 80 |
2,975.0 |
2,528.0 |
447.0 |
16.4% |
49.1 |
1.8% |
44% |
False |
False |
3,109 |
| 100 |
2,975.0 |
2,528.0 |
447.0 |
16.4% |
48.4 |
1.8% |
44% |
False |
False |
2,555 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,916.3 |
|
2.618 |
2,842.8 |
|
1.618 |
2,797.8 |
|
1.000 |
2,770.0 |
|
0.618 |
2,752.8 |
|
HIGH |
2,725.0 |
|
0.618 |
2,707.8 |
|
0.500 |
2,702.5 |
|
0.382 |
2,697.2 |
|
LOW |
2,680.0 |
|
0.618 |
2,652.2 |
|
1.000 |
2,635.0 |
|
1.618 |
2,607.2 |
|
2.618 |
2,562.2 |
|
4.250 |
2,488.8 |
|
|
| Fisher Pivots for day following 19-Feb-2010 |
| Pivot |
1 day |
3 day |
| R1 |
2,716.8 |
2,714.3 |
| PP |
2,709.7 |
2,704.7 |
| S1 |
2,702.5 |
2,695.0 |
|