| 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 |
1,094.75 |
1,102.25 |
7.50 |
0.7% |
1,072.25 |
| High |
1,106.00 |
1,108.00 |
2.00 |
0.2% |
1,106.00 |
| Low |
1,088.00 |
1,099.00 |
11.00 |
1.0% |
1,069.25 |
| Close |
1,101.50 |
1,102.75 |
1.25 |
0.1% |
1,101.50 |
| Range |
18.00 |
9.00 |
-9.00 |
-50.0% |
36.75 |
| ATR |
17.73 |
17.11 |
-0.62 |
-3.5% |
0.00 |
| Volume |
5,824 |
5,388 |
-436 |
-7.5% |
17,894 |
|
| Daily Pivots for day following 22-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,130.25 |
1,125.50 |
1,107.75 |
|
| R3 |
1,121.25 |
1,116.50 |
1,105.25 |
|
| R2 |
1,112.25 |
1,112.25 |
1,104.50 |
|
| R1 |
1,107.50 |
1,107.50 |
1,103.50 |
1,110.00 |
| PP |
1,103.25 |
1,103.25 |
1,103.25 |
1,104.50 |
| S1 |
1,098.50 |
1,098.50 |
1,102.00 |
1,101.00 |
| S2 |
1,094.25 |
1,094.25 |
1,101.00 |
|
| S3 |
1,085.25 |
1,089.50 |
1,100.25 |
|
| S4 |
1,076.25 |
1,080.50 |
1,097.75 |
|
|
| Weekly Pivots for week ending 19-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,202.50 |
1,188.75 |
1,121.75 |
|
| R3 |
1,165.75 |
1,152.00 |
1,111.50 |
|
| R2 |
1,129.00 |
1,129.00 |
1,108.25 |
|
| R1 |
1,115.25 |
1,115.25 |
1,104.75 |
1,122.00 |
| PP |
1,092.25 |
1,092.25 |
1,092.25 |
1,095.75 |
| S1 |
1,078.50 |
1,078.50 |
1,098.25 |
1,085.50 |
| S2 |
1,055.50 |
1,055.50 |
1,094.75 |
|
| S3 |
1,018.75 |
1,041.75 |
1,091.50 |
|
| S4 |
982.00 |
1,005.00 |
1,081.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,108.00 |
1,069.25 |
38.75 |
3.5% |
13.50 |
1.2% |
86% |
True |
False |
4,656 |
| 10 |
1,108.00 |
1,048.00 |
60.00 |
5.4% |
16.00 |
1.5% |
91% |
True |
False |
4,376 |
| 20 |
1,108.00 |
1,036.25 |
71.75 |
6.5% |
18.50 |
1.7% |
93% |
True |
False |
3,296 |
| 40 |
1,143.00 |
1,036.25 |
106.75 |
9.7% |
16.25 |
1.5% |
62% |
False |
False |
2,134 |
| 60 |
1,143.00 |
1,036.25 |
106.75 |
9.7% |
15.00 |
1.4% |
62% |
False |
False |
1,444 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,146.25 |
|
2.618 |
1,131.50 |
|
1.618 |
1,122.50 |
|
1.000 |
1,117.00 |
|
0.618 |
1,113.50 |
|
HIGH |
1,108.00 |
|
0.618 |
1,104.50 |
|
0.500 |
1,103.50 |
|
0.382 |
1,102.50 |
|
LOW |
1,099.00 |
|
0.618 |
1,093.50 |
|
1.000 |
1,090.00 |
|
1.618 |
1,084.50 |
|
2.618 |
1,075.50 |
|
4.250 |
1,060.75 |
|
|
| Fisher Pivots for day following 22-Feb-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1,103.50 |
1,101.25 |
| PP |
1,103.25 |
1,099.50 |
| S1 |
1,103.00 |
1,098.00 |
|