| 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 |
1,120.9 |
1,119.7 |
-1.2 |
-0.1% |
1,068.7 |
| High |
1,122.8 |
1,129.8 |
7.0 |
0.6% |
1,098.7 |
| Low |
1,094.2 |
1,106.6 |
12.4 |
1.1% |
1,063.2 |
| Close |
1,120.9 |
1,121.3 |
0.4 |
0.0% |
1,091.1 |
| Range |
28.6 |
23.2 |
-5.4 |
-18.9% |
35.5 |
| ATR |
22.9 |
22.9 |
0.0 |
0.1% |
0.0 |
| Volume |
2,428 |
3,293 |
865 |
35.6% |
22,297 |
|
| Daily Pivots for day following 17-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,188.8 |
1,178.3 |
1,134.1 |
|
| R3 |
1,165.6 |
1,155.1 |
1,127.7 |
|
| R2 |
1,142.4 |
1,142.4 |
1,125.6 |
|
| R1 |
1,131.9 |
1,131.9 |
1,123.4 |
1,137.2 |
| PP |
1,119.2 |
1,119.2 |
1,119.2 |
1,121.9 |
| S1 |
1,108.7 |
1,108.7 |
1,119.2 |
1,114.0 |
| S2 |
1,096.0 |
1,096.0 |
1,117.0 |
|
| S3 |
1,072.8 |
1,085.5 |
1,114.9 |
|
| S4 |
1,049.6 |
1,062.3 |
1,108.5 |
|
|
| Weekly Pivots for week ending 12-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,190.8 |
1,176.5 |
1,110.6 |
|
| R3 |
1,155.3 |
1,141.0 |
1,100.9 |
|
| R2 |
1,119.8 |
1,119.8 |
1,097.6 |
|
| R1 |
1,105.5 |
1,105.5 |
1,094.4 |
1,112.7 |
| PP |
1,084.3 |
1,084.3 |
1,084.3 |
1,087.9 |
| S1 |
1,070.0 |
1,070.0 |
1,087.8 |
1,077.2 |
| S2 |
1,048.8 |
1,048.8 |
1,084.6 |
|
| S3 |
1,013.3 |
1,034.5 |
1,081.3 |
|
| S4 |
977.8 |
999.0 |
1,071.6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,129.8 |
1,064.3 |
65.5 |
5.8% |
22.8 |
2.0% |
87% |
True |
False |
2,924 |
| 10 |
1,129.8 |
1,045.6 |
84.2 |
7.5% |
24.1 |
2.1% |
90% |
True |
False |
4,305 |
| 20 |
1,143.4 |
1,045.6 |
97.8 |
8.7% |
22.6 |
2.0% |
77% |
False |
False |
3,722 |
| 40 |
1,164.1 |
1,045.6 |
118.5 |
10.6% |
20.0 |
1.8% |
64% |
False |
False |
3,640 |
| 60 |
1,230.0 |
1,045.6 |
184.4 |
16.4% |
22.3 |
2.0% |
41% |
False |
False |
3,384 |
| 80 |
1,230.0 |
1,030.0 |
200.0 |
17.8% |
20.4 |
1.8% |
46% |
False |
False |
2,876 |
| 100 |
1,230.0 |
989.3 |
240.7 |
21.5% |
19.0 |
1.7% |
55% |
False |
False |
2,408 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,228.4 |
|
2.618 |
1,190.5 |
|
1.618 |
1,167.3 |
|
1.000 |
1,153.0 |
|
0.618 |
1,144.1 |
|
HIGH |
1,129.8 |
|
0.618 |
1,120.9 |
|
0.500 |
1,118.2 |
|
0.382 |
1,115.5 |
|
LOW |
1,106.6 |
|
0.618 |
1,092.3 |
|
1.000 |
1,083.4 |
|
1.618 |
1,069.1 |
|
2.618 |
1,045.9 |
|
4.250 |
1,008.0 |
|
|
| Fisher Pivots for day following 17-Feb-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1,120.3 |
1,115.8 |
| PP |
1,119.2 |
1,110.2 |
| S1 |
1,118.2 |
1,104.7 |
|