| 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 |
1,119.9 |
1,108.6 |
-11.3 |
-1.0% |
1,120.9 |
| High |
1,125.6 |
1,128.3 |
2.7 |
0.2% |
1,129.8 |
| Low |
1,099.5 |
1,101.0 |
1.5 |
0.1% |
1,094.2 |
| Close |
1,119.9 |
1,123.3 |
3.4 |
0.3% |
1,123.3 |
| Range |
26.1 |
27.3 |
1.2 |
4.6% |
35.6 |
| ATR |
23.1 |
23.4 |
0.3 |
1.3% |
0.0 |
| Volume |
3,568 |
5,322 |
1,754 |
49.2% |
14,611 |
|
| Daily Pivots for day following 19-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,199.4 |
1,188.7 |
1,138.3 |
|
| R3 |
1,172.1 |
1,161.4 |
1,130.8 |
|
| R2 |
1,144.8 |
1,144.8 |
1,128.3 |
|
| R1 |
1,134.1 |
1,134.1 |
1,125.8 |
1,139.5 |
| PP |
1,117.5 |
1,117.5 |
1,117.5 |
1,120.2 |
| S1 |
1,106.8 |
1,106.8 |
1,120.8 |
1,112.2 |
| S2 |
1,090.2 |
1,090.2 |
1,118.3 |
|
| S3 |
1,062.9 |
1,079.5 |
1,115.8 |
|
| S4 |
1,035.6 |
1,052.2 |
1,108.3 |
|
|
| Weekly Pivots for week ending 19-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,222.6 |
1,208.5 |
1,142.9 |
|
| R3 |
1,187.0 |
1,172.9 |
1,133.1 |
|
| R2 |
1,151.4 |
1,151.4 |
1,129.8 |
|
| R1 |
1,137.3 |
1,137.3 |
1,126.6 |
1,144.4 |
| PP |
1,115.8 |
1,115.8 |
1,115.8 |
1,119.3 |
| S1 |
1,101.7 |
1,101.7 |
1,120.0 |
1,108.8 |
| S2 |
1,080.2 |
1,080.2 |
1,116.8 |
|
| S3 |
1,044.6 |
1,066.1 |
1,113.5 |
|
| S4 |
1,009.0 |
1,030.5 |
1,103.7 |
|
|
| 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 |
1,079.6 |
50.2 |
4.5% |
24.8 |
2.2% |
87% |
False |
False |
3,476 |
| 10 |
1,129.8 |
1,045.6 |
84.2 |
7.5% |
22.3 |
2.0% |
92% |
False |
False |
4,406 |
| 20 |
1,129.8 |
1,045.6 |
84.2 |
7.5% |
22.1 |
2.0% |
92% |
False |
False |
3,810 |
| 40 |
1,164.1 |
1,045.6 |
118.5 |
10.5% |
20.2 |
1.8% |
66% |
False |
False |
3,667 |
| 60 |
1,230.0 |
1,045.6 |
184.4 |
16.4% |
22.7 |
2.0% |
42% |
False |
False |
3,476 |
| 80 |
1,230.0 |
1,030.0 |
200.0 |
17.8% |
20.8 |
1.9% |
47% |
False |
False |
2,973 |
| 100 |
1,230.0 |
990.7 |
239.3 |
21.3% |
19.2 |
1.7% |
55% |
False |
False |
2,488 |
| 120 |
1,230.0 |
952.9 |
277.1 |
24.7% |
18.0 |
1.6% |
61% |
False |
False |
2,145 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,244.3 |
|
2.618 |
1,199.8 |
|
1.618 |
1,172.5 |
|
1.000 |
1,155.6 |
|
0.618 |
1,145.2 |
|
HIGH |
1,128.3 |
|
0.618 |
1,117.9 |
|
0.500 |
1,114.7 |
|
0.382 |
1,111.4 |
|
LOW |
1,101.0 |
|
0.618 |
1,084.1 |
|
1.000 |
1,073.7 |
|
1.618 |
1,056.8 |
|
2.618 |
1,029.5 |
|
4.250 |
985.0 |
|
|
| Fisher Pivots for day following 19-Feb-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1,120.4 |
1,120.4 |
| PP |
1,117.5 |
1,117.5 |
| S1 |
1,114.7 |
1,114.7 |
|