| Trading Metrics calculated at close of trading on 11-Feb-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Feb-2010 |
11-Feb-2010 |
Change |
Change % |
Previous Week |
| Open |
1,078.4 |
1,096.8 |
18.4 |
1.7% |
1,106.9 |
| High |
1,083.0 |
1,098.5 |
15.5 |
1.4% |
1,125.9 |
| Low |
1,066.0 |
1,075.8 |
9.8 |
0.9% |
1,050.0 |
| Close |
1,078.4 |
1,096.8 |
18.4 |
1.7% |
1,054.6 |
| Range |
17.0 |
22.7 |
5.7 |
33.5% |
75.9 |
| ATR |
18.7 |
19.0 |
0.3 |
1.5% |
0.0 |
| Volume |
1,418 |
2,747 |
1,329 |
93.7% |
5,010 |
|
| Daily Pivots for day following 11-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,158.5 |
1,150.3 |
1,109.3 |
|
| R3 |
1,135.8 |
1,127.6 |
1,103.0 |
|
| R2 |
1,113.1 |
1,113.1 |
1,101.0 |
|
| R1 |
1,104.9 |
1,104.9 |
1,098.9 |
1,108.2 |
| PP |
1,090.4 |
1,090.4 |
1,090.4 |
1,092.0 |
| S1 |
1,082.2 |
1,082.2 |
1,094.7 |
1,085.5 |
| S2 |
1,067.7 |
1,067.7 |
1,092.6 |
|
| S3 |
1,045.0 |
1,059.5 |
1,090.6 |
|
| S4 |
1,022.3 |
1,036.8 |
1,084.3 |
|
|
| Weekly Pivots for week ending 05-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,304.5 |
1,255.5 |
1,096.3 |
|
| R3 |
1,228.6 |
1,179.6 |
1,075.5 |
|
| R2 |
1,152.7 |
1,152.7 |
1,068.5 |
|
| R1 |
1,103.7 |
1,103.7 |
1,061.6 |
1,090.3 |
| PP |
1,076.8 |
1,076.8 |
1,076.8 |
1,070.1 |
| S1 |
1,027.8 |
1,027.8 |
1,047.6 |
1,014.4 |
| S2 |
1,000.9 |
1,000.9 |
1,040.7 |
|
| S3 |
925.0 |
951.9 |
1,033.7 |
|
| S4 |
849.1 |
876.0 |
1,012.9 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,098.5 |
1,050.0 |
48.5 |
4.4% |
15.8 |
1.4% |
96% |
True |
False |
1,908 |
| 10 |
1,125.9 |
1,050.0 |
75.9 |
6.9% |
18.0 |
1.6% |
62% |
False |
False |
1,281 |
| 20 |
1,149.0 |
1,050.0 |
99.0 |
9.0% |
16.8 |
1.5% |
47% |
False |
False |
1,047 |
| 40 |
1,162.3 |
1,050.0 |
112.3 |
10.2% |
15.7 |
1.4% |
42% |
False |
False |
931 |
| 60 |
1,230.7 |
1,050.0 |
180.7 |
16.5% |
16.5 |
1.5% |
26% |
False |
False |
942 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,195.0 |
|
2.618 |
1,157.9 |
|
1.618 |
1,135.2 |
|
1.000 |
1,121.2 |
|
0.618 |
1,112.5 |
|
HIGH |
1,098.5 |
|
0.618 |
1,089.8 |
|
0.500 |
1,087.2 |
|
0.382 |
1,084.5 |
|
LOW |
1,075.8 |
|
0.618 |
1,061.8 |
|
1.000 |
1,053.1 |
|
1.618 |
1,039.1 |
|
2.618 |
1,016.4 |
|
4.250 |
979.3 |
|
|
| Fisher Pivots for day following 11-Feb-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1,093.6 |
1,092.0 |
| PP |
1,090.4 |
1,087.1 |
| S1 |
1,087.2 |
1,082.3 |
|