| Trading Metrics calculated at close of trading on 16-Feb-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Feb-2010 |
16-Feb-2010 |
Change |
Change % |
Previous Week |
| Open |
1,092.1 |
1,121.9 |
29.8 |
2.7% |
1,068.2 |
| High |
1,097.5 |
1,123.6 |
26.1 |
2.4% |
1,098.5 |
| Low |
1,080.4 |
1,096.2 |
15.8 |
1.5% |
1,066.0 |
| Close |
1,092.1 |
1,121.9 |
29.8 |
2.7% |
1,092.1 |
| Range |
17.1 |
27.4 |
10.3 |
60.2% |
32.5 |
| ATR |
18.9 |
19.8 |
0.9 |
4.8% |
0.0 |
| Volume |
2,082 |
1,395 |
-687 |
-33.0% |
9,611 |
|
| Daily Pivots for day following 16-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,196.1 |
1,186.4 |
1,137.0 |
|
| R3 |
1,168.7 |
1,159.0 |
1,129.4 |
|
| R2 |
1,141.3 |
1,141.3 |
1,126.9 |
|
| R1 |
1,131.6 |
1,131.6 |
1,124.4 |
1,135.6 |
| PP |
1,113.9 |
1,113.9 |
1,113.9 |
1,115.9 |
| S1 |
1,104.2 |
1,104.2 |
1,119.4 |
1,108.2 |
| S2 |
1,086.5 |
1,086.5 |
1,116.9 |
|
| S3 |
1,059.1 |
1,076.8 |
1,114.4 |
|
| S4 |
1,031.7 |
1,049.4 |
1,106.8 |
|
|
| Weekly Pivots for week ending 12-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,183.0 |
1,170.1 |
1,110.0 |
|
| R3 |
1,150.5 |
1,137.6 |
1,101.0 |
|
| R2 |
1,118.0 |
1,118.0 |
1,098.1 |
|
| R1 |
1,105.1 |
1,105.1 |
1,095.1 |
1,111.6 |
| PP |
1,085.5 |
1,085.5 |
1,085.5 |
1,088.8 |
| S1 |
1,072.6 |
1,072.6 |
1,089.1 |
1,079.1 |
| S2 |
1,053.0 |
1,053.0 |
1,086.1 |
|
| S3 |
1,020.5 |
1,040.1 |
1,083.2 |
|
| S4 |
988.0 |
1,007.6 |
1,074.2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,123.6 |
1,066.0 |
57.6 |
5.1% |
20.6 |
1.8% |
97% |
True |
False |
1,974 |
| 10 |
1,125.9 |
1,050.0 |
75.9 |
6.8% |
18.6 |
1.7% |
95% |
False |
False |
1,568 |
| 20 |
1,142.7 |
1,050.0 |
92.7 |
8.3% |
17.5 |
1.6% |
78% |
False |
False |
1,094 |
| 40 |
1,162.3 |
1,050.0 |
112.3 |
10.0% |
16.3 |
1.4% |
64% |
False |
False |
1,012 |
| 60 |
1,230.7 |
1,050.0 |
180.7 |
16.1% |
16.9 |
1.5% |
40% |
False |
False |
967 |
| 80 |
1,230.7 |
1,032.4 |
198.3 |
17.7% |
15.1 |
1.3% |
45% |
False |
False |
865 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,240.1 |
|
2.618 |
1,195.3 |
|
1.618 |
1,167.9 |
|
1.000 |
1,151.0 |
|
0.618 |
1,140.5 |
|
HIGH |
1,123.6 |
|
0.618 |
1,113.1 |
|
0.500 |
1,109.9 |
|
0.382 |
1,106.7 |
|
LOW |
1,096.2 |
|
0.618 |
1,079.3 |
|
1.000 |
1,068.8 |
|
1.618 |
1,051.9 |
|
2.618 |
1,024.5 |
|
4.250 |
979.8 |
|
|
| Fisher Pivots for day following 16-Feb-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1,117.9 |
1,114.5 |
| PP |
1,113.9 |
1,107.1 |
| S1 |
1,109.9 |
1,099.7 |
|