| 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 |
1,121.9 |
1,122.3 |
0.4 |
0.0% |
1,068.2 |
| High |
1,123.6 |
1,127.8 |
4.2 |
0.4% |
1,098.5 |
| Low |
1,096.2 |
1,110.3 |
14.1 |
1.3% |
1,066.0 |
| Close |
1,121.9 |
1,122.3 |
0.4 |
0.0% |
1,092.1 |
| Range |
27.4 |
17.5 |
-9.9 |
-36.1% |
32.5 |
| ATR |
19.8 |
19.6 |
-0.2 |
-0.8% |
0.0 |
| Volume |
1,395 |
1,836 |
441 |
31.6% |
9,611 |
|
| Daily Pivots for day following 17-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,172.6 |
1,165.0 |
1,131.9 |
|
| R3 |
1,155.1 |
1,147.5 |
1,127.1 |
|
| R2 |
1,137.6 |
1,137.6 |
1,125.5 |
|
| R1 |
1,130.0 |
1,130.0 |
1,123.9 |
1,131.1 |
| PP |
1,120.1 |
1,120.1 |
1,120.1 |
1,120.7 |
| S1 |
1,112.5 |
1,112.5 |
1,120.7 |
1,113.6 |
| S2 |
1,102.6 |
1,102.6 |
1,119.1 |
|
| S3 |
1,085.1 |
1,095.0 |
1,117.5 |
|
| S4 |
1,067.6 |
1,077.5 |
1,112.7 |
|
|
| 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 |
1,127.8 |
1,066.0 |
61.8 |
5.5% |
20.3 |
1.8% |
91% |
True |
False |
1,895 |
| 10 |
1,127.8 |
1,050.0 |
77.8 |
6.9% |
20.3 |
1.8% |
93% |
True |
False |
1,714 |
| 20 |
1,142.7 |
1,050.0 |
92.7 |
8.3% |
17.8 |
1.6% |
78% |
False |
False |
1,101 |
| 40 |
1,162.3 |
1,050.0 |
112.3 |
10.0% |
15.9 |
1.4% |
64% |
False |
False |
1,046 |
| 60 |
1,230.7 |
1,050.0 |
180.7 |
16.1% |
17.1 |
1.5% |
40% |
False |
False |
987 |
| 80 |
1,230.7 |
1,032.4 |
198.3 |
17.7% |
15.1 |
1.3% |
45% |
False |
False |
886 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,202.2 |
|
2.618 |
1,173.6 |
|
1.618 |
1,156.1 |
|
1.000 |
1,145.3 |
|
0.618 |
1,138.6 |
|
HIGH |
1,127.8 |
|
0.618 |
1,121.1 |
|
0.500 |
1,119.1 |
|
0.382 |
1,117.0 |
|
LOW |
1,110.3 |
|
0.618 |
1,099.5 |
|
1.000 |
1,092.8 |
|
1.618 |
1,082.0 |
|
2.618 |
1,064.5 |
|
4.250 |
1,035.9 |
|
|
| Fisher Pivots for day following 17-Feb-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1,121.2 |
1,116.2 |
| PP |
1,120.1 |
1,110.2 |
| S1 |
1,119.1 |
1,104.1 |
|