| Trading Metrics calculated at close of trading on 18-Feb-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Feb-2010 |
18-Feb-2010 |
Change |
Change % |
Previous Week |
| Open |
1,122.3 |
1,108.8 |
-13.5 |
-1.2% |
1,068.2 |
| High |
1,127.8 |
1,126.6 |
-1.2 |
-0.1% |
1,098.5 |
| Low |
1,110.3 |
1,101.0 |
-9.3 |
-0.8% |
1,066.0 |
| Close |
1,122.3 |
1,120.9 |
-1.4 |
-0.1% |
1,092.1 |
| Range |
17.5 |
25.6 |
8.1 |
46.3% |
32.5 |
| ATR |
19.6 |
20.0 |
0.4 |
2.2% |
0.0 |
| Volume |
1,836 |
1,817 |
-19 |
-1.0% |
9,611 |
|
| Daily Pivots for day following 18-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,193.0 |
1,182.5 |
1,135.0 |
|
| R3 |
1,167.4 |
1,156.9 |
1,127.9 |
|
| R2 |
1,141.8 |
1,141.8 |
1,125.6 |
|
| R1 |
1,131.3 |
1,131.3 |
1,123.2 |
1,136.6 |
| PP |
1,116.2 |
1,116.2 |
1,116.2 |
1,118.8 |
| S1 |
1,105.7 |
1,105.7 |
1,118.6 |
1,111.0 |
| S2 |
1,090.6 |
1,090.6 |
1,116.2 |
|
| S3 |
1,065.0 |
1,080.1 |
1,113.9 |
|
| S4 |
1,039.4 |
1,054.5 |
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 |
1,127.8 |
1,075.8 |
52.0 |
4.6% |
22.1 |
2.0% |
87% |
False |
False |
1,975 |
| 10 |
1,127.8 |
1,050.0 |
77.8 |
6.9% |
21.5 |
1.9% |
91% |
False |
False |
1,727 |
| 20 |
1,127.8 |
1,050.0 |
77.8 |
6.9% |
17.5 |
1.6% |
91% |
False |
False |
1,143 |
| 40 |
1,162.3 |
1,050.0 |
112.3 |
10.0% |
16.3 |
1.5% |
63% |
False |
False |
1,084 |
| 60 |
1,230.7 |
1,050.0 |
180.7 |
16.1% |
17.5 |
1.6% |
39% |
False |
False |
988 |
| 80 |
1,230.7 |
1,032.4 |
198.3 |
17.7% |
15.3 |
1.4% |
45% |
False |
False |
907 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,235.4 |
|
2.618 |
1,193.6 |
|
1.618 |
1,168.0 |
|
1.000 |
1,152.2 |
|
0.618 |
1,142.4 |
|
HIGH |
1,126.6 |
|
0.618 |
1,116.8 |
|
0.500 |
1,113.8 |
|
0.382 |
1,110.8 |
|
LOW |
1,101.0 |
|
0.618 |
1,085.2 |
|
1.000 |
1,075.4 |
|
1.618 |
1,059.6 |
|
2.618 |
1,034.0 |
|
4.250 |
992.2 |
|
|
| Fisher Pivots for day following 18-Feb-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1,118.5 |
1,117.9 |
| PP |
1,116.2 |
1,115.0 |
| S1 |
1,113.8 |
1,112.0 |
|