| Trading Metrics calculated at close of trading on 12-Feb-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Feb-2010 |
12-Feb-2010 |
Change |
Change % |
Previous Week |
| Open |
10,037.85 |
10,137.23 |
99.38 |
1.0% |
10,005.43 |
| High |
10,161.57 |
10,137.39 |
-24.18 |
-0.2% |
10,161.57 |
| Low |
9,976.71 |
9,983.82 |
7.11 |
0.1% |
9,904.09 |
| Close |
10,144.19 |
10,099.14 |
-45.05 |
-0.4% |
10,099.14 |
| Range |
184.86 |
153.57 |
-31.29 |
-16.9% |
257.48 |
| ATR |
149.93 |
150.68 |
0.75 |
0.5% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 12-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,534.16 |
10,470.22 |
10,183.60 |
|
| R3 |
10,380.59 |
10,316.65 |
10,141.37 |
|
| R2 |
10,227.02 |
10,227.02 |
10,127.29 |
|
| R1 |
10,163.08 |
10,163.08 |
10,113.22 |
10,118.27 |
| PP |
10,073.45 |
10,073.45 |
10,073.45 |
10,051.04 |
| S1 |
10,009.51 |
10,009.51 |
10,085.06 |
9,964.70 |
| S2 |
9,919.88 |
9,919.88 |
10,070.99 |
|
| S3 |
9,766.31 |
9,855.94 |
10,056.91 |
|
| S4 |
9,612.74 |
9,702.37 |
10,014.68 |
|
|
| Weekly Pivots for week ending 12-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,827.37 |
10,720.74 |
10,240.75 |
|
| R3 |
10,569.89 |
10,463.26 |
10,169.95 |
|
| R2 |
10,312.41 |
10,312.41 |
10,146.34 |
|
| R1 |
10,205.78 |
10,205.78 |
10,122.74 |
10,259.10 |
| PP |
10,054.93 |
10,054.93 |
10,054.93 |
10,081.59 |
| S1 |
9,948.30 |
9,948.30 |
10,075.54 |
10,001.62 |
| S2 |
9,797.45 |
9,797.45 |
10,051.94 |
|
| S3 |
9,539.97 |
9,690.82 |
10,028.33 |
|
| S4 |
9,282.49 |
9,433.34 |
9,957.53 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
10,161.57 |
9,904.09 |
257.48 |
2.5% |
162.97 |
1.6% |
76% |
False |
False |
|
| 10 |
10,314.84 |
9,835.09 |
479.75 |
4.8% |
162.53 |
1.6% |
55% |
False |
False |
|
| 20 |
10,729.89 |
9,835.09 |
894.80 |
8.9% |
167.58 |
1.7% |
30% |
False |
False |
|
| 40 |
10,729.89 |
9,835.09 |
894.80 |
8.9% |
125.71 |
1.2% |
30% |
False |
False |
|
| 60 |
10,729.89 |
9,835.09 |
894.80 |
8.9% |
121.94 |
1.2% |
30% |
False |
False |
|
| 80 |
10,729.89 |
9,678.95 |
1,050.94 |
10.4% |
130.79 |
1.3% |
40% |
False |
False |
|
| 100 |
10,729.89 |
9,430.08 |
1,299.81 |
12.9% |
129.13 |
1.3% |
51% |
False |
False |
|
| 120 |
10,729.89 |
9,252.93 |
1,476.96 |
14.6% |
126.29 |
1.3% |
57% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
10,790.06 |
|
2.618 |
10,539.44 |
|
1.618 |
10,385.87 |
|
1.000 |
10,290.96 |
|
0.618 |
10,232.30 |
|
HIGH |
10,137.39 |
|
0.618 |
10,078.73 |
|
0.500 |
10,060.61 |
|
0.382 |
10,042.48 |
|
LOW |
9,983.82 |
|
0.618 |
9,888.91 |
|
1.000 |
9,830.25 |
|
1.618 |
9,735.34 |
|
2.618 |
9,581.77 |
|
4.250 |
9,331.15 |
|
|
| Fisher Pivots for day following 12-Feb-2010 |
| Pivot |
1 day |
3 day |
| R1 |
10,086.30 |
10,086.85 |
| PP |
10,073.45 |
10,074.56 |
| S1 |
10,060.61 |
10,062.27 |
|