| 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 |
10,261.48 |
10,309.39 |
47.91 |
0.5% |
10,005.43 |
| High |
10,320.13 |
10,406.58 |
86.45 |
0.8% |
10,161.57 |
| Low |
10,261.48 |
10,294.51 |
33.03 |
0.3% |
9,904.09 |
| Close |
10,309.24 |
10,392.90 |
83.66 |
0.8% |
10,099.14 |
| Range |
58.65 |
112.07 |
53.42 |
91.1% |
257.48 |
| ATR |
146.07 |
143.64 |
-2.43 |
-1.7% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 18-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,700.87 |
10,658.96 |
10,454.54 |
|
| R3 |
10,588.80 |
10,546.89 |
10,423.72 |
|
| R2 |
10,476.73 |
10,476.73 |
10,413.45 |
|
| R1 |
10,434.82 |
10,434.82 |
10,403.17 |
10,455.78 |
| PP |
10,364.66 |
10,364.66 |
10,364.66 |
10,375.14 |
| S1 |
10,322.75 |
10,322.75 |
10,382.63 |
10,343.71 |
| S2 |
10,252.59 |
10,252.59 |
10,372.35 |
|
| S3 |
10,140.52 |
10,210.68 |
10,362.08 |
|
| S4 |
10,028.45 |
10,098.61 |
10,331.26 |
|
|
| 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 |
10,406.58 |
9,976.71 |
429.87 |
4.1% |
137.58 |
1.3% |
97% |
True |
False |
|
| 10 |
10,406.58 |
9,835.09 |
571.49 |
5.5% |
163.63 |
1.6% |
98% |
True |
False |
|
| 20 |
10,614.94 |
9,835.09 |
779.85 |
7.5% |
160.58 |
1.5% |
72% |
False |
False |
|
| 40 |
10,729.89 |
9,835.09 |
894.80 |
8.6% |
126.37 |
1.2% |
62% |
False |
False |
|
| 60 |
10,729.89 |
9,835.09 |
894.80 |
8.6% |
122.47 |
1.2% |
62% |
False |
False |
|
| 80 |
10,729.89 |
9,678.95 |
1,050.94 |
10.1% |
129.28 |
1.2% |
68% |
False |
False |
|
| 100 |
10,729.89 |
9,430.08 |
1,299.81 |
12.5% |
128.75 |
1.2% |
74% |
False |
False |
|
| 120 |
10,729.89 |
9,252.93 |
1,476.96 |
14.2% |
126.62 |
1.2% |
77% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
10,882.88 |
|
2.618 |
10,699.98 |
|
1.618 |
10,587.91 |
|
1.000 |
10,518.65 |
|
0.618 |
10,475.84 |
|
HIGH |
10,406.58 |
|
0.618 |
10,363.77 |
|
0.500 |
10,350.55 |
|
0.382 |
10,337.32 |
|
LOW |
10,294.51 |
|
0.618 |
10,225.25 |
|
1.000 |
10,182.44 |
|
1.618 |
10,113.18 |
|
2.618 |
10,001.11 |
|
4.250 |
9,818.21 |
|
|
| Fisher Pivots for day following 18-Feb-2010 |
| Pivot |
1 day |
3 day |
| R1 |
10,378.78 |
10,346.50 |
| PP |
10,364.66 |
10,300.10 |
| S1 |
10,350.55 |
10,253.70 |
|