| Trading Metrics calculated at close of trading on 19-Feb-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Feb-2010 |
19-Feb-2010 |
Change |
Change % |
Previous Week |
| Open |
10,309.39 |
10,387.77 |
78.38 |
0.8% |
10,100.81 |
| High |
10,406.58 |
10,438.55 |
31.97 |
0.3% |
10,438.55 |
| Low |
10,294.51 |
10,339.17 |
44.66 |
0.4% |
10,100.81 |
| Close |
10,392.90 |
10,402.35 |
9.45 |
0.1% |
10,402.35 |
| Range |
112.07 |
99.38 |
-12.69 |
-11.3% |
337.74 |
| ATR |
143.64 |
140.48 |
-3.16 |
-2.2% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 19-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,691.50 |
10,646.30 |
10,457.01 |
|
| R3 |
10,592.12 |
10,546.92 |
10,429.68 |
|
| R2 |
10,492.74 |
10,492.74 |
10,420.57 |
|
| R1 |
10,447.54 |
10,447.54 |
10,411.46 |
10,470.14 |
| PP |
10,393.36 |
10,393.36 |
10,393.36 |
10,404.66 |
| S1 |
10,348.16 |
10,348.16 |
10,393.24 |
10,370.76 |
| S2 |
10,293.98 |
10,293.98 |
10,384.13 |
|
| S3 |
10,194.60 |
10,248.78 |
10,375.02 |
|
| S4 |
10,095.22 |
10,149.40 |
10,347.69 |
|
|
| Weekly Pivots for week ending 19-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,327.12 |
11,202.48 |
10,588.11 |
|
| R3 |
10,989.38 |
10,864.74 |
10,495.23 |
|
| R2 |
10,651.64 |
10,651.64 |
10,464.27 |
|
| R1 |
10,527.00 |
10,527.00 |
10,433.31 |
10,589.32 |
| PP |
10,313.90 |
10,313.90 |
10,313.90 |
10,345.07 |
| S1 |
10,189.26 |
10,189.26 |
10,371.39 |
10,251.58 |
| S2 |
9,976.16 |
9,976.16 |
10,340.43 |
|
| S3 |
9,638.42 |
9,851.52 |
10,309.47 |
|
| S4 |
9,300.68 |
9,513.78 |
10,216.59 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
10,438.55 |
9,983.82 |
454.73 |
4.4% |
120.48 |
1.2% |
92% |
True |
False |
|
| 10 |
10,438.55 |
9,835.09 |
603.46 |
5.8% |
146.06 |
1.4% |
94% |
True |
False |
|
| 20 |
10,438.55 |
9,835.09 |
603.46 |
5.8% |
153.54 |
1.5% |
94% |
True |
False |
|
| 40 |
10,729.89 |
9,835.09 |
894.80 |
8.6% |
125.65 |
1.2% |
63% |
False |
False |
|
| 60 |
10,729.89 |
9,835.09 |
894.80 |
8.6% |
122.94 |
1.2% |
63% |
False |
False |
|
| 80 |
10,729.89 |
9,678.95 |
1,050.94 |
10.1% |
128.31 |
1.2% |
69% |
False |
False |
|
| 100 |
10,729.89 |
9,430.08 |
1,299.81 |
12.5% |
128.79 |
1.2% |
75% |
False |
False |
|
| 120 |
10,729.89 |
9,252.93 |
1,476.96 |
14.2% |
126.20 |
1.2% |
78% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
10,860.92 |
|
2.618 |
10,698.73 |
|
1.618 |
10,599.35 |
|
1.000 |
10,537.93 |
|
0.618 |
10,499.97 |
|
HIGH |
10,438.55 |
|
0.618 |
10,400.59 |
|
0.500 |
10,388.86 |
|
0.382 |
10,377.13 |
|
LOW |
10,339.17 |
|
0.618 |
10,277.75 |
|
1.000 |
10,239.79 |
|
1.618 |
10,178.37 |
|
2.618 |
10,078.99 |
|
4.250 |
9,916.81 |
|
|
| Fisher Pivots for day following 19-Feb-2010 |
| Pivot |
1 day |
3 day |
| R1 |
10,397.85 |
10,384.91 |
| PP |
10,393.36 |
10,367.46 |
| S1 |
10,388.86 |
10,350.02 |
|