| Trading Metrics calculated at close of trading on 11-Feb-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Feb-2010 |
11-Feb-2010 |
Change |
Change % |
Previous Week |
| Open |
1,078.0 |
1,076.8 |
-1.2 |
-0.1% |
1,081.0 |
| High |
1,081.1 |
1,097.1 |
16.0 |
1.5% |
1,124.9 |
| Low |
1,063.3 |
1,075.6 |
12.3 |
1.2% |
1,045.2 |
| Close |
1,075.8 |
1,094.2 |
18.4 |
1.7% |
1,052.2 |
| Range |
17.8 |
21.5 |
3.7 |
20.8% |
79.7 |
| ATR |
22.6 |
22.5 |
-0.1 |
-0.3% |
0.0 |
| Volume |
387 |
640 |
253 |
65.4% |
19,512 |
|
| Daily Pivots for day following 11-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,153.5 |
1,145.3 |
1,106.0 |
|
| R3 |
1,132.0 |
1,123.8 |
1,100.1 |
|
| R2 |
1,110.5 |
1,110.5 |
1,098.1 |
|
| R1 |
1,102.3 |
1,102.3 |
1,096.2 |
1,106.4 |
| PP |
1,089.0 |
1,089.0 |
1,089.0 |
1,091.0 |
| S1 |
1,080.8 |
1,080.8 |
1,092.2 |
1,084.9 |
| S2 |
1,067.5 |
1,067.5 |
1,090.3 |
|
| S3 |
1,046.0 |
1,059.3 |
1,088.3 |
|
| S4 |
1,024.5 |
1,037.8 |
1,082.4 |
|
|
| Weekly Pivots for week ending 05-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,313.2 |
1,262.4 |
1,096.0 |
|
| R3 |
1,233.5 |
1,182.7 |
1,074.1 |
|
| R2 |
1,153.8 |
1,153.8 |
1,066.8 |
|
| R1 |
1,103.0 |
1,103.0 |
1,059.5 |
1,088.6 |
| PP |
1,074.1 |
1,074.1 |
1,074.1 |
1,066.9 |
| S1 |
1,023.3 |
1,023.3 |
1,044.9 |
1,008.9 |
| S2 |
994.4 |
994.4 |
1,037.6 |
|
| S3 |
914.7 |
943.6 |
1,030.3 |
|
| S4 |
835.0 |
863.9 |
1,008.4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,097.1 |
1,045.2 |
51.9 |
4.7% |
18.7 |
1.7% |
94% |
True |
False |
991 |
| 10 |
1,124.9 |
1,045.2 |
79.7 |
7.3% |
22.6 |
2.1% |
61% |
False |
False |
12,421 |
| 20 |
1,146.7 |
1,045.2 |
101.5 |
9.3% |
21.4 |
2.0% |
48% |
False |
False |
107,553 |
| 40 |
1,163.0 |
1,045.2 |
117.8 |
10.8% |
21.3 |
1.9% |
42% |
False |
False |
125,965 |
| 60 |
1,227.5 |
1,045.2 |
182.3 |
16.7% |
23.3 |
2.1% |
27% |
False |
False |
134,985 |
| 80 |
1,227.5 |
1,028.0 |
199.5 |
18.2% |
21.6 |
2.0% |
33% |
False |
False |
103,649 |
| 100 |
1,227.5 |
987.3 |
240.2 |
22.0% |
20.4 |
1.9% |
45% |
False |
False |
83,465 |
| 120 |
1,227.5 |
940.0 |
287.5 |
26.3% |
19.4 |
1.8% |
54% |
False |
False |
69,742 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,188.5 |
|
2.618 |
1,153.4 |
|
1.618 |
1,131.9 |
|
1.000 |
1,118.6 |
|
0.618 |
1,110.4 |
|
HIGH |
1,097.1 |
|
0.618 |
1,088.9 |
|
0.500 |
1,086.4 |
|
0.382 |
1,083.8 |
|
LOW |
1,075.6 |
|
0.618 |
1,062.3 |
|
1.000 |
1,054.1 |
|
1.618 |
1,040.8 |
|
2.618 |
1,019.3 |
|
4.250 |
984.2 |
|
|
| Fisher Pivots for day following 11-Feb-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1,091.6 |
1,089.5 |
| PP |
1,089.0 |
1,084.8 |
| S1 |
1,086.4 |
1,080.1 |
|