| 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 |
2,713.0 |
2,714.0 |
1.0 |
0.0% |
2,632.0 |
| High |
2,729.0 |
2,714.0 |
-15.0 |
-0.5% |
2,729.0 |
| Low |
2,652.0 |
2,655.0 |
3.0 |
0.1% |
2,616.0 |
| Close |
2,683.0 |
2,676.0 |
-7.0 |
-0.3% |
2,676.0 |
| Range |
77.0 |
59.0 |
-18.0 |
-23.4% |
113.0 |
| ATR |
71.5 |
70.6 |
-0.9 |
-1.2% |
0.0 |
| Volume |
1,957,139 |
1,468,950 |
-488,189 |
-24.9% |
8,883,944 |
|
| Daily Pivots for day following 12-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,858.7 |
2,826.3 |
2,708.5 |
|
| R3 |
2,799.7 |
2,767.3 |
2,692.2 |
|
| R2 |
2,740.7 |
2,740.7 |
2,686.8 |
|
| R1 |
2,708.3 |
2,708.3 |
2,681.4 |
2,695.0 |
| PP |
2,681.7 |
2,681.7 |
2,681.7 |
2,675.0 |
| S1 |
2,649.3 |
2,649.3 |
2,670.6 |
2,636.0 |
| S2 |
2,622.7 |
2,622.7 |
2,665.2 |
|
| S3 |
2,563.7 |
2,590.3 |
2,659.8 |
|
| S4 |
2,504.7 |
2,531.3 |
2,643.6 |
|
|
| Weekly Pivots for week ending 12-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,012.7 |
2,957.3 |
2,738.2 |
|
| R3 |
2,899.7 |
2,844.3 |
2,707.1 |
|
| R2 |
2,786.7 |
2,786.7 |
2,696.7 |
|
| R1 |
2,731.3 |
2,731.3 |
2,686.4 |
2,759.0 |
| PP |
2,673.7 |
2,673.7 |
2,673.7 |
2,687.5 |
| S1 |
2,618.3 |
2,618.3 |
2,665.6 |
2,646.0 |
| S2 |
2,560.7 |
2,560.7 |
2,655.3 |
|
| S3 |
2,447.7 |
2,505.3 |
2,644.9 |
|
| S4 |
2,334.7 |
2,392.3 |
2,613.9 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,729.0 |
2,616.0 |
113.0 |
4.2% |
65.2 |
2.4% |
53% |
False |
False |
1,776,788 |
| 10 |
2,847.0 |
2,597.0 |
250.0 |
9.3% |
74.0 |
2.8% |
32% |
False |
False |
1,811,673 |
| 20 |
3,008.0 |
2,597.0 |
411.0 |
15.4% |
78.2 |
2.9% |
19% |
False |
False |
1,778,604 |
| 40 |
3,044.0 |
2,597.0 |
447.0 |
16.7% |
59.2 |
2.2% |
18% |
False |
False |
1,294,634 |
| 60 |
3,044.0 |
2,597.0 |
447.0 |
16.7% |
56.7 |
2.1% |
18% |
False |
False |
873,064 |
| 80 |
3,044.0 |
2,597.0 |
447.0 |
16.7% |
56.6 |
2.1% |
18% |
False |
False |
656,074 |
| 100 |
3,044.0 |
2,597.0 |
447.0 |
16.7% |
55.3 |
2.1% |
18% |
False |
False |
524,981 |
| 120 |
3,044.0 |
2,597.0 |
447.0 |
16.7% |
52.3 |
2.0% |
18% |
False |
False |
438,581 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,964.8 |
|
2.618 |
2,868.5 |
|
1.618 |
2,809.5 |
|
1.000 |
2,773.0 |
|
0.618 |
2,750.5 |
|
HIGH |
2,714.0 |
|
0.618 |
2,691.5 |
|
0.500 |
2,684.5 |
|
0.382 |
2,677.5 |
|
LOW |
2,655.0 |
|
0.618 |
2,618.5 |
|
1.000 |
2,596.0 |
|
1.618 |
2,559.5 |
|
2.618 |
2,500.5 |
|
4.250 |
2,404.3 |
|
|
| Fisher Pivots for day following 12-Feb-2010 |
| Pivot |
1 day |
3 day |
| R1 |
2,684.5 |
2,690.5 |
| PP |
2,681.7 |
2,685.7 |
| S1 |
2,678.8 |
2,680.8 |
|