| Trading Metrics calculated at close of trading on 16-Feb-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Feb-2010 |
16-Feb-2010 |
Change |
Change % |
Previous Week |
| Open |
2,714.0 |
2,691.0 |
-23.0 |
-0.8% |
2,632.0 |
| High |
2,714.0 |
2,743.0 |
29.0 |
1.1% |
2,729.0 |
| Low |
2,655.0 |
2,675.0 |
20.0 |
0.8% |
2,616.0 |
| Close |
2,676.0 |
2,719.0 |
43.0 |
1.6% |
2,676.0 |
| Range |
59.0 |
68.0 |
9.0 |
15.3% |
113.0 |
| ATR |
70.6 |
70.4 |
-0.2 |
-0.3% |
0.0 |
| Volume |
1,468,950 |
1,552,022 |
83,072 |
5.7% |
8,883,944 |
|
| Daily Pivots for day following 16-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,916.3 |
2,885.7 |
2,756.4 |
|
| R3 |
2,848.3 |
2,817.7 |
2,737.7 |
|
| R2 |
2,780.3 |
2,780.3 |
2,731.5 |
|
| R1 |
2,749.7 |
2,749.7 |
2,725.2 |
2,765.0 |
| PP |
2,712.3 |
2,712.3 |
2,712.3 |
2,720.0 |
| S1 |
2,681.7 |
2,681.7 |
2,712.8 |
2,697.0 |
| S2 |
2,644.3 |
2,644.3 |
2,706.5 |
|
| S3 |
2,576.3 |
2,613.7 |
2,700.3 |
|
| S4 |
2,508.3 |
2,545.7 |
2,681.6 |
|
|
| 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 |
2,743.0 |
2,641.0 |
102.0 |
3.8% |
67.2 |
2.5% |
76% |
True |
False |
1,772,511 |
| 10 |
2,847.0 |
2,597.0 |
250.0 |
9.2% |
75.0 |
2.8% |
49% |
False |
False |
1,857,055 |
| 20 |
3,003.0 |
2,597.0 |
406.0 |
14.9% |
77.5 |
2.8% |
30% |
False |
False |
1,780,570 |
| 40 |
3,044.0 |
2,597.0 |
447.0 |
16.4% |
60.1 |
2.2% |
27% |
False |
False |
1,320,349 |
| 60 |
3,044.0 |
2,597.0 |
447.0 |
16.4% |
57.3 |
2.1% |
27% |
False |
False |
898,902 |
| 80 |
3,044.0 |
2,597.0 |
447.0 |
16.4% |
57.0 |
2.1% |
27% |
False |
False |
675,472 |
| 100 |
3,044.0 |
2,597.0 |
447.0 |
16.4% |
55.6 |
2.0% |
27% |
False |
False |
540,493 |
| 120 |
3,044.0 |
2,597.0 |
447.0 |
16.4% |
52.6 |
1.9% |
27% |
False |
False |
451,514 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,032.0 |
|
2.618 |
2,921.0 |
|
1.618 |
2,853.0 |
|
1.000 |
2,811.0 |
|
0.618 |
2,785.0 |
|
HIGH |
2,743.0 |
|
0.618 |
2,717.0 |
|
0.500 |
2,709.0 |
|
0.382 |
2,701.0 |
|
LOW |
2,675.0 |
|
0.618 |
2,633.0 |
|
1.000 |
2,607.0 |
|
1.618 |
2,565.0 |
|
2.618 |
2,497.0 |
|
4.250 |
2,386.0 |
|
|
| Fisher Pivots for day following 16-Feb-2010 |
| Pivot |
1 day |
3 day |
| R1 |
2,715.7 |
2,711.8 |
| PP |
2,712.3 |
2,704.7 |
| S1 |
2,709.0 |
2,697.5 |
|