| Trading Metrics calculated at close of trading on 17-Feb-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Feb-2010 |
17-Feb-2010 |
Change |
Change % |
Previous Week |
| Open |
2,691.0 |
2,744.0 |
53.0 |
2.0% |
2,632.0 |
| High |
2,743.0 |
2,780.0 |
37.0 |
1.3% |
2,729.0 |
| Low |
2,675.0 |
2,736.0 |
61.0 |
2.3% |
2,616.0 |
| Close |
2,719.0 |
2,759.0 |
40.0 |
1.5% |
2,676.0 |
| Range |
68.0 |
44.0 |
-24.0 |
-35.3% |
113.0 |
| ATR |
70.4 |
69.7 |
-0.7 |
-1.0% |
0.0 |
| Volume |
1,552,022 |
1,517,668 |
-34,354 |
-2.2% |
8,883,944 |
|
| Daily Pivots for day following 17-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,890.3 |
2,868.7 |
2,783.2 |
|
| R3 |
2,846.3 |
2,824.7 |
2,771.1 |
|
| R2 |
2,802.3 |
2,802.3 |
2,767.1 |
|
| R1 |
2,780.7 |
2,780.7 |
2,763.0 |
2,791.5 |
| PP |
2,758.3 |
2,758.3 |
2,758.3 |
2,763.8 |
| S1 |
2,736.7 |
2,736.7 |
2,755.0 |
2,747.5 |
| S2 |
2,714.3 |
2,714.3 |
2,750.9 |
|
| S3 |
2,670.3 |
2,692.7 |
2,746.9 |
|
| S4 |
2,626.3 |
2,648.7 |
2,734.8 |
|
|
| 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 |
2,780.0 |
2,652.0 |
128.0 |
4.6% |
58.8 |
2.1% |
84% |
True |
False |
1,652,293 |
| 10 |
2,847.0 |
2,597.0 |
250.0 |
9.1% |
72.4 |
2.6% |
65% |
False |
False |
1,877,559 |
| 20 |
2,984.0 |
2,597.0 |
387.0 |
14.0% |
75.6 |
2.7% |
42% |
False |
False |
1,792,604 |
| 40 |
3,044.0 |
2,597.0 |
447.0 |
16.2% |
60.1 |
2.2% |
36% |
False |
False |
1,331,649 |
| 60 |
3,044.0 |
2,597.0 |
447.0 |
16.2% |
57.7 |
2.1% |
36% |
False |
False |
924,190 |
| 80 |
3,044.0 |
2,597.0 |
447.0 |
16.2% |
56.8 |
2.1% |
36% |
False |
False |
694,440 |
| 100 |
3,044.0 |
2,597.0 |
447.0 |
16.2% |
55.7 |
2.0% |
36% |
False |
False |
555,668 |
| 120 |
3,044.0 |
2,597.0 |
447.0 |
16.2% |
52.5 |
1.9% |
36% |
False |
False |
464,159 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,967.0 |
|
2.618 |
2,895.2 |
|
1.618 |
2,851.2 |
|
1.000 |
2,824.0 |
|
0.618 |
2,807.2 |
|
HIGH |
2,780.0 |
|
0.618 |
2,763.2 |
|
0.500 |
2,758.0 |
|
0.382 |
2,752.8 |
|
LOW |
2,736.0 |
|
0.618 |
2,708.8 |
|
1.000 |
2,692.0 |
|
1.618 |
2,664.8 |
|
2.618 |
2,620.8 |
|
4.250 |
2,549.0 |
|
|
| Fisher Pivots for day following 17-Feb-2010 |
| Pivot |
1 day |
3 day |
| R1 |
2,758.7 |
2,745.2 |
| PP |
2,758.3 |
2,731.3 |
| S1 |
2,758.0 |
2,717.5 |
|