| Trading Metrics calculated at close of trading on 18-Feb-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Feb-2010 |
18-Feb-2010 |
Change |
Change % |
Previous Week |
| Open |
2,744.0 |
2,762.0 |
18.0 |
0.7% |
2,632.0 |
| High |
2,780.0 |
2,794.0 |
14.0 |
0.5% |
2,729.0 |
| Low |
2,736.0 |
2,749.0 |
13.0 |
0.5% |
2,616.0 |
| Close |
2,759.0 |
2,780.0 |
21.0 |
0.8% |
2,676.0 |
| Range |
44.0 |
45.0 |
1.0 |
2.3% |
113.0 |
| ATR |
69.7 |
68.0 |
-1.8 |
-2.5% |
0.0 |
| Volume |
1,517,668 |
1,294,320 |
-223,348 |
-14.7% |
8,883,944 |
|
| Daily Pivots for day following 18-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,909.3 |
2,889.7 |
2,804.8 |
|
| R3 |
2,864.3 |
2,844.7 |
2,792.4 |
|
| R2 |
2,819.3 |
2,819.3 |
2,788.3 |
|
| R1 |
2,799.7 |
2,799.7 |
2,784.1 |
2,809.5 |
| PP |
2,774.3 |
2,774.3 |
2,774.3 |
2,779.3 |
| S1 |
2,754.7 |
2,754.7 |
2,775.9 |
2,764.5 |
| S2 |
2,729.3 |
2,729.3 |
2,771.8 |
|
| S3 |
2,684.3 |
2,709.7 |
2,767.6 |
|
| S4 |
2,639.3 |
2,664.7 |
2,755.3 |
|
|
| 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 |
2,794.0 |
2,652.0 |
142.0 |
5.1% |
58.6 |
2.1% |
90% |
True |
False |
1,558,019 |
| 10 |
2,815.0 |
2,597.0 |
218.0 |
7.8% |
71.8 |
2.6% |
84% |
False |
False |
1,871,554 |
| 20 |
2,947.0 |
2,597.0 |
350.0 |
12.6% |
73.7 |
2.6% |
52% |
False |
False |
1,771,322 |
| 40 |
3,044.0 |
2,597.0 |
447.0 |
16.1% |
59.7 |
2.1% |
41% |
False |
False |
1,337,853 |
| 60 |
3,044.0 |
2,597.0 |
447.0 |
16.1% |
57.9 |
2.1% |
41% |
False |
False |
945,754 |
| 80 |
3,044.0 |
2,597.0 |
447.0 |
16.1% |
56.6 |
2.0% |
41% |
False |
False |
710,613 |
| 100 |
3,044.0 |
2,597.0 |
447.0 |
16.1% |
55.8 |
2.0% |
41% |
False |
False |
568,610 |
| 120 |
3,044.0 |
2,597.0 |
447.0 |
16.1% |
52.6 |
1.9% |
41% |
False |
False |
474,944 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,985.3 |
|
2.618 |
2,911.8 |
|
1.618 |
2,866.8 |
|
1.000 |
2,839.0 |
|
0.618 |
2,821.8 |
|
HIGH |
2,794.0 |
|
0.618 |
2,776.8 |
|
0.500 |
2,771.5 |
|
0.382 |
2,766.2 |
|
LOW |
2,749.0 |
|
0.618 |
2,721.2 |
|
1.000 |
2,704.0 |
|
1.618 |
2,676.2 |
|
2.618 |
2,631.2 |
|
4.250 |
2,557.8 |
|
|
| Fisher Pivots for day following 18-Feb-2010 |
| Pivot |
1 day |
3 day |
| R1 |
2,777.2 |
2,764.8 |
| PP |
2,774.3 |
2,749.7 |
| S1 |
2,771.5 |
2,734.5 |
|