| Trading Metrics calculated at close of trading on 19-Feb-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Feb-2010 |
19-Feb-2010 |
Change |
Change % |
Previous Week |
| Open |
2,762.0 |
2,760.0 |
-2.0 |
-0.1% |
2,691.0 |
| High |
2,794.0 |
2,799.0 |
5.0 |
0.2% |
2,799.0 |
| Low |
2,749.0 |
2,747.0 |
-2.0 |
-0.1% |
2,675.0 |
| Close |
2,780.0 |
2,796.0 |
16.0 |
0.6% |
2,796.0 |
| Range |
45.0 |
52.0 |
7.0 |
15.6% |
124.0 |
| ATR |
68.0 |
66.8 |
-1.1 |
-1.7% |
0.0 |
| Volume |
1,294,320 |
1,498,907 |
204,587 |
15.8% |
5,862,917 |
|
| Daily Pivots for day following 19-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,936.7 |
2,918.3 |
2,824.6 |
|
| R3 |
2,884.7 |
2,866.3 |
2,810.3 |
|
| R2 |
2,832.7 |
2,832.7 |
2,805.5 |
|
| R1 |
2,814.3 |
2,814.3 |
2,800.8 |
2,823.5 |
| PP |
2,780.7 |
2,780.7 |
2,780.7 |
2,785.3 |
| S1 |
2,762.3 |
2,762.3 |
2,791.2 |
2,771.5 |
| S2 |
2,728.7 |
2,728.7 |
2,786.5 |
|
| S3 |
2,676.7 |
2,710.3 |
2,781.7 |
|
| S4 |
2,624.7 |
2,658.3 |
2,767.4 |
|
|
| Weekly Pivots for week ending 19-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,128.7 |
3,086.3 |
2,864.2 |
|
| R3 |
3,004.7 |
2,962.3 |
2,830.1 |
|
| R2 |
2,880.7 |
2,880.7 |
2,818.7 |
|
| R1 |
2,838.3 |
2,838.3 |
2,807.4 |
2,859.5 |
| PP |
2,756.7 |
2,756.7 |
2,756.7 |
2,767.3 |
| S1 |
2,714.3 |
2,714.3 |
2,784.6 |
2,735.5 |
| S2 |
2,632.7 |
2,632.7 |
2,773.3 |
|
| S3 |
2,508.7 |
2,590.3 |
2,761.9 |
|
| S4 |
2,384.7 |
2,466.3 |
2,727.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,799.0 |
2,655.0 |
144.0 |
5.2% |
53.6 |
1.9% |
98% |
True |
False |
1,466,373 |
| 10 |
2,799.0 |
2,597.0 |
202.0 |
7.2% |
64.4 |
2.3% |
99% |
True |
False |
1,803,814 |
| 20 |
2,858.0 |
2,597.0 |
261.0 |
9.3% |
70.1 |
2.5% |
76% |
False |
False |
1,737,798 |
| 40 |
3,044.0 |
2,597.0 |
447.0 |
16.0% |
59.9 |
2.1% |
45% |
False |
False |
1,350,090 |
| 60 |
3,044.0 |
2,597.0 |
447.0 |
16.0% |
57.9 |
2.1% |
45% |
False |
False |
970,723 |
| 80 |
3,044.0 |
2,597.0 |
447.0 |
16.0% |
56.6 |
2.0% |
45% |
False |
False |
729,346 |
| 100 |
3,044.0 |
2,597.0 |
447.0 |
16.0% |
55.5 |
2.0% |
45% |
False |
False |
583,597 |
| 120 |
3,044.0 |
2,597.0 |
447.0 |
16.0% |
52.8 |
1.9% |
45% |
False |
False |
487,434 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,020.0 |
|
2.618 |
2,935.1 |
|
1.618 |
2,883.1 |
|
1.000 |
2,851.0 |
|
0.618 |
2,831.1 |
|
HIGH |
2,799.0 |
|
0.618 |
2,779.1 |
|
0.500 |
2,773.0 |
|
0.382 |
2,766.9 |
|
LOW |
2,747.0 |
|
0.618 |
2,714.9 |
|
1.000 |
2,695.0 |
|
1.618 |
2,662.9 |
|
2.618 |
2,610.9 |
|
4.250 |
2,526.0 |
|
|
| Fisher Pivots for day following 19-Feb-2010 |
| Pivot |
1 day |
3 day |
| R1 |
2,788.3 |
2,786.5 |
| PP |
2,780.7 |
2,777.0 |
| S1 |
2,773.0 |
2,767.5 |
|