| Trading Metrics calculated at close of trading on 17-Feb-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Feb-2010 |
17-Feb-2010 |
Change |
Change % |
Previous Week |
| Open |
20,156 |
20,598 |
442 |
2.2% |
19,600 |
| High |
20,357 |
20,687 |
330 |
1.6% |
20,357 |
| Low |
20,128 |
20,389 |
261 |
1.3% |
19,320 |
| Close |
20,275 |
20,535 |
260 |
1.3% |
20,275 |
| Range |
229 |
298 |
69 |
30.1% |
1,037 |
| ATR |
392 |
394 |
1 |
0.4% |
0 |
| Volume |
1,222 |
1,572 |
350 |
28.6% |
11,739 |
|
| Daily Pivots for day following 17-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
21,431 |
21,281 |
20,699 |
|
| R3 |
21,133 |
20,983 |
20,617 |
|
| R2 |
20,835 |
20,835 |
20,590 |
|
| R1 |
20,685 |
20,685 |
20,562 |
20,611 |
| PP |
20,537 |
20,537 |
20,537 |
20,500 |
| S1 |
20,387 |
20,387 |
20,508 |
20,313 |
| S2 |
20,239 |
20,239 |
20,480 |
|
| S3 |
19,941 |
20,089 |
20,453 |
|
| S4 |
19,643 |
19,791 |
20,371 |
|
|
| Weekly Pivots for week ending 12-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
23,095 |
22,722 |
20,845 |
|
| R3 |
22,058 |
21,685 |
20,560 |
|
| R2 |
21,021 |
21,021 |
20,465 |
|
| R1 |
20,648 |
20,648 |
20,370 |
20,835 |
| PP |
19,984 |
19,984 |
19,984 |
20,077 |
| S1 |
19,611 |
19,611 |
20,180 |
19,798 |
| S2 |
18,947 |
18,947 |
20,085 |
|
| S3 |
17,910 |
18,574 |
19,990 |
|
| S4 |
16,873 |
17,537 |
19,705 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
20,687 |
19,320 |
1,367 |
6.7% |
325 |
1.6% |
89% |
True |
False |
2,316 |
| 10 |
20,687 |
19,320 |
1,367 |
6.7% |
318 |
1.5% |
89% |
True |
False |
1,871 |
| 20 |
21,560 |
19,320 |
2,240 |
10.9% |
359 |
1.7% |
54% |
False |
False |
1,339 |
| 40 |
22,637 |
19,320 |
3,317 |
16.2% |
321 |
1.6% |
37% |
False |
False |
890 |
| 60 |
22,760 |
19,320 |
3,440 |
16.8% |
330 |
1.6% |
35% |
False |
False |
641 |
| 80 |
23,020 |
19,320 |
3,700 |
18.0% |
309 |
1.5% |
33% |
False |
False |
500 |
| 100 |
23,020 |
19,320 |
3,700 |
18.0% |
273 |
1.3% |
33% |
False |
False |
403 |
| 120 |
23,020 |
19,300 |
3,720 |
18.1% |
256 |
1.2% |
33% |
False |
False |
339 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
21,954 |
|
2.618 |
21,467 |
|
1.618 |
21,169 |
|
1.000 |
20,985 |
|
0.618 |
20,871 |
|
HIGH |
20,687 |
|
0.618 |
20,573 |
|
0.500 |
20,538 |
|
0.382 |
20,503 |
|
LOW |
20,389 |
|
0.618 |
20,205 |
|
1.000 |
20,091 |
|
1.618 |
19,907 |
|
2.618 |
19,609 |
|
4.250 |
19,123 |
|
|
| Fisher Pivots for day following 17-Feb-2010 |
| Pivot |
1 day |
3 day |
| R1 |
20,538 |
20,462 |
| PP |
20,537 |
20,389 |
| S1 |
20,536 |
20,316 |
|