| Trading Metrics calculated at close of trading on 12-Feb-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Feb-2010 |
12-Feb-2010 |
Change |
Change % |
Previous Week |
| Open |
1,073.8 |
1,094.6 |
20.8 |
1.9% |
1,068.3 |
| High |
1,098.4 |
1,097.7 |
-0.7 |
-0.1% |
1,098.4 |
| Low |
1,072.9 |
1,078.1 |
5.2 |
0.5% |
1,061.8 |
| Close |
1,094.7 |
1,090.0 |
-4.7 |
-0.4% |
1,090.0 |
| Range |
25.5 |
19.6 |
-5.9 |
-23.1% |
36.6 |
| ATR |
23.4 |
23.2 |
-0.3 |
-1.2% |
0.0 |
| Volume |
163,920 |
188,052 |
24,132 |
14.7% |
932,099 |
|
| Daily Pivots for day following 12-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,147.4 |
1,138.3 |
1,100.8 |
|
| R3 |
1,127.8 |
1,118.7 |
1,095.4 |
|
| R2 |
1,108.2 |
1,108.2 |
1,093.6 |
|
| R1 |
1,099.1 |
1,099.1 |
1,091.8 |
1,093.9 |
| PP |
1,088.6 |
1,088.6 |
1,088.6 |
1,086.0 |
| S1 |
1,079.5 |
1,079.5 |
1,088.2 |
1,074.3 |
| S2 |
1,069.0 |
1,069.0 |
1,086.4 |
|
| S3 |
1,049.4 |
1,059.9 |
1,084.6 |
|
| S4 |
1,029.8 |
1,040.3 |
1,079.2 |
|
|
| Weekly Pivots for week ending 12-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,193.2 |
1,178.2 |
1,110.1 |
|
| R3 |
1,156.6 |
1,141.6 |
1,100.1 |
|
| R2 |
1,120.0 |
1,120.0 |
1,096.7 |
|
| R1 |
1,105.0 |
1,105.0 |
1,093.4 |
1,112.5 |
| PP |
1,083.4 |
1,083.4 |
1,083.4 |
1,087.2 |
| S1 |
1,068.4 |
1,068.4 |
1,086.6 |
1,075.9 |
| S2 |
1,046.8 |
1,046.8 |
1,083.3 |
|
| S3 |
1,010.2 |
1,031.8 |
1,079.9 |
|
| S4 |
973.6 |
995.2 |
1,069.9 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,098.4 |
1,061.8 |
36.6 |
3.4% |
19.8 |
1.8% |
77% |
False |
False |
186,419 |
| 10 |
1,126.4 |
1,044.5 |
81.9 |
7.5% |
24.8 |
2.3% |
56% |
False |
False |
187,088 |
| 20 |
1,147.0 |
1,044.5 |
102.5 |
9.4% |
22.5 |
2.1% |
44% |
False |
False |
128,677 |
| 40 |
1,166.7 |
1,044.5 |
122.2 |
11.2% |
21.6 |
2.0% |
37% |
False |
False |
69,209 |
| 60 |
1,229.0 |
1,044.5 |
184.5 |
16.9% |
23.2 |
2.1% |
25% |
False |
False |
47,557 |
| 80 |
1,229.0 |
1,029.0 |
200.0 |
18.3% |
21.5 |
2.0% |
31% |
False |
False |
36,145 |
| 100 |
1,229.0 |
989.3 |
239.7 |
22.0% |
20.3 |
1.9% |
42% |
False |
False |
29,181 |
| 120 |
1,229.0 |
939.9 |
289.1 |
26.5% |
19.3 |
1.8% |
52% |
False |
False |
24,498 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,181.0 |
|
2.618 |
1,149.0 |
|
1.618 |
1,129.4 |
|
1.000 |
1,117.3 |
|
0.618 |
1,109.8 |
|
HIGH |
1,097.7 |
|
0.618 |
1,090.2 |
|
0.500 |
1,087.9 |
|
0.382 |
1,085.6 |
|
LOW |
1,078.1 |
|
0.618 |
1,066.0 |
|
1.000 |
1,058.5 |
|
1.618 |
1,046.4 |
|
2.618 |
1,026.8 |
|
4.250 |
994.8 |
|
|
| Fisher Pivots for day following 12-Feb-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1,089.3 |
1,086.9 |
| PP |
1,088.6 |
1,083.8 |
| S1 |
1,087.9 |
1,080.8 |
|