| Trading Metrics calculated at close of trading on 16-Feb-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Feb-2010 |
16-Feb-2010 |
Change |
Change % |
Previous Week |
| Open |
1,094.6 |
1,093.7 |
-0.9 |
-0.1% |
1,068.3 |
| High |
1,097.7 |
1,121.9 |
24.2 |
2.2% |
1,098.4 |
| Low |
1,078.1 |
1,092.0 |
13.9 |
1.3% |
1,061.8 |
| Close |
1,090.0 |
1,119.8 |
29.8 |
2.7% |
1,090.0 |
| Range |
19.6 |
29.9 |
10.3 |
52.6% |
36.6 |
| ATR |
23.2 |
23.8 |
0.6 |
2.7% |
0.0 |
| Volume |
188,052 |
153,310 |
-34,742 |
-18.5% |
932,099 |
|
| Daily Pivots for day following 16-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,200.9 |
1,190.3 |
1,136.2 |
|
| R3 |
1,171.0 |
1,160.4 |
1,128.0 |
|
| R2 |
1,141.1 |
1,141.1 |
1,125.3 |
|
| R1 |
1,130.5 |
1,130.5 |
1,122.5 |
1,135.8 |
| PP |
1,111.2 |
1,111.2 |
1,111.2 |
1,113.9 |
| S1 |
1,100.6 |
1,100.6 |
1,117.1 |
1,105.9 |
| S2 |
1,081.3 |
1,081.3 |
1,114.3 |
|
| S3 |
1,051.4 |
1,070.7 |
1,111.6 |
|
| S4 |
1,021.5 |
1,040.8 |
1,103.4 |
|
|
| 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 |
1,121.9 |
1,062.1 |
59.8 |
5.3% |
23.3 |
2.1% |
96% |
True |
False |
166,365 |
| 10 |
1,126.4 |
1,044.5 |
81.9 |
7.3% |
24.6 |
2.2% |
92% |
False |
False |
184,160 |
| 20 |
1,142.9 |
1,044.5 |
98.4 |
8.8% |
23.0 |
2.1% |
77% |
False |
False |
134,904 |
| 40 |
1,166.7 |
1,044.5 |
122.2 |
10.9% |
21.9 |
2.0% |
62% |
False |
False |
72,919 |
| 60 |
1,229.0 |
1,044.5 |
184.5 |
16.5% |
23.4 |
2.1% |
41% |
False |
False |
50,064 |
| 80 |
1,229.0 |
1,029.0 |
200.0 |
17.9% |
21.7 |
1.9% |
45% |
False |
False |
38,013 |
| 100 |
1,229.0 |
989.3 |
239.7 |
21.4% |
20.4 |
1.8% |
54% |
False |
False |
30,708 |
| 120 |
1,229.0 |
944.0 |
285.0 |
25.5% |
19.3 |
1.7% |
62% |
False |
False |
25,773 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,249.0 |
|
2.618 |
1,200.2 |
|
1.618 |
1,170.3 |
|
1.000 |
1,151.8 |
|
0.618 |
1,140.4 |
|
HIGH |
1,121.9 |
|
0.618 |
1,110.5 |
|
0.500 |
1,107.0 |
|
0.382 |
1,103.4 |
|
LOW |
1,092.0 |
|
0.618 |
1,073.5 |
|
1.000 |
1,062.1 |
|
1.618 |
1,043.6 |
|
2.618 |
1,013.7 |
|
4.250 |
964.9 |
|
|
| Fisher Pivots for day following 16-Feb-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1,115.5 |
1,112.3 |
| PP |
1,111.2 |
1,104.9 |
| S1 |
1,107.0 |
1,097.4 |
|