| 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 |
1,119.8 |
1,108.3 |
-11.5 |
-1.0% |
1,068.3 |
| High |
1,128.7 |
1,124.8 |
-3.9 |
-0.3% |
1,098.4 |
| Low |
1,105.5 |
1,098.1 |
-7.4 |
-0.7% |
1,061.8 |
| Close |
1,120.1 |
1,118.7 |
-1.4 |
-0.1% |
1,090.0 |
| Range |
23.2 |
26.7 |
3.5 |
15.1% |
36.6 |
| ATR |
23.7 |
24.0 |
0.2 |
0.9% |
0.0 |
| Volume |
179,062 |
172,886 |
-6,176 |
-3.4% |
932,099 |
|
| Daily Pivots for day following 18-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,194.0 |
1,183.0 |
1,133.4 |
|
| R3 |
1,167.3 |
1,156.3 |
1,126.0 |
|
| R2 |
1,140.6 |
1,140.6 |
1,123.6 |
|
| R1 |
1,129.6 |
1,129.6 |
1,121.1 |
1,135.1 |
| PP |
1,113.9 |
1,113.9 |
1,113.9 |
1,116.6 |
| S1 |
1,102.9 |
1,102.9 |
1,116.3 |
1,108.4 |
| S2 |
1,087.2 |
1,087.2 |
1,113.8 |
|
| S3 |
1,060.5 |
1,076.2 |
1,111.4 |
|
| S4 |
1,033.8 |
1,049.5 |
1,104.0 |
|
|
| 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 |
1,128.7 |
1,072.9 |
55.8 |
5.0% |
25.0 |
2.2% |
82% |
False |
False |
171,446 |
| 10 |
1,128.7 |
1,044.5 |
84.2 |
7.5% |
25.7 |
2.3% |
88% |
False |
False |
187,672 |
| 20 |
1,128.7 |
1,044.5 |
84.2 |
7.5% |
23.1 |
2.1% |
88% |
False |
False |
149,331 |
| 40 |
1,166.7 |
1,044.5 |
122.2 |
10.9% |
21.5 |
1.9% |
61% |
False |
False |
81,422 |
| 60 |
1,229.0 |
1,044.5 |
184.5 |
16.5% |
23.8 |
2.1% |
40% |
False |
False |
55,858 |
| 80 |
1,229.0 |
1,029.0 |
200.0 |
17.9% |
21.9 |
2.0% |
45% |
False |
False |
42,378 |
| 100 |
1,229.0 |
989.3 |
239.7 |
21.4% |
20.5 |
1.8% |
54% |
False |
False |
34,211 |
| 120 |
1,229.0 |
945.5 |
283.5 |
25.3% |
19.6 |
1.8% |
61% |
False |
False |
28,703 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,238.3 |
|
2.618 |
1,194.7 |
|
1.618 |
1,168.0 |
|
1.000 |
1,151.5 |
|
0.618 |
1,141.3 |
|
HIGH |
1,124.8 |
|
0.618 |
1,114.6 |
|
0.500 |
1,111.5 |
|
0.382 |
1,108.3 |
|
LOW |
1,098.1 |
|
0.618 |
1,081.6 |
|
1.000 |
1,071.4 |
|
1.618 |
1,054.9 |
|
2.618 |
1,028.2 |
|
4.250 |
984.6 |
|
|
| Fisher Pivots for day following 18-Feb-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1,116.3 |
1,115.9 |
| PP |
1,113.9 |
1,113.1 |
| S1 |
1,111.5 |
1,110.4 |
|