| 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 |
2,640.0 |
2,630.0 |
-10.0 |
-0.4% |
2,595.0 |
| High |
2,652.0 |
2,641.0 |
-11.0 |
-0.4% |
2,653.0 |
| Low |
2,584.0 |
2,585.0 |
1.0 |
0.0% |
2,545.0 |
| Close |
2,610.0 |
2,604.0 |
-6.0 |
-0.2% |
2,604.0 |
| Range |
68.0 |
56.0 |
-12.0 |
-17.6% |
108.0 |
| ATR |
66.1 |
65.4 |
-0.7 |
-1.1% |
0.0 |
| Volume |
2,257 |
220 |
-2,037 |
-90.3% |
5,440 |
|
| Daily Pivots for day following 12-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,778.0 |
2,747.0 |
2,634.8 |
|
| R3 |
2,722.0 |
2,691.0 |
2,619.4 |
|
| R2 |
2,666.0 |
2,666.0 |
2,614.3 |
|
| R1 |
2,635.0 |
2,635.0 |
2,609.1 |
2,622.5 |
| PP |
2,610.0 |
2,610.0 |
2,610.0 |
2,603.8 |
| S1 |
2,579.0 |
2,579.0 |
2,598.9 |
2,566.5 |
| S2 |
2,554.0 |
2,554.0 |
2,593.7 |
|
| S3 |
2,498.0 |
2,523.0 |
2,588.6 |
|
| S4 |
2,442.0 |
2,467.0 |
2,573.2 |
|
|
| Weekly Pivots for week ending 12-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,924.7 |
2,872.3 |
2,663.4 |
|
| R3 |
2,816.7 |
2,764.3 |
2,633.7 |
|
| R2 |
2,708.7 |
2,708.7 |
2,623.8 |
|
| R1 |
2,656.3 |
2,656.3 |
2,613.9 |
2,682.5 |
| PP |
2,600.7 |
2,600.7 |
2,600.7 |
2,613.8 |
| S1 |
2,548.3 |
2,548.3 |
2,594.1 |
2,574.5 |
| S2 |
2,492.7 |
2,492.7 |
2,584.2 |
|
| S3 |
2,384.7 |
2,440.3 |
2,574.3 |
|
| S4 |
2,276.7 |
2,332.3 |
2,544.6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,653.0 |
2,545.0 |
108.0 |
4.1% |
59.8 |
2.3% |
55% |
False |
False |
1,088 |
| 10 |
2,775.0 |
2,528.0 |
247.0 |
9.5% |
68.4 |
2.6% |
31% |
False |
False |
2,819 |
| 20 |
2,934.0 |
2,528.0 |
406.0 |
15.6% |
70.0 |
2.7% |
19% |
False |
False |
2,534 |
| 40 |
2,975.0 |
2,528.0 |
447.0 |
17.2% |
53.6 |
2.1% |
17% |
False |
False |
3,860 |
| 60 |
2,975.0 |
2,528.0 |
447.0 |
17.2% |
48.8 |
1.9% |
17% |
False |
False |
3,294 |
| 80 |
2,975.0 |
2,528.0 |
447.0 |
17.2% |
50.3 |
1.9% |
17% |
False |
False |
2,617 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,879.0 |
|
2.618 |
2,787.6 |
|
1.618 |
2,731.6 |
|
1.000 |
2,697.0 |
|
0.618 |
2,675.6 |
|
HIGH |
2,641.0 |
|
0.618 |
2,619.6 |
|
0.500 |
2,613.0 |
|
0.382 |
2,606.4 |
|
LOW |
2,585.0 |
|
0.618 |
2,550.4 |
|
1.000 |
2,529.0 |
|
1.618 |
2,494.4 |
|
2.618 |
2,438.4 |
|
4.250 |
2,347.0 |
|
|
| Fisher Pivots for day following 12-Feb-2010 |
| Pivot |
1 day |
3 day |
| R1 |
2,613.0 |
2,618.5 |
| PP |
2,610.0 |
2,613.7 |
| S1 |
2,607.0 |
2,608.8 |
|