| Trading Metrics calculated at close of trading on 16-Feb-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Feb-2010 |
16-Feb-2010 |
Change |
Change % |
Previous Week |
| Open |
2,609.0 |
2,638.0 |
29.0 |
1.1% |
2,595.0 |
| High |
2,631.0 |
2,665.0 |
34.0 |
1.3% |
2,653.0 |
| Low |
2,604.0 |
2,608.0 |
4.0 |
0.2% |
2,545.0 |
| Close |
2,610.0 |
2,647.0 |
37.0 |
1.4% |
2,604.0 |
| Range |
27.0 |
57.0 |
30.0 |
111.1% |
108.0 |
| ATR |
62.7 |
62.3 |
-0.4 |
-0.6% |
0.0 |
| Volume |
4,604 |
236 |
-4,368 |
-94.9% |
5,440 |
|
| Daily Pivots for day following 16-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,811.0 |
2,786.0 |
2,678.4 |
|
| R3 |
2,754.0 |
2,729.0 |
2,662.7 |
|
| R2 |
2,697.0 |
2,697.0 |
2,657.5 |
|
| R1 |
2,672.0 |
2,672.0 |
2,652.2 |
2,684.5 |
| PP |
2,640.0 |
2,640.0 |
2,640.0 |
2,646.3 |
| S1 |
2,615.0 |
2,615.0 |
2,641.8 |
2,627.5 |
| S2 |
2,583.0 |
2,583.0 |
2,636.6 |
|
| S3 |
2,526.0 |
2,558.0 |
2,631.3 |
|
| S4 |
2,469.0 |
2,501.0 |
2,615.7 |
|
|
| 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 |
2,665.0 |
2,584.0 |
81.0 |
3.1% |
49.4 |
1.9% |
78% |
True |
False |
1,679 |
| 10 |
2,772.0 |
2,528.0 |
244.0 |
9.2% |
65.3 |
2.5% |
49% |
False |
False |
2,959 |
| 20 |
2,915.0 |
2,528.0 |
387.0 |
14.6% |
69.2 |
2.6% |
31% |
False |
False |
2,501 |
| 40 |
2,975.0 |
2,528.0 |
447.0 |
16.9% |
52.9 |
2.0% |
27% |
False |
False |
3,108 |
| 60 |
2,975.0 |
2,528.0 |
447.0 |
16.9% |
49.9 |
1.9% |
27% |
False |
False |
3,364 |
| 80 |
2,975.0 |
2,528.0 |
447.0 |
16.9% |
49.9 |
1.9% |
27% |
False |
False |
2,667 |
| 100 |
2,975.0 |
2,528.0 |
447.0 |
16.9% |
48.8 |
1.8% |
27% |
False |
False |
2,178 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,907.3 |
|
2.618 |
2,814.2 |
|
1.618 |
2,757.2 |
|
1.000 |
2,722.0 |
|
0.618 |
2,700.2 |
|
HIGH |
2,665.0 |
|
0.618 |
2,643.2 |
|
0.500 |
2,636.5 |
|
0.382 |
2,629.8 |
|
LOW |
2,608.0 |
|
0.618 |
2,572.8 |
|
1.000 |
2,551.0 |
|
1.618 |
2,515.8 |
|
2.618 |
2,458.8 |
|
4.250 |
2,365.8 |
|
|
| Fisher Pivots for day following 16-Feb-2010 |
| Pivot |
1 day |
3 day |
| R1 |
2,643.5 |
2,639.7 |
| PP |
2,640.0 |
2,632.3 |
| S1 |
2,636.5 |
2,625.0 |
|