| Trading Metrics calculated at close of trading on 11-Feb-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Feb-2010 |
11-Feb-2010 |
Change |
Change % |
Previous Week |
| Open |
1,078.0 |
1,075.3 |
-2.7 |
-0.3% |
1,082.9 |
| High |
1,083.4 |
1,098.7 |
15.3 |
1.4% |
1,127.3 |
| Low |
1,064.3 |
1,074.5 |
10.2 |
1.0% |
1,045.6 |
| Close |
1,077.4 |
1,095.8 |
18.4 |
1.7% |
1,053.8 |
| Range |
19.1 |
24.2 |
5.1 |
26.7% |
81.7 |
| ATR |
22.3 |
22.4 |
0.1 |
0.6% |
0.0 |
| Volume |
3,033 |
3,095 |
62 |
2.0% |
20,346 |
|
| Daily Pivots for day following 11-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,162.3 |
1,153.2 |
1,109.1 |
|
| R3 |
1,138.1 |
1,129.0 |
1,102.5 |
|
| R2 |
1,113.9 |
1,113.9 |
1,100.2 |
|
| R1 |
1,104.8 |
1,104.8 |
1,098.0 |
1,109.4 |
| PP |
1,089.7 |
1,089.7 |
1,089.7 |
1,091.9 |
| S1 |
1,080.6 |
1,080.6 |
1,093.6 |
1,085.2 |
| S2 |
1,065.5 |
1,065.5 |
1,091.4 |
|
| S3 |
1,041.3 |
1,056.4 |
1,089.1 |
|
| S4 |
1,017.1 |
1,032.2 |
1,082.5 |
|
|
| Weekly Pivots for week ending 05-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,320.7 |
1,268.9 |
1,098.7 |
|
| R3 |
1,239.0 |
1,187.2 |
1,076.3 |
|
| R2 |
1,157.3 |
1,157.3 |
1,068.8 |
|
| R1 |
1,105.5 |
1,105.5 |
1,061.3 |
1,090.6 |
| PP |
1,075.6 |
1,075.6 |
1,075.6 |
1,068.1 |
| S1 |
1,023.8 |
1,023.8 |
1,046.3 |
1,008.9 |
| S2 |
993.9 |
993.9 |
1,038.8 |
|
| S3 |
912.2 |
942.1 |
1,031.3 |
|
| S4 |
830.5 |
860.4 |
1,008.9 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,098.7 |
1,045.6 |
53.1 |
4.8% |
19.8 |
1.8% |
95% |
True |
False |
5,335 |
| 10 |
1,127.3 |
1,045.6 |
81.7 |
7.5% |
23.6 |
2.2% |
61% |
False |
False |
4,234 |
| 20 |
1,148.1 |
1,045.6 |
102.5 |
9.4% |
21.2 |
1.9% |
49% |
False |
False |
4,174 |
| 40 |
1,164.1 |
1,045.6 |
118.5 |
10.8% |
20.3 |
1.9% |
42% |
False |
False |
3,621 |
| 60 |
1,230.0 |
1,045.6 |
184.4 |
16.8% |
22.0 |
2.0% |
27% |
False |
False |
3,289 |
| 80 |
1,230.0 |
1,030.0 |
200.0 |
18.3% |
20.1 |
1.8% |
33% |
False |
False |
2,788 |
| 100 |
1,230.0 |
989.3 |
240.7 |
22.0% |
18.7 |
1.7% |
44% |
False |
False |
2,331 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,201.6 |
|
2.618 |
1,162.1 |
|
1.618 |
1,137.9 |
|
1.000 |
1,122.9 |
|
0.618 |
1,113.7 |
|
HIGH |
1,098.7 |
|
0.618 |
1,089.5 |
|
0.500 |
1,086.6 |
|
0.382 |
1,083.7 |
|
LOW |
1,074.5 |
|
0.618 |
1,059.5 |
|
1.000 |
1,050.3 |
|
1.618 |
1,035.3 |
|
2.618 |
1,011.1 |
|
4.250 |
971.7 |
|
|
| Fisher Pivots for day following 11-Feb-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1,092.7 |
1,091.0 |
| PP |
1,089.7 |
1,086.3 |
| S1 |
1,086.6 |
1,081.5 |
|