| 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 |
1,097.4 |
1,120.9 |
23.5 |
2.1% |
1,068.7 |
| High |
1,098.4 |
1,122.8 |
24.4 |
2.2% |
1,098.7 |
| Low |
1,079.6 |
1,094.2 |
14.6 |
1.4% |
1,063.2 |
| Close |
1,091.1 |
1,120.9 |
29.8 |
2.7% |
1,091.1 |
| Range |
18.8 |
28.6 |
9.8 |
52.1% |
35.5 |
| ATR |
22.2 |
22.9 |
0.7 |
3.1% |
0.0 |
| Volume |
2,773 |
2,428 |
-345 |
-12.4% |
22,297 |
|
| Daily Pivots for day following 16-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,198.4 |
1,188.3 |
1,136.6 |
|
| R3 |
1,169.8 |
1,159.7 |
1,128.8 |
|
| R2 |
1,141.2 |
1,141.2 |
1,126.1 |
|
| R1 |
1,131.1 |
1,131.1 |
1,123.5 |
1,135.2 |
| PP |
1,112.6 |
1,112.6 |
1,112.6 |
1,114.7 |
| S1 |
1,102.5 |
1,102.5 |
1,118.3 |
1,106.6 |
| S2 |
1,084.0 |
1,084.0 |
1,115.7 |
|
| S3 |
1,055.4 |
1,073.9 |
1,113.0 |
|
| S4 |
1,026.8 |
1,045.3 |
1,105.2 |
|
|
| Weekly Pivots for week ending 12-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,190.8 |
1,176.5 |
1,110.6 |
|
| R3 |
1,155.3 |
1,141.0 |
1,100.9 |
|
| R2 |
1,119.8 |
1,119.8 |
1,097.6 |
|
| R1 |
1,105.5 |
1,105.5 |
1,094.4 |
1,112.7 |
| PP |
1,084.3 |
1,084.3 |
1,084.3 |
1,087.9 |
| S1 |
1,070.0 |
1,070.0 |
1,087.8 |
1,077.2 |
| S2 |
1,048.8 |
1,048.8 |
1,084.6 |
|
| S3 |
1,013.3 |
1,034.5 |
1,081.3 |
|
| S4 |
977.8 |
999.0 |
1,071.6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,122.8 |
1,064.3 |
58.5 |
5.2% |
22.0 |
2.0% |
97% |
True |
False |
3,720 |
| 10 |
1,127.3 |
1,045.6 |
81.7 |
7.3% |
23.7 |
2.1% |
92% |
False |
False |
4,354 |
| 20 |
1,143.4 |
1,045.6 |
97.8 |
8.7% |
22.0 |
2.0% |
77% |
False |
False |
3,942 |
| 40 |
1,164.1 |
1,045.6 |
118.5 |
10.6% |
20.6 |
1.8% |
64% |
False |
False |
3,623 |
| 60 |
1,230.0 |
1,045.6 |
184.4 |
16.5% |
22.2 |
2.0% |
41% |
False |
False |
3,345 |
| 80 |
1,230.0 |
1,030.0 |
200.0 |
17.8% |
20.3 |
1.8% |
45% |
False |
False |
2,843 |
| 100 |
1,230.0 |
989.3 |
240.7 |
21.5% |
18.9 |
1.7% |
55% |
False |
False |
2,378 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,244.4 |
|
2.618 |
1,197.7 |
|
1.618 |
1,169.1 |
|
1.000 |
1,151.4 |
|
0.618 |
1,140.5 |
|
HIGH |
1,122.8 |
|
0.618 |
1,111.9 |
|
0.500 |
1,108.5 |
|
0.382 |
1,105.1 |
|
LOW |
1,094.2 |
|
0.618 |
1,076.5 |
|
1.000 |
1,065.6 |
|
1.618 |
1,047.9 |
|
2.618 |
1,019.3 |
|
4.250 |
972.7 |
|
|
| Fisher Pivots for day following 16-Feb-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1,116.8 |
1,113.5 |
| PP |
1,112.6 |
1,106.1 |
| S1 |
1,108.5 |
1,098.7 |
|