| 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 |
1,119.7 |
1,119.9 |
0.2 |
0.0% |
1,068.7 |
| High |
1,129.8 |
1,125.6 |
-4.2 |
-0.4% |
1,098.7 |
| Low |
1,106.6 |
1,099.5 |
-7.1 |
-0.6% |
1,063.2 |
| Close |
1,121.3 |
1,119.9 |
-1.4 |
-0.1% |
1,091.1 |
| Range |
23.2 |
26.1 |
2.9 |
12.5% |
35.5 |
| ATR |
22.9 |
23.1 |
0.2 |
1.0% |
0.0 |
| Volume |
3,293 |
3,568 |
275 |
8.4% |
22,297 |
|
| Daily Pivots for day following 18-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,193.3 |
1,182.7 |
1,134.3 |
|
| R3 |
1,167.2 |
1,156.6 |
1,127.1 |
|
| R2 |
1,141.1 |
1,141.1 |
1,124.7 |
|
| R1 |
1,130.5 |
1,130.5 |
1,122.3 |
1,133.0 |
| PP |
1,115.0 |
1,115.0 |
1,115.0 |
1,116.2 |
| S1 |
1,104.4 |
1,104.4 |
1,117.5 |
1,106.9 |
| S2 |
1,088.9 |
1,088.9 |
1,115.1 |
|
| S3 |
1,062.8 |
1,078.3 |
1,112.7 |
|
| S4 |
1,036.7 |
1,052.2 |
1,105.5 |
|
|
| 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 |
1,129.8 |
1,074.5 |
55.3 |
4.9% |
24.2 |
2.2% |
82% |
False |
False |
3,031 |
| 10 |
1,129.8 |
1,045.6 |
84.2 |
7.5% |
24.8 |
2.2% |
88% |
False |
False |
4,195 |
| 20 |
1,129.8 |
1,045.6 |
84.2 |
7.5% |
22.2 |
2.0% |
88% |
False |
False |
3,737 |
| 40 |
1,164.1 |
1,045.6 |
118.5 |
10.6% |
20.2 |
1.8% |
63% |
False |
False |
3,572 |
| 60 |
1,230.0 |
1,045.6 |
184.4 |
16.5% |
22.5 |
2.0% |
40% |
False |
False |
3,427 |
| 80 |
1,230.0 |
1,030.0 |
200.0 |
17.9% |
20.6 |
1.8% |
45% |
False |
False |
2,913 |
| 100 |
1,230.0 |
989.3 |
240.7 |
21.5% |
19.1 |
1.7% |
54% |
False |
False |
2,438 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,236.5 |
|
2.618 |
1,193.9 |
|
1.618 |
1,167.8 |
|
1.000 |
1,151.7 |
|
0.618 |
1,141.7 |
|
HIGH |
1,125.6 |
|
0.618 |
1,115.6 |
|
0.500 |
1,112.6 |
|
0.382 |
1,109.5 |
|
LOW |
1,099.5 |
|
0.618 |
1,083.4 |
|
1.000 |
1,073.4 |
|
1.618 |
1,057.3 |
|
2.618 |
1,031.2 |
|
4.250 |
988.6 |
|
|
| Fisher Pivots for day following 18-Feb-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1,117.5 |
1,117.3 |
| PP |
1,115.0 |
1,114.6 |
| S1 |
1,112.6 |
1,112.0 |
|