| Trading Metrics calculated at close of trading on 22-Feb-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Feb-2010 |
22-Feb-2010 |
Change |
Change % |
Previous Week |
| Open |
1,108.6 |
1,125.0 |
16.4 |
1.5% |
1,120.9 |
| High |
1,128.3 |
1,132.6 |
4.3 |
0.4% |
1,129.8 |
| Low |
1,101.0 |
1,111.3 |
10.3 |
0.9% |
1,094.2 |
| Close |
1,123.3 |
1,114.3 |
-9.0 |
-0.8% |
1,123.3 |
| Range |
27.3 |
21.3 |
-6.0 |
-22.0% |
35.6 |
| ATR |
23.4 |
23.3 |
-0.2 |
-0.6% |
0.0 |
| Volume |
5,322 |
6,074 |
752 |
14.1% |
14,611 |
|
| Daily Pivots for day following 22-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,183.3 |
1,170.1 |
1,126.0 |
|
| R3 |
1,162.0 |
1,148.8 |
1,120.2 |
|
| R2 |
1,140.7 |
1,140.7 |
1,118.2 |
|
| R1 |
1,127.5 |
1,127.5 |
1,116.3 |
1,123.5 |
| PP |
1,119.4 |
1,119.4 |
1,119.4 |
1,117.4 |
| S1 |
1,106.2 |
1,106.2 |
1,112.3 |
1,102.2 |
| S2 |
1,098.1 |
1,098.1 |
1,110.4 |
|
| S3 |
1,076.8 |
1,084.9 |
1,108.4 |
|
| S4 |
1,055.5 |
1,063.6 |
1,102.6 |
|
|
| Weekly Pivots for week ending 19-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,222.6 |
1,208.5 |
1,142.9 |
|
| R3 |
1,187.0 |
1,172.9 |
1,133.1 |
|
| R2 |
1,151.4 |
1,151.4 |
1,129.8 |
|
| R1 |
1,137.3 |
1,137.3 |
1,126.6 |
1,144.4 |
| PP |
1,115.8 |
1,115.8 |
1,115.8 |
1,119.3 |
| S1 |
1,101.7 |
1,101.7 |
1,120.0 |
1,108.8 |
| S2 |
1,080.2 |
1,080.2 |
1,116.8 |
|
| S3 |
1,044.6 |
1,066.1 |
1,113.5 |
|
| S4 |
1,009.0 |
1,030.5 |
1,103.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,132.6 |
1,094.2 |
38.4 |
3.4% |
25.3 |
2.3% |
52% |
True |
False |
4,137 |
| 10 |
1,132.6 |
1,063.2 |
69.4 |
6.2% |
22.0 |
2.0% |
74% |
True |
False |
4,298 |
| 20 |
1,132.6 |
1,045.6 |
87.0 |
7.8% |
22.4 |
2.0% |
79% |
True |
False |
4,003 |
| 40 |
1,164.1 |
1,045.6 |
118.5 |
10.6% |
20.2 |
1.8% |
58% |
False |
False |
3,704 |
| 60 |
1,230.0 |
1,045.6 |
184.4 |
16.5% |
22.8 |
2.0% |
37% |
False |
False |
3,481 |
| 80 |
1,230.0 |
1,030.0 |
200.0 |
17.9% |
20.8 |
1.9% |
42% |
False |
False |
3,035 |
| 100 |
1,230.0 |
991.4 |
238.6 |
21.4% |
19.3 |
1.7% |
52% |
False |
False |
2,544 |
| 120 |
1,230.0 |
952.9 |
277.1 |
24.9% |
18.2 |
1.6% |
58% |
False |
False |
2,195 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,223.1 |
|
2.618 |
1,188.4 |
|
1.618 |
1,167.1 |
|
1.000 |
1,153.9 |
|
0.618 |
1,145.8 |
|
HIGH |
1,132.6 |
|
0.618 |
1,124.5 |
|
0.500 |
1,122.0 |
|
0.382 |
1,119.4 |
|
LOW |
1,111.3 |
|
0.618 |
1,098.1 |
|
1.000 |
1,090.0 |
|
1.618 |
1,076.8 |
|
2.618 |
1,055.5 |
|
4.250 |
1,020.8 |
|
|
| Fisher Pivots for day following 22-Feb-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1,122.0 |
1,116.1 |
| PP |
1,119.4 |
1,115.5 |
| S1 |
1,116.9 |
1,114.9 |
|