| Trading Metrics calculated at close of trading on 19-Feb-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Feb-2010 |
19-Feb-2010 |
Change |
Change % |
Previous Week |
| Open |
3,075 |
3,084 |
9 |
0.3% |
3,115 |
| High |
3,096 |
3,114 |
18 |
0.6% |
3,165 |
| Low |
3,066 |
3,054 |
-12 |
-0.4% |
3,054 |
| Close |
3,071 |
3,098 |
27 |
0.9% |
3,098 |
| Range |
30 |
60 |
30 |
100.0% |
111 |
| ATR |
79 |
77 |
-1 |
-1.7% |
0 |
| Volume |
172 |
57 |
-115 |
-66.9% |
1,319 |
|
| Daily Pivots for day following 19-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,269 |
3,243 |
3,131 |
|
| R3 |
3,209 |
3,183 |
3,115 |
|
| R2 |
3,149 |
3,149 |
3,109 |
|
| R1 |
3,123 |
3,123 |
3,104 |
3,136 |
| PP |
3,089 |
3,089 |
3,089 |
3,095 |
| S1 |
3,063 |
3,063 |
3,093 |
3,076 |
| S2 |
3,029 |
3,029 |
3,087 |
|
| S3 |
2,969 |
3,003 |
3,082 |
|
| S4 |
2,909 |
2,943 |
3,065 |
|
|
| Weekly Pivots for week ending 19-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,439 |
3,379 |
3,159 |
|
| R3 |
3,328 |
3,268 |
3,129 |
|
| R2 |
3,217 |
3,217 |
3,118 |
|
| R1 |
3,157 |
3,157 |
3,108 |
3,132 |
| PP |
3,106 |
3,106 |
3,106 |
3,093 |
| S1 |
3,046 |
3,046 |
3,088 |
3,021 |
| S2 |
2,995 |
2,995 |
3,078 |
|
| S3 |
2,884 |
2,935 |
3,067 |
|
| S4 |
2,773 |
2,824 |
3,037 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,165 |
3,019 |
146 |
4.7% |
67 |
2.2% |
54% |
False |
False |
1,163 |
| 10 |
3,165 |
2,955 |
210 |
6.8% |
73 |
2.4% |
68% |
False |
False |
5,971 |
| 20 |
3,443 |
2,955 |
488 |
15.8% |
85 |
2.7% |
29% |
False |
False |
8,452 |
| 40 |
3,485 |
2,955 |
530 |
17.1% |
71 |
2.3% |
27% |
False |
False |
7,361 |
| 60 |
3,510 |
2,955 |
555 |
17.9% |
73 |
2.3% |
26% |
False |
False |
7,184 |
| 80 |
3,510 |
2,955 |
555 |
17.9% |
74 |
2.4% |
26% |
False |
False |
7,072 |
| 100 |
3,510 |
2,955 |
555 |
17.9% |
76 |
2.5% |
26% |
False |
False |
6,086 |
| 120 |
3,510 |
2,784 |
726 |
23.4% |
77 |
2.5% |
43% |
False |
False |
5,261 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,369 |
|
2.618 |
3,271 |
|
1.618 |
3,211 |
|
1.000 |
3,174 |
|
0.618 |
3,151 |
|
HIGH |
3,114 |
|
0.618 |
3,091 |
|
0.500 |
3,084 |
|
0.382 |
3,077 |
|
LOW |
3,054 |
|
0.618 |
3,017 |
|
1.000 |
2,994 |
|
1.618 |
2,957 |
|
2.618 |
2,897 |
|
4.250 |
2,799 |
|
|
| Fisher Pivots for day following 19-Feb-2010 |
| Pivot |
1 day |
3 day |
| R1 |
3,093 |
3,102 |
| PP |
3,089 |
3,101 |
| S1 |
3,084 |
3,099 |
|