| Trading Metrics calculated at close of trading on 24-Feb-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Feb-2010 |
24-Feb-2010 |
Change |
Change % |
Previous Week |
| Open |
1,114.1 |
1,103.5 |
-10.6 |
-1.0% |
1,093.7 |
| High |
1,121.7 |
1,108.8 |
-12.9 |
-1.2% |
1,128.7 |
| Low |
1,099.6 |
1,090.2 |
-9.4 |
-0.9% |
1,092.0 |
| Close |
1,103.2 |
1,097.2 |
-6.0 |
-0.5% |
1,122.1 |
| Range |
22.1 |
18.6 |
-3.5 |
-15.8% |
36.7 |
| ATR |
23.9 |
23.5 |
-0.4 |
-1.6% |
0.0 |
| Volume |
137,551 |
161,291 |
23,740 |
17.3% |
693,964 |
|
| Daily Pivots for day following 24-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,154.5 |
1,144.5 |
1,107.4 |
|
| R3 |
1,135.9 |
1,125.9 |
1,102.3 |
|
| R2 |
1,117.3 |
1,117.3 |
1,100.6 |
|
| R1 |
1,107.3 |
1,107.3 |
1,098.9 |
1,103.0 |
| PP |
1,098.7 |
1,098.7 |
1,098.7 |
1,096.6 |
| S1 |
1,088.7 |
1,088.7 |
1,095.5 |
1,084.4 |
| S2 |
1,080.1 |
1,080.1 |
1,093.8 |
|
| S3 |
1,061.5 |
1,070.1 |
1,092.1 |
|
| S4 |
1,042.9 |
1,051.5 |
1,087.0 |
|
|
| Weekly Pivots for week ending 19-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,224.4 |
1,209.9 |
1,142.3 |
|
| R3 |
1,187.7 |
1,173.2 |
1,132.2 |
|
| R2 |
1,151.0 |
1,151.0 |
1,128.8 |
|
| R1 |
1,136.5 |
1,136.5 |
1,125.5 |
1,143.8 |
| PP |
1,114.3 |
1,114.3 |
1,114.3 |
1,117.9 |
| S1 |
1,099.8 |
1,099.8 |
1,118.7 |
1,107.1 |
| S2 |
1,077.6 |
1,077.6 |
1,115.4 |
|
| S3 |
1,040.9 |
1,063.1 |
1,112.0 |
|
| S4 |
1,004.2 |
1,026.4 |
1,101.9 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,131.5 |
1,090.2 |
41.3 |
3.8% |
23.4 |
2.1% |
17% |
False |
True |
166,277 |
| 10 |
1,131.5 |
1,063.1 |
68.4 |
6.2% |
23.5 |
2.1% |
50% |
False |
False |
170,011 |
| 20 |
1,131.5 |
1,044.5 |
87.0 |
7.9% |
23.8 |
2.2% |
61% |
False |
False |
173,777 |
| 40 |
1,166.7 |
1,044.5 |
122.2 |
11.1% |
21.6 |
2.0% |
43% |
False |
False |
97,460 |
| 60 |
1,229.0 |
1,044.5 |
184.5 |
16.8% |
24.0 |
2.2% |
29% |
False |
False |
66,493 |
| 80 |
1,229.0 |
1,031.8 |
197.2 |
18.0% |
22.3 |
2.0% |
33% |
False |
False |
50,540 |
| 100 |
1,229.0 |
989.3 |
239.7 |
21.8% |
21.0 |
1.9% |
45% |
False |
False |
40,728 |
| 120 |
1,229.0 |
958.6 |
270.4 |
24.6% |
20.0 |
1.8% |
51% |
False |
False |
34,157 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,187.9 |
|
2.618 |
1,157.5 |
|
1.618 |
1,138.9 |
|
1.000 |
1,127.4 |
|
0.618 |
1,120.3 |
|
HIGH |
1,108.8 |
|
0.618 |
1,101.7 |
|
0.500 |
1,099.5 |
|
0.382 |
1,097.3 |
|
LOW |
1,090.2 |
|
0.618 |
1,078.7 |
|
1.000 |
1,071.6 |
|
1.618 |
1,060.1 |
|
2.618 |
1,041.5 |
|
4.250 |
1,011.2 |
|
|
| Fisher Pivots for day following 24-Feb-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1,099.5 |
1,110.9 |
| PP |
1,098.7 |
1,106.3 |
| S1 |
1,098.0 |
1,101.8 |
|