| 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 |
2,695.0 |
2,725.0 |
30.0 |
1.1% |
2,609.0 |
| High |
2,725.0 |
2,735.0 |
10.0 |
0.4% |
2,725.0 |
| Low |
2,680.0 |
2,705.0 |
25.0 |
0.9% |
2,604.0 |
| Close |
2,724.0 |
2,706.0 |
-18.0 |
-0.7% |
2,724.0 |
| Range |
45.0 |
30.0 |
-15.0 |
-33.3% |
121.0 |
| ATR |
59.6 |
57.5 |
-2.1 |
-3.5% |
0.0 |
| Volume |
953 |
3,432 |
2,479 |
260.1% |
42,850 |
|
| Daily Pivots for day following 22-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,805.3 |
2,785.7 |
2,722.5 |
|
| R3 |
2,775.3 |
2,755.7 |
2,714.3 |
|
| R2 |
2,745.3 |
2,745.3 |
2,711.5 |
|
| R1 |
2,725.7 |
2,725.7 |
2,708.8 |
2,720.5 |
| PP |
2,715.3 |
2,715.3 |
2,715.3 |
2,712.8 |
| S1 |
2,695.7 |
2,695.7 |
2,703.3 |
2,690.5 |
| S2 |
2,685.3 |
2,685.3 |
2,700.5 |
|
| S3 |
2,655.3 |
2,665.7 |
2,697.8 |
|
| S4 |
2,625.3 |
2,635.7 |
2,689.5 |
|
|
| Weekly Pivots for week ending 19-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,047.3 |
3,006.7 |
2,790.6 |
|
| R3 |
2,926.3 |
2,885.7 |
2,757.3 |
|
| R2 |
2,805.3 |
2,805.3 |
2,746.2 |
|
| R1 |
2,764.7 |
2,764.7 |
2,735.1 |
2,785.0 |
| PP |
2,684.3 |
2,684.3 |
2,684.3 |
2,694.5 |
| S1 |
2,643.7 |
2,643.7 |
2,712.9 |
2,664.0 |
| S2 |
2,563.3 |
2,563.3 |
2,701.8 |
|
| S3 |
2,442.3 |
2,522.7 |
2,690.7 |
|
| S4 |
2,321.3 |
2,401.7 |
2,657.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,735.0 |
2,608.0 |
127.0 |
4.7% |
43.4 |
1.6% |
77% |
True |
False |
8,335 |
| 10 |
2,735.0 |
2,574.0 |
161.0 |
5.9% |
48.6 |
1.8% |
82% |
True |
False |
5,159 |
| 20 |
2,775.0 |
2,528.0 |
247.0 |
9.1% |
60.7 |
2.2% |
72% |
False |
False |
4,102 |
| 40 |
2,975.0 |
2,528.0 |
447.0 |
16.5% |
52.4 |
1.9% |
40% |
False |
False |
2,844 |
| 60 |
2,975.0 |
2,528.0 |
447.0 |
16.5% |
51.1 |
1.9% |
40% |
False |
False |
4,036 |
| 80 |
2,975.0 |
2,528.0 |
447.0 |
16.5% |
49.0 |
1.8% |
40% |
False |
False |
3,148 |
| 100 |
2,975.0 |
2,528.0 |
447.0 |
16.5% |
48.5 |
1.8% |
40% |
False |
False |
2,589 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,862.5 |
|
2.618 |
2,813.5 |
|
1.618 |
2,783.5 |
|
1.000 |
2,765.0 |
|
0.618 |
2,753.5 |
|
HIGH |
2,735.0 |
|
0.618 |
2,723.5 |
|
0.500 |
2,720.0 |
|
0.382 |
2,716.5 |
|
LOW |
2,705.0 |
|
0.618 |
2,686.5 |
|
1.000 |
2,675.0 |
|
1.618 |
2,656.5 |
|
2.618 |
2,626.5 |
|
4.250 |
2,577.5 |
|
|
| Fisher Pivots for day following 22-Feb-2010 |
| Pivot |
1 day |
3 day |
| R1 |
2,720.0 |
2,707.0 |
| PP |
2,715.3 |
2,706.7 |
| S1 |
2,710.7 |
2,706.3 |
|