| Trading Metrics calculated at close of trading on 23-Feb-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Feb-2010 |
23-Feb-2010 |
Change |
Change % |
Previous Week |
| Open |
2,725.0 |
2,713.0 |
-12.0 |
-0.4% |
2,609.0 |
| High |
2,735.0 |
2,729.0 |
-6.0 |
-0.2% |
2,725.0 |
| Low |
2,705.0 |
2,652.0 |
-53.0 |
-2.0% |
2,604.0 |
| Close |
2,706.0 |
2,656.0 |
-50.0 |
-1.8% |
2,724.0 |
| Range |
30.0 |
77.0 |
47.0 |
156.7% |
121.0 |
| ATR |
57.5 |
58.9 |
1.4 |
2.4% |
0.0 |
| Volume |
3,432 |
4,069 |
637 |
18.6% |
42,850 |
|
| Daily Pivots for day following 23-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,910.0 |
2,860.0 |
2,698.4 |
|
| R3 |
2,833.0 |
2,783.0 |
2,677.2 |
|
| R2 |
2,756.0 |
2,756.0 |
2,670.1 |
|
| R1 |
2,706.0 |
2,706.0 |
2,663.1 |
2,692.5 |
| PP |
2,679.0 |
2,679.0 |
2,679.0 |
2,672.3 |
| S1 |
2,629.0 |
2,629.0 |
2,648.9 |
2,615.5 |
| S2 |
2,602.0 |
2,602.0 |
2,641.9 |
|
| S3 |
2,525.0 |
2,552.0 |
2,634.8 |
|
| S4 |
2,448.0 |
2,475.0 |
2,613.7 |
|
|
| 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 |
2,652.0 |
83.0 |
3.1% |
47.4 |
1.8% |
5% |
False |
True |
9,102 |
| 10 |
2,735.0 |
2,584.0 |
151.0 |
5.7% |
48.4 |
1.8% |
48% |
False |
False |
5,391 |
| 20 |
2,775.0 |
2,528.0 |
247.0 |
9.3% |
60.9 |
2.3% |
52% |
False |
False |
4,294 |
| 40 |
2,975.0 |
2,528.0 |
447.0 |
16.8% |
53.6 |
2.0% |
29% |
False |
False |
2,929 |
| 60 |
2,975.0 |
2,528.0 |
447.0 |
16.8% |
51.8 |
2.0% |
29% |
False |
False |
4,071 |
| 80 |
2,975.0 |
2,528.0 |
447.0 |
16.8% |
49.2 |
1.9% |
29% |
False |
False |
3,196 |
| 100 |
2,975.0 |
2,528.0 |
447.0 |
16.8% |
48.8 |
1.8% |
29% |
False |
False |
2,629 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,056.3 |
|
2.618 |
2,930.6 |
|
1.618 |
2,853.6 |
|
1.000 |
2,806.0 |
|
0.618 |
2,776.6 |
|
HIGH |
2,729.0 |
|
0.618 |
2,699.6 |
|
0.500 |
2,690.5 |
|
0.382 |
2,681.4 |
|
LOW |
2,652.0 |
|
0.618 |
2,604.4 |
|
1.000 |
2,575.0 |
|
1.618 |
2,527.4 |
|
2.618 |
2,450.4 |
|
4.250 |
2,324.8 |
|
|
| Fisher Pivots for day following 23-Feb-2010 |
| Pivot |
1 day |
3 day |
| R1 |
2,690.5 |
2,693.5 |
| PP |
2,679.0 |
2,681.0 |
| S1 |
2,667.5 |
2,668.5 |
|