| 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 |
2,713.0 |
2,668.0 |
-45.0 |
-1.7% |
2,609.0 |
| High |
2,729.0 |
2,673.0 |
-56.0 |
-2.1% |
2,725.0 |
| Low |
2,652.0 |
2,638.0 |
-14.0 |
-0.5% |
2,604.0 |
| Close |
2,656.0 |
2,661.0 |
5.0 |
0.2% |
2,724.0 |
| Range |
77.0 |
35.0 |
-42.0 |
-54.5% |
121.0 |
| ATR |
58.9 |
57.2 |
-1.7 |
-2.9% |
0.0 |
| Volume |
4,069 |
2,064 |
-2,005 |
-49.3% |
42,850 |
|
| Daily Pivots for day following 24-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,762.3 |
2,746.7 |
2,680.3 |
|
| R3 |
2,727.3 |
2,711.7 |
2,670.6 |
|
| R2 |
2,692.3 |
2,692.3 |
2,667.4 |
|
| R1 |
2,676.7 |
2,676.7 |
2,664.2 |
2,667.0 |
| PP |
2,657.3 |
2,657.3 |
2,657.3 |
2,652.5 |
| S1 |
2,641.7 |
2,641.7 |
2,657.8 |
2,632.0 |
| S2 |
2,622.3 |
2,622.3 |
2,654.6 |
|
| S3 |
2,587.3 |
2,606.7 |
2,651.4 |
|
| S4 |
2,552.3 |
2,571.7 |
2,641.8 |
|
|
| 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 |
2,638.0 |
97.0 |
3.6% |
46.0 |
1.7% |
24% |
False |
True |
7,052 |
| 10 |
2,735.0 |
2,584.0 |
151.0 |
5.7% |
48.0 |
1.8% |
51% |
False |
False |
5,489 |
| 20 |
2,775.0 |
2,528.0 |
247.0 |
9.3% |
60.4 |
2.3% |
54% |
False |
False |
4,341 |
| 40 |
2,975.0 |
2,528.0 |
447.0 |
16.8% |
54.1 |
2.0% |
30% |
False |
False |
2,979 |
| 60 |
2,975.0 |
2,528.0 |
447.0 |
16.8% |
51.2 |
1.9% |
30% |
False |
False |
4,062 |
| 80 |
2,975.0 |
2,528.0 |
447.0 |
16.8% |
48.7 |
1.8% |
30% |
False |
False |
3,219 |
| 100 |
2,975.0 |
2,528.0 |
447.0 |
16.8% |
48.4 |
1.8% |
30% |
False |
False |
2,647 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,821.8 |
|
2.618 |
2,764.6 |
|
1.618 |
2,729.6 |
|
1.000 |
2,708.0 |
|
0.618 |
2,694.6 |
|
HIGH |
2,673.0 |
|
0.618 |
2,659.6 |
|
0.500 |
2,655.5 |
|
0.382 |
2,651.4 |
|
LOW |
2,638.0 |
|
0.618 |
2,616.4 |
|
1.000 |
2,603.0 |
|
1.618 |
2,581.4 |
|
2.618 |
2,546.4 |
|
4.250 |
2,489.3 |
|
|
| Fisher Pivots for day following 24-Feb-2010 |
| Pivot |
1 day |
3 day |
| R1 |
2,659.2 |
2,686.5 |
| PP |
2,657.3 |
2,678.0 |
| S1 |
2,655.5 |
2,669.5 |
|