| 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 |
10,383.16 |
10,284.00 |
-99.16 |
-1.0% |
10,100.81 |
| High |
10,411.12 |
10,393.51 |
-17.61 |
-0.2% |
10,438.55 |
| Low |
10,267.83 |
10,283.93 |
16.10 |
0.2% |
10,100.81 |
| Close |
10,282.41 |
10,374.16 |
91.75 |
0.9% |
10,402.35 |
| Range |
143.29 |
109.58 |
-33.71 |
-23.5% |
337.74 |
| ATR |
135.66 |
133.90 |
-1.75 |
-1.3% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 24-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,679.27 |
10,636.30 |
10,434.43 |
|
| R3 |
10,569.69 |
10,526.72 |
10,404.29 |
|
| R2 |
10,460.11 |
10,460.11 |
10,394.25 |
|
| R1 |
10,417.14 |
10,417.14 |
10,384.20 |
10,438.63 |
| PP |
10,350.53 |
10,350.53 |
10,350.53 |
10,361.28 |
| S1 |
10,307.56 |
10,307.56 |
10,364.12 |
10,329.05 |
| S2 |
10,240.95 |
10,240.95 |
10,354.07 |
|
| S3 |
10,131.37 |
10,197.98 |
10,344.03 |
|
| S4 |
10,021.79 |
10,088.40 |
10,313.89 |
|
|
| Weekly Pivots for week ending 19-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,327.12 |
11,202.48 |
10,588.11 |
|
| R3 |
10,989.38 |
10,864.74 |
10,495.23 |
|
| R2 |
10,651.64 |
10,651.64 |
10,464.27 |
|
| R1 |
10,527.00 |
10,527.00 |
10,433.31 |
10,589.32 |
| PP |
10,313.90 |
10,313.90 |
10,313.90 |
10,345.07 |
| S1 |
10,189.26 |
10,189.26 |
10,371.39 |
10,251.58 |
| S2 |
9,976.16 |
9,976.16 |
10,340.43 |
|
| S3 |
9,638.42 |
9,851.52 |
10,309.47 |
|
| S4 |
9,300.68 |
9,513.78 |
10,216.59 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
10,438.55 |
10,267.83 |
170.72 |
1.6% |
105.80 |
1.0% |
62% |
False |
False |
|
| 10 |
10,438.55 |
9,962.96 |
475.59 |
4.6% |
122.74 |
1.2% |
86% |
False |
False |
|
| 20 |
10,438.55 |
9,835.09 |
603.46 |
5.8% |
147.09 |
1.4% |
89% |
False |
False |
|
| 40 |
10,729.89 |
9,835.09 |
894.80 |
8.6% |
129.09 |
1.2% |
60% |
False |
False |
|
| 60 |
10,729.89 |
9,835.09 |
894.80 |
8.6% |
122.72 |
1.2% |
60% |
False |
False |
|
| 80 |
10,729.89 |
9,678.95 |
1,050.94 |
10.1% |
126.32 |
1.2% |
66% |
False |
False |
|
| 100 |
10,729.89 |
9,430.08 |
1,299.81 |
12.5% |
127.73 |
1.2% |
73% |
False |
False |
|
| 120 |
10,729.89 |
9,252.93 |
1,476.96 |
14.2% |
124.62 |
1.2% |
76% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
10,859.23 |
|
2.618 |
10,680.39 |
|
1.618 |
10,570.81 |
|
1.000 |
10,503.09 |
|
0.618 |
10,461.23 |
|
HIGH |
10,393.51 |
|
0.618 |
10,351.65 |
|
0.500 |
10,338.72 |
|
0.382 |
10,325.79 |
|
LOW |
10,283.93 |
|
0.618 |
10,216.21 |
|
1.000 |
10,174.35 |
|
1.618 |
10,106.63 |
|
2.618 |
9,997.05 |
|
4.250 |
9,818.22 |
|
|
| Fisher Pivots for day following 24-Feb-2010 |
| Pivot |
1 day |
3 day |
| R1 |
10,362.35 |
10,366.35 |
| PP |
10,350.53 |
10,358.54 |
| S1 |
10,338.72 |
10,350.74 |
|