| 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 |
1,819.75 |
1,799.50 |
-20.25 |
-1.1% |
1,781.50 |
| High |
1,829.00 |
1,819.75 |
-9.25 |
-0.5% |
1,830.00 |
| Low |
1,785.25 |
1,796.50 |
11.25 |
0.6% |
1,775.25 |
| Close |
1,801.00 |
1,814.00 |
13.00 |
0.7% |
1,819.25 |
| Range |
43.75 |
23.25 |
-20.50 |
-46.9% |
54.75 |
| ATR |
31.45 |
30.86 |
-0.59 |
-1.9% |
0.00 |
| Volume |
226,172 |
348,962 |
122,790 |
54.3% |
1,094,765 |
|
| Daily Pivots for day following 24-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,879.75 |
1,870.25 |
1,826.75 |
|
| R3 |
1,856.50 |
1,847.00 |
1,820.50 |
|
| R2 |
1,833.25 |
1,833.25 |
1,818.25 |
|
| R1 |
1,823.75 |
1,823.75 |
1,816.25 |
1,828.50 |
| PP |
1,810.00 |
1,810.00 |
1,810.00 |
1,812.50 |
| S1 |
1,800.50 |
1,800.50 |
1,811.75 |
1,805.25 |
| S2 |
1,786.75 |
1,786.75 |
1,809.75 |
|
| S3 |
1,763.50 |
1,777.25 |
1,807.50 |
|
| S4 |
1,740.25 |
1,754.00 |
1,801.25 |
|
|
| Weekly Pivots for week ending 19-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,972.50 |
1,950.50 |
1,849.25 |
|
| R3 |
1,917.75 |
1,895.75 |
1,834.25 |
|
| R2 |
1,863.00 |
1,863.00 |
1,829.25 |
|
| R1 |
1,841.00 |
1,841.00 |
1,824.25 |
1,852.00 |
| PP |
1,808.25 |
1,808.25 |
1,808.25 |
1,813.50 |
| S1 |
1,786.25 |
1,786.25 |
1,814.25 |
1,797.25 |
| S2 |
1,753.50 |
1,753.50 |
1,809.25 |
|
| S3 |
1,698.75 |
1,731.50 |
1,804.25 |
|
| S4 |
1,644.00 |
1,676.75 |
1,789.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,833.00 |
1,785.25 |
47.75 |
2.6% |
27.75 |
1.5% |
60% |
False |
False |
272,657 |
| 10 |
1,833.00 |
1,736.00 |
97.00 |
5.3% |
27.75 |
1.5% |
80% |
False |
False |
296,846 |
| 20 |
1,833.00 |
1,710.75 |
122.25 |
6.7% |
33.00 |
1.8% |
84% |
False |
False |
363,326 |
| 40 |
1,900.00 |
1,710.75 |
189.25 |
10.4% |
30.75 |
1.7% |
55% |
False |
False |
313,221 |
| 60 |
1,900.00 |
1,710.75 |
189.25 |
10.4% |
30.00 |
1.7% |
55% |
False |
False |
248,187 |
| 80 |
1,900.00 |
1,648.50 |
251.50 |
13.9% |
29.50 |
1.6% |
66% |
False |
False |
186,247 |
| 100 |
1,900.00 |
1,648.25 |
251.75 |
13.9% |
29.25 |
1.6% |
66% |
False |
False |
149,036 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,918.50 |
|
2.618 |
1,880.50 |
|
1.618 |
1,857.25 |
|
1.000 |
1,843.00 |
|
0.618 |
1,834.00 |
|
HIGH |
1,819.75 |
|
0.618 |
1,810.75 |
|
0.500 |
1,808.00 |
|
0.382 |
1,805.50 |
|
LOW |
1,796.50 |
|
0.618 |
1,782.25 |
|
1.000 |
1,773.25 |
|
1.618 |
1,759.00 |
|
2.618 |
1,735.75 |
|
4.250 |
1,697.75 |
|
|
| Fisher Pivots for day following 24-Feb-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1,812.00 |
1,812.50 |
| PP |
1,810.00 |
1,810.75 |
| S1 |
1,808.00 |
1,809.00 |
|