| 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 |
4,672.0 |
4,695.0 |
23.0 |
0.5% |
4,523.0 |
| High |
4,703.0 |
4,718.0 |
15.0 |
0.3% |
4,658.0 |
| Low |
4,666.0 |
4,673.0 |
7.0 |
0.2% |
4,509.0 |
| Close |
4,701.0 |
4,717.0 |
16.0 |
0.3% |
4,608.0 |
| Range |
37.0 |
45.0 |
8.0 |
21.6% |
149.0 |
| ATR |
67.5 |
65.9 |
-1.6 |
-2.4% |
0.0 |
| Volume |
26,301 |
23,973 |
-2,328 |
-8.9% |
132,837 |
|
| Daily Pivots for day following 23-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,837.7 |
4,822.3 |
4,741.8 |
|
| R3 |
4,792.7 |
4,777.3 |
4,729.4 |
|
| R2 |
4,747.7 |
4,747.7 |
4,725.3 |
|
| R1 |
4,732.3 |
4,732.3 |
4,721.1 |
4,740.0 |
| PP |
4,702.7 |
4,702.7 |
4,702.7 |
4,706.5 |
| S1 |
4,687.3 |
4,687.3 |
4,712.9 |
4,695.0 |
| S2 |
4,657.7 |
4,657.7 |
4,708.8 |
|
| S3 |
4,612.7 |
4,642.3 |
4,704.6 |
|
| S4 |
4,567.7 |
4,597.3 |
4,692.3 |
|
|
| Weekly Pivots for week ending 19-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,038.7 |
4,972.3 |
4,690.0 |
|
| R3 |
4,889.7 |
4,823.3 |
4,649.0 |
|
| R2 |
4,740.7 |
4,740.7 |
4,635.3 |
|
| R1 |
4,674.3 |
4,674.3 |
4,621.7 |
4,707.5 |
| PP |
4,591.7 |
4,591.7 |
4,591.7 |
4,608.3 |
| S1 |
4,525.3 |
4,525.3 |
4,594.3 |
4,558.5 |
| S2 |
4,442.7 |
4,442.7 |
4,580.7 |
|
| S3 |
4,293.7 |
4,376.3 |
4,567.0 |
|
| S4 |
4,144.7 |
4,227.3 |
4,526.1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4,718.0 |
4,581.0 |
137.0 |
2.9% |
51.0 |
1.1% |
99% |
True |
False |
28,249 |
| 10 |
4,718.0 |
4,465.0 |
253.0 |
5.4% |
51.7 |
1.1% |
100% |
True |
False |
26,036 |
| 20 |
4,718.0 |
4,428.0 |
290.0 |
6.1% |
50.0 |
1.1% |
100% |
True |
False |
29,548 |
| 40 |
4,946.0 |
4,428.0 |
518.0 |
11.0% |
48.3 |
1.0% |
56% |
False |
False |
25,592 |
| 60 |
4,946.0 |
4,428.0 |
518.0 |
11.0% |
47.3 |
1.0% |
56% |
False |
False |
22,641 |
| 80 |
4,946.0 |
4,428.0 |
518.0 |
11.0% |
39.2 |
0.8% |
56% |
False |
False |
16,992 |
| 100 |
4,946.0 |
4,428.0 |
518.0 |
11.0% |
34.1 |
0.7% |
56% |
False |
False |
13,601 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,909.3 |
|
2.618 |
4,835.8 |
|
1.618 |
4,790.8 |
|
1.000 |
4,763.0 |
|
0.618 |
4,745.8 |
|
HIGH |
4,718.0 |
|
0.618 |
4,700.8 |
|
0.500 |
4,695.5 |
|
0.382 |
4,690.2 |
|
LOW |
4,673.0 |
|
0.618 |
4,645.2 |
|
1.000 |
4,628.0 |
|
1.618 |
4,600.2 |
|
2.618 |
4,555.2 |
|
4.250 |
4,481.8 |
|
|
| Fisher Pivots for day following 23-Feb-2010 |
| Pivot |
1 day |
3 day |
| R1 |
4,709.8 |
4,694.5 |
| PP |
4,702.7 |
4,672.0 |
| S1 |
4,695.5 |
4,649.5 |
|