| 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 |
4,695.0 |
4,662.0 |
-33.0 |
-0.7% |
4,523.0 |
| High |
4,718.0 |
4,666.0 |
-52.0 |
-1.1% |
4,658.0 |
| Low |
4,673.0 |
4,630.0 |
-43.0 |
-0.9% |
4,509.0 |
| Close |
4,717.0 |
4,640.0 |
-77.0 |
-1.6% |
4,608.0 |
| Range |
45.0 |
36.0 |
-9.0 |
-20.0% |
149.0 |
| ATR |
65.9 |
67.4 |
1.5 |
2.3% |
0.0 |
| Volume |
23,973 |
34,759 |
10,786 |
45.0% |
132,837 |
|
| Daily Pivots for day following 24-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,753.3 |
4,732.7 |
4,659.8 |
|
| R3 |
4,717.3 |
4,696.7 |
4,649.9 |
|
| R2 |
4,681.3 |
4,681.3 |
4,646.6 |
|
| R1 |
4,660.7 |
4,660.7 |
4,643.3 |
4,653.0 |
| PP |
4,645.3 |
4,645.3 |
4,645.3 |
4,641.5 |
| S1 |
4,624.7 |
4,624.7 |
4,636.7 |
4,617.0 |
| S2 |
4,609.3 |
4,609.3 |
4,633.4 |
|
| S3 |
4,573.3 |
4,588.7 |
4,630.1 |
|
| S4 |
4,537.3 |
4,552.7 |
4,620.2 |
|
|
| 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 |
3.0% |
47.4 |
1.0% |
43% |
False |
False |
29,664 |
| 10 |
4,718.0 |
4,476.0 |
242.0 |
5.2% |
48.1 |
1.0% |
68% |
False |
False |
26,585 |
| 20 |
4,718.0 |
4,428.0 |
290.0 |
6.3% |
49.1 |
1.1% |
73% |
False |
False |
29,146 |
| 40 |
4,946.0 |
4,428.0 |
518.0 |
11.2% |
47.5 |
1.0% |
41% |
False |
False |
26,188 |
| 60 |
4,946.0 |
4,428.0 |
518.0 |
11.2% |
47.9 |
1.0% |
41% |
False |
False |
23,220 |
| 80 |
4,946.0 |
4,428.0 |
518.0 |
11.2% |
38.9 |
0.8% |
41% |
False |
False |
17,426 |
| 100 |
4,946.0 |
4,428.0 |
518.0 |
11.2% |
34.5 |
0.7% |
41% |
False |
False |
13,949 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,819.0 |
|
2.618 |
4,760.2 |
|
1.618 |
4,724.2 |
|
1.000 |
4,702.0 |
|
0.618 |
4,688.2 |
|
HIGH |
4,666.0 |
|
0.618 |
4,652.2 |
|
0.500 |
4,648.0 |
|
0.382 |
4,643.8 |
|
LOW |
4,630.0 |
|
0.618 |
4,607.8 |
|
1.000 |
4,594.0 |
|
1.618 |
4,571.8 |
|
2.618 |
4,535.8 |
|
4.250 |
4,477.0 |
|
|
| Fisher Pivots for day following 24-Feb-2010 |
| Pivot |
1 day |
3 day |
| R1 |
4,648.0 |
4,674.0 |
| PP |
4,645.3 |
4,662.7 |
| S1 |
4,642.7 |
4,651.3 |
|