| 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 |
10,368 |
10,366 |
-2 |
0.0% |
10,109 |
| High |
10,434 |
10,414 |
-20 |
-0.2% |
10,421 |
| Low |
10,352 |
10,251 |
-101 |
-1.0% |
10,067 |
| Close |
10,374 |
10,299 |
-75 |
-0.7% |
10,378 |
| Range |
82 |
163 |
81 |
98.8% |
354 |
| ATR |
152 |
153 |
1 |
0.5% |
0 |
| Volume |
121,653 |
79,563 |
-42,090 |
-34.6% |
469,871 |
|
| Daily Pivots for day following 23-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,810 |
10,718 |
10,389 |
|
| R3 |
10,647 |
10,555 |
10,344 |
|
| R2 |
10,484 |
10,484 |
10,329 |
|
| R1 |
10,392 |
10,392 |
10,314 |
10,357 |
| PP |
10,321 |
10,321 |
10,321 |
10,304 |
| S1 |
10,229 |
10,229 |
10,284 |
10,194 |
| S2 |
10,158 |
10,158 |
10,269 |
|
| S3 |
9,995 |
10,066 |
10,254 |
|
| S4 |
9,832 |
9,903 |
10,209 |
|
|
| Weekly Pivots for week ending 19-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,351 |
11,218 |
10,573 |
|
| R3 |
10,997 |
10,864 |
10,475 |
|
| R2 |
10,643 |
10,643 |
10,443 |
|
| R1 |
10,510 |
10,510 |
10,411 |
10,577 |
| PP |
10,289 |
10,289 |
10,289 |
10,322 |
| S1 |
10,156 |
10,156 |
10,346 |
10,223 |
| S2 |
9,935 |
9,935 |
10,313 |
|
| S3 |
9,581 |
9,802 |
10,281 |
|
| S4 |
9,227 |
9,448 |
10,183 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
10,434 |
10,232 |
202 |
2.0% |
120 |
1.2% |
33% |
False |
False |
102,642 |
| 10 |
10,434 |
9,878 |
556 |
5.4% |
152 |
1.5% |
76% |
False |
False |
126,253 |
| 20 |
10,434 |
9,791 |
643 |
6.2% |
166 |
1.6% |
79% |
False |
False |
147,901 |
| 40 |
10,687 |
9,791 |
896 |
8.7% |
145 |
1.4% |
57% |
False |
False |
122,934 |
| 60 |
10,687 |
9,791 |
896 |
8.7% |
141 |
1.4% |
57% |
False |
False |
95,964 |
| 80 |
10,687 |
9,570 |
1,117 |
10.8% |
143 |
1.4% |
65% |
False |
False |
72,022 |
| 100 |
10,687 |
9,280 |
1,407 |
13.7% |
143 |
1.4% |
72% |
False |
False |
57,635 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,107 |
|
2.618 |
10,841 |
|
1.618 |
10,678 |
|
1.000 |
10,577 |
|
0.618 |
10,515 |
|
HIGH |
10,414 |
|
0.618 |
10,352 |
|
0.500 |
10,333 |
|
0.382 |
10,313 |
|
LOW |
10,251 |
|
0.618 |
10,150 |
|
1.000 |
10,088 |
|
1.618 |
9,987 |
|
2.618 |
9,824 |
|
4.250 |
9,558 |
|
|
| Fisher Pivots for day following 23-Feb-2010 |
| Pivot |
1 day |
3 day |
| R1 |
10,333 |
10,343 |
| PP |
10,321 |
10,328 |
| S1 |
10,310 |
10,314 |
|