| Trading Metrics calculated at close of trading on 22-Feb-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Feb-2010 |
22-Feb-2010 |
Change |
Change % |
Previous Week |
| Open |
2,760.0 |
2,791.0 |
31.0 |
1.1% |
2,691.0 |
| High |
2,799.0 |
2,807.0 |
8.0 |
0.3% |
2,799.0 |
| Low |
2,747.0 |
2,774.0 |
27.0 |
1.0% |
2,675.0 |
| Close |
2,796.0 |
2,777.0 |
-19.0 |
-0.7% |
2,796.0 |
| Range |
52.0 |
33.0 |
-19.0 |
-36.5% |
124.0 |
| ATR |
66.8 |
64.4 |
-2.4 |
-3.6% |
0.0 |
| Volume |
1,498,907 |
1,034,596 |
-464,311 |
-31.0% |
5,862,917 |
|
| Daily Pivots for day following 22-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,885.0 |
2,864.0 |
2,795.2 |
|
| R3 |
2,852.0 |
2,831.0 |
2,786.1 |
|
| R2 |
2,819.0 |
2,819.0 |
2,783.1 |
|
| R1 |
2,798.0 |
2,798.0 |
2,780.0 |
2,792.0 |
| PP |
2,786.0 |
2,786.0 |
2,786.0 |
2,783.0 |
| S1 |
2,765.0 |
2,765.0 |
2,774.0 |
2,759.0 |
| S2 |
2,753.0 |
2,753.0 |
2,771.0 |
|
| S3 |
2,720.0 |
2,732.0 |
2,767.9 |
|
| S4 |
2,687.0 |
2,699.0 |
2,758.9 |
|
|
| Weekly Pivots for week ending 19-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,128.7 |
3,086.3 |
2,864.2 |
|
| R3 |
3,004.7 |
2,962.3 |
2,830.1 |
|
| R2 |
2,880.7 |
2,880.7 |
2,818.7 |
|
| R1 |
2,838.3 |
2,838.3 |
2,807.4 |
2,859.5 |
| PP |
2,756.7 |
2,756.7 |
2,756.7 |
2,767.3 |
| S1 |
2,714.3 |
2,714.3 |
2,784.6 |
2,735.5 |
| S2 |
2,632.7 |
2,632.7 |
2,773.3 |
|
| S3 |
2,508.7 |
2,590.3 |
2,761.9 |
|
| S4 |
2,384.7 |
2,466.3 |
2,727.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,807.0 |
2,675.0 |
132.0 |
4.8% |
48.4 |
1.7% |
77% |
True |
False |
1,379,502 |
| 10 |
2,807.0 |
2,616.0 |
191.0 |
6.9% |
56.8 |
2.0% |
84% |
True |
False |
1,578,145 |
| 20 |
2,847.0 |
2,597.0 |
250.0 |
9.0% |
67.0 |
2.4% |
72% |
False |
False |
1,687,109 |
| 40 |
3,044.0 |
2,597.0 |
447.0 |
16.1% |
59.2 |
2.1% |
40% |
False |
False |
1,343,836 |
| 60 |
3,044.0 |
2,597.0 |
447.0 |
16.1% |
57.6 |
2.1% |
40% |
False |
False |
987,945 |
| 80 |
3,044.0 |
2,597.0 |
447.0 |
16.1% |
56.2 |
2.0% |
40% |
False |
False |
742,274 |
| 100 |
3,044.0 |
2,597.0 |
447.0 |
16.1% |
55.6 |
2.0% |
40% |
False |
False |
593,932 |
| 120 |
3,044.0 |
2,597.0 |
447.0 |
16.1% |
52.8 |
1.9% |
40% |
False |
False |
496,054 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,947.3 |
|
2.618 |
2,893.4 |
|
1.618 |
2,860.4 |
|
1.000 |
2,840.0 |
|
0.618 |
2,827.4 |
|
HIGH |
2,807.0 |
|
0.618 |
2,794.4 |
|
0.500 |
2,790.5 |
|
0.382 |
2,786.6 |
|
LOW |
2,774.0 |
|
0.618 |
2,753.6 |
|
1.000 |
2,741.0 |
|
1.618 |
2,720.6 |
|
2.618 |
2,687.6 |
|
4.250 |
2,633.8 |
|
|
| Fisher Pivots for day following 22-Feb-2010 |
| Pivot |
1 day |
3 day |
| R1 |
2,790.5 |
2,777.0 |
| PP |
2,786.0 |
2,777.0 |
| S1 |
2,781.5 |
2,777.0 |
|