| 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 |
2,791.0 |
2,786.0 |
-5.0 |
-0.2% |
2,691.0 |
| High |
2,807.0 |
2,802.0 |
-5.0 |
-0.2% |
2,799.0 |
| Low |
2,774.0 |
2,722.0 |
-52.0 |
-1.9% |
2,675.0 |
| Close |
2,777.0 |
2,728.0 |
-49.0 |
-1.8% |
2,796.0 |
| Range |
33.0 |
80.0 |
47.0 |
142.4% |
124.0 |
| ATR |
64.4 |
65.5 |
1.1 |
1.7% |
0.0 |
| Volume |
1,034,596 |
1,554,060 |
519,464 |
50.2% |
5,862,917 |
|
| Daily Pivots for day following 23-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,990.7 |
2,939.3 |
2,772.0 |
|
| R3 |
2,910.7 |
2,859.3 |
2,750.0 |
|
| R2 |
2,830.7 |
2,830.7 |
2,742.7 |
|
| R1 |
2,779.3 |
2,779.3 |
2,735.3 |
2,765.0 |
| PP |
2,750.7 |
2,750.7 |
2,750.7 |
2,743.5 |
| S1 |
2,699.3 |
2,699.3 |
2,720.7 |
2,685.0 |
| S2 |
2,670.7 |
2,670.7 |
2,713.3 |
|
| S3 |
2,590.7 |
2,619.3 |
2,706.0 |
|
| S4 |
2,510.7 |
2,539.3 |
2,684.0 |
|
|
| 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 |
2,722.0 |
85.0 |
3.1% |
50.8 |
1.9% |
7% |
False |
True |
1,379,910 |
| 10 |
2,807.0 |
2,641.0 |
166.0 |
6.1% |
59.0 |
2.2% |
52% |
False |
False |
1,576,210 |
| 20 |
2,847.0 |
2,597.0 |
250.0 |
9.2% |
68.4 |
2.5% |
52% |
False |
False |
1,692,073 |
| 40 |
3,044.0 |
2,597.0 |
447.0 |
16.4% |
59.7 |
2.2% |
29% |
False |
False |
1,365,078 |
| 60 |
3,044.0 |
2,597.0 |
447.0 |
16.4% |
58.2 |
2.1% |
29% |
False |
False |
1,013,839 |
| 80 |
3,044.0 |
2,597.0 |
447.0 |
16.4% |
56.2 |
2.1% |
29% |
False |
False |
761,695 |
| 100 |
3,044.0 |
2,597.0 |
447.0 |
16.4% |
55.4 |
2.0% |
29% |
False |
False |
609,471 |
| 120 |
3,044.0 |
2,597.0 |
447.0 |
16.4% |
53.2 |
2.0% |
29% |
False |
False |
509,003 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,142.0 |
|
2.618 |
3,011.4 |
|
1.618 |
2,931.4 |
|
1.000 |
2,882.0 |
|
0.618 |
2,851.4 |
|
HIGH |
2,802.0 |
|
0.618 |
2,771.4 |
|
0.500 |
2,762.0 |
|
0.382 |
2,752.6 |
|
LOW |
2,722.0 |
|
0.618 |
2,672.6 |
|
1.000 |
2,642.0 |
|
1.618 |
2,592.6 |
|
2.618 |
2,512.6 |
|
4.250 |
2,382.0 |
|
|
| Fisher Pivots for day following 23-Feb-2010 |
| Pivot |
1 day |
3 day |
| R1 |
2,762.0 |
2,764.5 |
| PP |
2,750.7 |
2,752.3 |
| S1 |
2,739.3 |
2,740.2 |
|