| 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 |
2,786.0 |
2,745.0 |
-41.0 |
-1.5% |
2,691.0 |
| High |
2,802.0 |
2,749.0 |
-53.0 |
-1.9% |
2,799.0 |
| Low |
2,722.0 |
2,706.0 |
-16.0 |
-0.6% |
2,675.0 |
| Close |
2,728.0 |
2,733.0 |
5.0 |
0.2% |
2,796.0 |
| Range |
80.0 |
43.0 |
-37.0 |
-46.3% |
124.0 |
| ATR |
65.5 |
63.9 |
-1.6 |
-2.5% |
0.0 |
| Volume |
1,554,060 |
1,177,182 |
-376,878 |
-24.3% |
5,862,917 |
|
| Daily Pivots for day following 24-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,858.3 |
2,838.7 |
2,756.7 |
|
| R3 |
2,815.3 |
2,795.7 |
2,744.8 |
|
| R2 |
2,772.3 |
2,772.3 |
2,740.9 |
|
| R1 |
2,752.7 |
2,752.7 |
2,736.9 |
2,741.0 |
| PP |
2,729.3 |
2,729.3 |
2,729.3 |
2,723.5 |
| S1 |
2,709.7 |
2,709.7 |
2,729.1 |
2,698.0 |
| S2 |
2,686.3 |
2,686.3 |
2,725.1 |
|
| S3 |
2,643.3 |
2,666.7 |
2,721.2 |
|
| S4 |
2,600.3 |
2,623.7 |
2,709.4 |
|
|
| 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 |
2,706.0 |
101.0 |
3.7% |
50.6 |
1.9% |
27% |
False |
True |
1,311,813 |
| 10 |
2,807.0 |
2,652.0 |
155.0 |
5.7% |
54.7 |
2.0% |
52% |
False |
False |
1,482,053 |
| 20 |
2,847.0 |
2,597.0 |
250.0 |
9.1% |
66.3 |
2.4% |
54% |
False |
False |
1,669,648 |
| 40 |
3,044.0 |
2,597.0 |
447.0 |
16.4% |
59.9 |
2.2% |
30% |
False |
False |
1,378,719 |
| 60 |
3,044.0 |
2,597.0 |
447.0 |
16.4% |
58.3 |
2.1% |
30% |
False |
False |
1,033,401 |
| 80 |
3,044.0 |
2,597.0 |
447.0 |
16.4% |
56.3 |
2.1% |
30% |
False |
False |
776,407 |
| 100 |
3,044.0 |
2,597.0 |
447.0 |
16.4% |
55.4 |
2.0% |
30% |
False |
False |
621,242 |
| 120 |
3,044.0 |
2,597.0 |
447.0 |
16.4% |
52.9 |
1.9% |
30% |
False |
False |
518,812 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,931.8 |
|
2.618 |
2,861.6 |
|
1.618 |
2,818.6 |
|
1.000 |
2,792.0 |
|
0.618 |
2,775.6 |
|
HIGH |
2,749.0 |
|
0.618 |
2,732.6 |
|
0.500 |
2,727.5 |
|
0.382 |
2,722.4 |
|
LOW |
2,706.0 |
|
0.618 |
2,679.4 |
|
1.000 |
2,663.0 |
|
1.618 |
2,636.4 |
|
2.618 |
2,593.4 |
|
4.250 |
2,523.3 |
|
|
| Fisher Pivots for day following 24-Feb-2010 |
| Pivot |
1 day |
3 day |
| R1 |
2,731.2 |
2,756.5 |
| PP |
2,729.3 |
2,748.7 |
| S1 |
2,727.5 |
2,740.8 |
|