| 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 |
20,250 |
20,270 |
20 |
0.1% |
20,598 |
| High |
20,700 |
20,547 |
-153 |
-0.7% |
20,687 |
| Low |
20,040 |
20,258 |
218 |
1.1% |
19,773 |
| Close |
20,600 |
20,459 |
-141 |
-0.7% |
19,852 |
| Range |
660 |
289 |
-371 |
-56.2% |
914 |
| ATR |
425 |
419 |
-6 |
-1.4% |
0 |
| Volume |
48,193 |
57,288 |
9,095 |
18.9% |
8,420 |
|
| Daily Pivots for day following 24-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
21,288 |
21,163 |
20,618 |
|
| R3 |
20,999 |
20,874 |
20,538 |
|
| R2 |
20,710 |
20,710 |
20,512 |
|
| R1 |
20,585 |
20,585 |
20,485 |
20,648 |
| PP |
20,421 |
20,421 |
20,421 |
20,453 |
| S1 |
20,296 |
20,296 |
20,433 |
20,359 |
| S2 |
20,132 |
20,132 |
20,406 |
|
| S3 |
19,843 |
20,007 |
20,380 |
|
| S4 |
19,554 |
19,718 |
20,300 |
|
|
| Weekly Pivots for week ending 19-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
22,846 |
22,263 |
20,355 |
|
| R3 |
21,932 |
21,349 |
20,103 |
|
| R2 |
21,018 |
21,018 |
20,020 |
|
| R1 |
20,435 |
20,435 |
19,936 |
20,270 |
| PP |
20,104 |
20,104 |
20,104 |
20,021 |
| S1 |
19,521 |
19,521 |
19,768 |
19,356 |
| S2 |
19,190 |
19,190 |
19,684 |
|
| S3 |
18,276 |
18,607 |
19,601 |
|
| S4 |
17,362 |
17,693 |
19,349 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
20,700 |
19,773 |
927 |
4.5% |
377 |
1.8% |
74% |
False |
False |
25,331 |
| 10 |
20,700 |
19,320 |
1,380 |
6.7% |
351 |
1.7% |
83% |
False |
False |
13,824 |
| 20 |
20,700 |
19,320 |
1,380 |
6.7% |
354 |
1.7% |
83% |
False |
False |
7,541 |
| 40 |
22,637 |
19,320 |
3,317 |
16.2% |
330 |
1.6% |
34% |
False |
False |
4,016 |
| 60 |
22,637 |
19,320 |
3,317 |
16.2% |
337 |
1.6% |
34% |
False |
False |
2,744 |
| 80 |
23,020 |
19,320 |
3,700 |
18.1% |
319 |
1.6% |
31% |
False |
False |
2,080 |
| 100 |
23,020 |
19,320 |
3,700 |
18.1% |
284 |
1.4% |
31% |
False |
False |
1,669 |
| 120 |
23,020 |
19,300 |
3,720 |
18.2% |
271 |
1.3% |
31% |
False |
False |
1,394 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
21,775 |
|
2.618 |
21,304 |
|
1.618 |
21,015 |
|
1.000 |
20,836 |
|
0.618 |
20,726 |
|
HIGH |
20,547 |
|
0.618 |
20,437 |
|
0.500 |
20,403 |
|
0.382 |
20,368 |
|
LOW |
20,258 |
|
0.618 |
20,079 |
|
1.000 |
19,969 |
|
1.618 |
19,790 |
|
2.618 |
19,501 |
|
4.250 |
19,030 |
|
|
| Fisher Pivots for day following 24-Feb-2010 |
| Pivot |
1 day |
3 day |
| R1 |
20,440 |
20,429 |
| PP |
20,421 |
20,400 |
| S1 |
20,403 |
20,370 |
|