| 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 |
3,068 |
2,947 |
-121 |
-3.9% |
3,115 |
| High |
3,068 |
2,965 |
-103 |
-3.4% |
3,165 |
| Low |
2,906 |
2,903 |
-3 |
-0.1% |
3,054 |
| Close |
2,931 |
2,955 |
24 |
0.8% |
3,098 |
| Range |
162 |
62 |
-100 |
-61.7% |
111 |
| ATR |
85 |
83 |
-2 |
-1.9% |
0 |
| Volume |
36 |
47 |
11 |
30.6% |
1,319 |
|
| Daily Pivots for day following 24-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,127 |
3,103 |
2,989 |
|
| R3 |
3,065 |
3,041 |
2,972 |
|
| R2 |
3,003 |
3,003 |
2,966 |
|
| R1 |
2,979 |
2,979 |
2,961 |
2,991 |
| PP |
2,941 |
2,941 |
2,941 |
2,947 |
| S1 |
2,917 |
2,917 |
2,949 |
2,929 |
| S2 |
2,879 |
2,879 |
2,944 |
|
| S3 |
2,817 |
2,855 |
2,938 |
|
| S4 |
2,755 |
2,793 |
2,921 |
|
|
| Weekly Pivots for week ending 19-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,439 |
3,379 |
3,159 |
|
| R3 |
3,328 |
3,268 |
3,129 |
|
| R2 |
3,217 |
3,217 |
3,118 |
|
| R1 |
3,157 |
3,157 |
3,108 |
3,132 |
| PP |
3,106 |
3,106 |
3,106 |
3,093 |
| S1 |
3,046 |
3,046 |
3,088 |
3,021 |
| S2 |
2,995 |
2,995 |
3,078 |
|
| S3 |
2,884 |
2,935 |
3,067 |
|
| S4 |
2,773 |
2,824 |
3,037 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,141 |
2,903 |
238 |
8.1% |
80 |
2.7% |
22% |
False |
True |
70 |
| 10 |
3,165 |
2,903 |
262 |
8.9% |
80 |
2.7% |
20% |
False |
True |
2,297 |
| 20 |
3,370 |
2,903 |
467 |
15.8% |
89 |
3.0% |
11% |
False |
True |
7,444 |
| 40 |
3,485 |
2,903 |
582 |
19.7% |
74 |
2.5% |
9% |
False |
True |
6,620 |
| 60 |
3,510 |
2,903 |
607 |
20.5% |
74 |
2.5% |
9% |
False |
True |
6,789 |
| 80 |
3,510 |
2,903 |
607 |
20.5% |
75 |
2.5% |
9% |
False |
True |
6,995 |
| 100 |
3,510 |
2,903 |
607 |
20.5% |
78 |
2.6% |
9% |
False |
True |
6,059 |
| 120 |
3,510 |
2,784 |
726 |
24.6% |
77 |
2.6% |
24% |
False |
False |
5,238 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,229 |
|
2.618 |
3,127 |
|
1.618 |
3,065 |
|
1.000 |
3,027 |
|
0.618 |
3,003 |
|
HIGH |
2,965 |
|
0.618 |
2,941 |
|
0.500 |
2,934 |
|
0.382 |
2,927 |
|
LOW |
2,903 |
|
0.618 |
2,865 |
|
1.000 |
2,841 |
|
1.618 |
2,803 |
|
2.618 |
2,741 |
|
4.250 |
2,640 |
|
|
| Fisher Pivots for day following 24-Feb-2010 |
| Pivot |
1 day |
3 day |
| R1 |
2,948 |
3,022 |
| PP |
2,941 |
3,000 |
| S1 |
2,934 |
2,977 |
|