Trading Metrics calculated at close of trading on 26-Feb-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Feb-2010 |
26-Feb-2010 |
Change |
Change % |
Previous Week |
Open |
5,596.5 |
5,597.0 |
0.5 |
0.0% |
5,725.0 |
High |
5,658.5 |
5,619.0 |
-39.5 |
-0.7% |
5,757.5 |
Low |
5,518.5 |
5,530.5 |
12.0 |
0.2% |
5,518.5 |
Close |
5,539.5 |
5,594.5 |
55.0 |
1.0% |
5,594.5 |
Range |
140.0 |
88.5 |
-51.5 |
-36.8% |
239.0 |
ATR |
113.4 |
111.6 |
-1.8 |
-1.6% |
0.0 |
Volume |
207,298 |
141,620 |
-65,678 |
-31.7% |
807,519 |
|
Daily Pivots for day following 26-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,846.8 |
5,809.2 |
5,643.2 |
|
R3 |
5,758.3 |
5,720.7 |
5,618.8 |
|
R2 |
5,669.8 |
5,669.8 |
5,610.7 |
|
R1 |
5,632.2 |
5,632.2 |
5,602.6 |
5,606.8 |
PP |
5,581.3 |
5,581.3 |
5,581.3 |
5,568.6 |
S1 |
5,543.7 |
5,543.7 |
5,586.4 |
5,518.3 |
S2 |
5,492.8 |
5,492.8 |
5,578.3 |
|
S3 |
5,404.3 |
5,455.2 |
5,570.2 |
|
S4 |
5,315.8 |
5,366.7 |
5,545.8 |
|
|
Weekly Pivots for week ending 26-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,340.5 |
6,206.5 |
5,726.0 |
|
R3 |
6,101.5 |
5,967.5 |
5,660.2 |
|
R2 |
5,862.5 |
5,862.5 |
5,638.3 |
|
R1 |
5,728.5 |
5,728.5 |
5,616.4 |
5,676.0 |
PP |
5,623.5 |
5,623.5 |
5,623.5 |
5,597.3 |
S1 |
5,489.5 |
5,489.5 |
5,572.6 |
5,437.0 |
S2 |
5,384.5 |
5,384.5 |
5,550.7 |
|
S3 |
5,145.5 |
5,250.5 |
5,528.8 |
|
S4 |
4,906.5 |
5,011.5 |
5,463.1 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,757.5 |
5,518.5 |
239.0 |
4.3% |
104.6 |
1.9% |
32% |
False |
False |
161,503 |
10 |
5,757.5 |
5,460.5 |
297.0 |
5.3% |
101.5 |
1.8% |
45% |
False |
False |
161,721 |
20 |
5,757.5 |
5,383.0 |
374.5 |
6.7% |
109.7 |
2.0% |
56% |
False |
False |
177,641 |
40 |
6,100.5 |
5,383.0 |
717.5 |
12.8% |
109.1 |
2.0% |
29% |
False |
False |
162,326 |
60 |
6,100.5 |
5,383.0 |
717.5 |
12.8% |
105.9 |
1.9% |
29% |
False |
False |
117,992 |
80 |
6,100.5 |
5,324.0 |
776.5 |
13.9% |
103.6 |
1.9% |
35% |
False |
False |
88,711 |
100 |
6,100.5 |
5,324.0 |
776.5 |
13.9% |
103.4 |
1.8% |
35% |
False |
False |
71,104 |
120 |
6,100.5 |
5,287.0 |
813.5 |
14.5% |
100.3 |
1.8% |
38% |
False |
False |
59,611 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,995.1 |
2.618 |
5,850.7 |
1.618 |
5,762.2 |
1.000 |
5,707.5 |
0.618 |
5,673.7 |
HIGH |
5,619.0 |
0.618 |
5,585.2 |
0.500 |
5,574.8 |
0.382 |
5,564.3 |
LOW |
5,530.5 |
0.618 |
5,475.8 |
1.000 |
5,442.0 |
1.618 |
5,387.3 |
2.618 |
5,298.8 |
4.250 |
5,154.4 |
|
|
Fisher Pivots for day following 26-Feb-2010 |
Pivot |
1 day |
3 day |
R1 |
5,587.9 |
5,592.5 |
PP |
5,581.3 |
5,590.5 |
S1 |
5,574.8 |
5,588.5 |
|