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 |
1,103.00 |
1,102.00 |
-1.00 |
-0.1% |
1,106.00 |
High |
1,103.50 |
1,107.75 |
4.25 |
0.4% |
1,112.75 |
Low |
1,084.50 |
1,096.25 |
11.75 |
1.1% |
1,084.50 |
Close |
1,102.25 |
1,103.50 |
1.25 |
0.1% |
1,103.50 |
Range |
19.00 |
11.50 |
-7.50 |
-39.5% |
28.25 |
ATR |
17.68 |
17.24 |
-0.44 |
-2.5% |
0.00 |
Volume |
1,882,885 |
2,697,610 |
814,725 |
43.3% |
10,219,454 |
|
Daily Pivots for day following 26-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,137.00 |
1,131.75 |
1,109.75 |
|
R3 |
1,125.50 |
1,120.25 |
1,106.75 |
|
R2 |
1,114.00 |
1,114.00 |
1,105.50 |
|
R1 |
1,108.75 |
1,108.75 |
1,104.50 |
1,111.50 |
PP |
1,102.50 |
1,102.50 |
1,102.50 |
1,103.75 |
S1 |
1,097.25 |
1,097.25 |
1,102.50 |
1,100.00 |
S2 |
1,091.00 |
1,091.00 |
1,101.50 |
|
S3 |
1,079.50 |
1,085.75 |
1,100.25 |
|
S4 |
1,068.00 |
1,074.25 |
1,097.25 |
|
|
Weekly Pivots for week ending 26-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,185.00 |
1,172.50 |
1,119.00 |
|
R3 |
1,156.75 |
1,144.25 |
1,111.25 |
|
R2 |
1,128.50 |
1,128.50 |
1,108.75 |
|
R1 |
1,116.00 |
1,116.00 |
1,106.00 |
1,108.00 |
PP |
1,100.25 |
1,100.25 |
1,100.25 |
1,096.25 |
S1 |
1,087.75 |
1,087.75 |
1,101.00 |
1,080.00 |
S2 |
1,072.00 |
1,072.00 |
1,098.25 |
|
S3 |
1,043.75 |
1,059.50 |
1,095.75 |
|
S4 |
1,015.50 |
1,031.25 |
1,088.00 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,112.75 |
1,084.50 |
28.25 |
2.6% |
15.00 |
1.4% |
67% |
False |
False |
2,043,890 |
10 |
1,112.75 |
1,060.00 |
52.75 |
4.8% |
15.50 |
1.4% |
82% |
False |
False |
2,049,416 |
20 |
1,112.75 |
1,040.75 |
72.00 |
6.5% |
18.50 |
1.7% |
87% |
False |
False |
2,353,259 |
40 |
1,148.00 |
1,040.75 |
107.25 |
9.7% |
17.50 |
1.6% |
59% |
False |
False |
2,087,311 |
60 |
1,148.00 |
1,040.75 |
107.25 |
9.7% |
16.00 |
1.4% |
59% |
False |
False |
1,657,845 |
80 |
1,148.00 |
1,021.00 |
127.00 |
11.5% |
16.25 |
1.5% |
65% |
False |
False |
1,244,626 |
100 |
1,148.00 |
1,015.50 |
132.50 |
12.0% |
16.75 |
1.5% |
66% |
False |
False |
996,307 |
120 |
1,148.00 |
991.75 |
156.25 |
14.2% |
16.50 |
1.5% |
72% |
False |
False |
830,344 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,156.50 |
2.618 |
1,137.75 |
1.618 |
1,126.25 |
1.000 |
1,119.25 |
0.618 |
1,114.75 |
HIGH |
1,107.75 |
0.618 |
1,103.25 |
0.500 |
1,102.00 |
0.382 |
1,100.75 |
LOW |
1,096.25 |
0.618 |
1,089.25 |
1.000 |
1,084.75 |
1.618 |
1,077.75 |
2.618 |
1,066.25 |
4.250 |
1,047.50 |
|
|
Fisher Pivots for day following 26-Feb-2010 |
Pivot |
1 day |
3 day |
R1 |
1,103.00 |
1,101.00 |
PP |
1,102.50 |
1,098.50 |
S1 |
1,102.00 |
1,096.00 |
|