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 |
4,675.0 |
4,605.0 |
-70.0 |
-1.5% |
4,672.0 |
High |
4,679.0 |
4,624.0 |
-55.0 |
-1.2% |
4,718.0 |
Low |
4,573.0 |
4,580.0 |
7.0 |
0.2% |
4,573.0 |
Close |
4,575.0 |
4,603.0 |
28.0 |
0.6% |
4,603.0 |
Range |
106.0 |
44.0 |
-62.0 |
-58.5% |
145.0 |
ATR |
70.2 |
68.7 |
-1.5 |
-2.2% |
0.0 |
Volume |
36,996 |
27,555 |
-9,441 |
-25.5% |
149,584 |
|
Daily Pivots for day following 26-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,734.3 |
4,712.7 |
4,627.2 |
|
R3 |
4,690.3 |
4,668.7 |
4,615.1 |
|
R2 |
4,646.3 |
4,646.3 |
4,611.1 |
|
R1 |
4,624.7 |
4,624.7 |
4,607.0 |
4,613.5 |
PP |
4,602.3 |
4,602.3 |
4,602.3 |
4,596.8 |
S1 |
4,580.7 |
4,580.7 |
4,599.0 |
4,569.5 |
S2 |
4,558.3 |
4,558.3 |
4,594.9 |
|
S3 |
4,514.3 |
4,536.7 |
4,590.9 |
|
S4 |
4,470.3 |
4,492.7 |
4,578.8 |
|
|
Weekly Pivots for week ending 26-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,066.3 |
4,979.7 |
4,682.8 |
|
R3 |
4,921.3 |
4,834.7 |
4,642.9 |
|
R2 |
4,776.3 |
4,776.3 |
4,629.6 |
|
R1 |
4,689.7 |
4,689.7 |
4,616.3 |
4,660.5 |
PP |
4,631.3 |
4,631.3 |
4,631.3 |
4,616.8 |
S1 |
4,544.7 |
4,544.7 |
4,589.7 |
4,515.5 |
S2 |
4,486.3 |
4,486.3 |
4,576.4 |
|
S3 |
4,341.3 |
4,399.7 |
4,563.1 |
|
S4 |
4,196.3 |
4,254.7 |
4,523.3 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,718.0 |
4,573.0 |
145.0 |
3.2% |
53.6 |
1.2% |
21% |
False |
False |
29,916 |
10 |
4,718.0 |
4,509.0 |
209.0 |
4.5% |
51.6 |
1.1% |
45% |
False |
False |
28,242 |
20 |
4,718.0 |
4,428.0 |
290.0 |
6.3% |
51.2 |
1.1% |
60% |
False |
False |
28,599 |
40 |
4,946.0 |
4,428.0 |
518.0 |
11.3% |
49.3 |
1.1% |
34% |
False |
False |
27,132 |
60 |
4,946.0 |
4,428.0 |
518.0 |
11.3% |
49.3 |
1.1% |
34% |
False |
False |
24,293 |
80 |
4,946.0 |
4,428.0 |
518.0 |
11.3% |
40.7 |
0.9% |
34% |
False |
False |
18,232 |
100 |
4,946.0 |
4,428.0 |
518.0 |
11.3% |
36.0 |
0.8% |
34% |
False |
False |
14,594 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,811.0 |
2.618 |
4,739.2 |
1.618 |
4,695.2 |
1.000 |
4,668.0 |
0.618 |
4,651.2 |
HIGH |
4,624.0 |
0.618 |
4,607.2 |
0.500 |
4,602.0 |
0.382 |
4,596.8 |
LOW |
4,580.0 |
0.618 |
4,552.8 |
1.000 |
4,536.0 |
1.618 |
4,508.8 |
2.618 |
4,464.8 |
4.250 |
4,393.0 |
|
|
Fisher Pivots for day following 26-Feb-2010 |
Pivot |
1 day |
3 day |
R1 |
4,602.7 |
4,626.0 |
PP |
4,602.3 |
4,618.3 |
S1 |
4,602.0 |
4,610.7 |
|