| Trading Metrics calculated at close of trading on 25-Feb-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Feb-2010 |
25-Feb-2010 |
Change |
Change % |
Previous Week |
| Open |
2,745.0 |
2,725.0 |
-20.0 |
-0.7% |
2,691.0 |
| High |
2,749.0 |
2,744.0 |
-5.0 |
-0.2% |
2,799.0 |
| Low |
2,706.0 |
2,674.0 |
-32.0 |
-1.2% |
2,675.0 |
| Close |
2,733.0 |
2,687.0 |
-46.0 |
-1.7% |
2,796.0 |
| Range |
43.0 |
70.0 |
27.0 |
62.8% |
124.0 |
| ATR |
63.9 |
64.4 |
0.4 |
0.7% |
0.0 |
| Volume |
1,177,182 |
1,718,893 |
541,711 |
46.0% |
5,862,917 |
|
| Daily Pivots for day following 25-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,911.7 |
2,869.3 |
2,725.5 |
|
| R3 |
2,841.7 |
2,799.3 |
2,706.3 |
|
| R2 |
2,771.7 |
2,771.7 |
2,699.8 |
|
| R1 |
2,729.3 |
2,729.3 |
2,693.4 |
2,715.5 |
| PP |
2,701.7 |
2,701.7 |
2,701.7 |
2,694.8 |
| S1 |
2,659.3 |
2,659.3 |
2,680.6 |
2,645.5 |
| S2 |
2,631.7 |
2,631.7 |
2,674.2 |
|
| S3 |
2,561.7 |
2,589.3 |
2,667.8 |
|
| S4 |
2,491.7 |
2,519.3 |
2,648.5 |
|
|
| Weekly Pivots for week ending 19-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,128.7 |
3,086.3 |
2,864.2 |
|
| R3 |
3,004.7 |
2,962.3 |
2,830.1 |
|
| R2 |
2,880.7 |
2,880.7 |
2,818.7 |
|
| R1 |
2,838.3 |
2,838.3 |
2,807.4 |
2,859.5 |
| PP |
2,756.7 |
2,756.7 |
2,756.7 |
2,767.3 |
| S1 |
2,714.3 |
2,714.3 |
2,784.6 |
2,735.5 |
| S2 |
2,632.7 |
2,632.7 |
2,773.3 |
|
| S3 |
2,508.7 |
2,590.3 |
2,761.9 |
|
| S4 |
2,384.7 |
2,466.3 |
2,727.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,807.0 |
2,674.0 |
133.0 |
4.9% |
55.6 |
2.1% |
10% |
False |
True |
1,396,727 |
| 10 |
2,807.0 |
2,652.0 |
155.0 |
5.8% |
57.1 |
2.1% |
23% |
False |
False |
1,477,373 |
| 20 |
2,847.0 |
2,597.0 |
250.0 |
9.3% |
67.4 |
2.5% |
36% |
False |
False |
1,674,970 |
| 40 |
3,044.0 |
2,597.0 |
447.0 |
16.6% |
60.7 |
2.3% |
20% |
False |
False |
1,410,670 |
| 60 |
3,044.0 |
2,597.0 |
447.0 |
16.6% |
58.9 |
2.2% |
20% |
False |
False |
1,062,028 |
| 80 |
3,044.0 |
2,597.0 |
447.0 |
16.6% |
56.2 |
2.1% |
20% |
False |
False |
797,885 |
| 100 |
3,044.0 |
2,597.0 |
447.0 |
16.6% |
55.6 |
2.1% |
20% |
False |
False |
638,428 |
| 120 |
3,044.0 |
2,597.0 |
447.0 |
16.6% |
53.4 |
2.0% |
20% |
False |
False |
533,135 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,041.5 |
|
2.618 |
2,927.3 |
|
1.618 |
2,857.3 |
|
1.000 |
2,814.0 |
|
0.618 |
2,787.3 |
|
HIGH |
2,744.0 |
|
0.618 |
2,717.3 |
|
0.500 |
2,709.0 |
|
0.382 |
2,700.7 |
|
LOW |
2,674.0 |
|
0.618 |
2,630.7 |
|
1.000 |
2,604.0 |
|
1.618 |
2,560.7 |
|
2.618 |
2,490.7 |
|
4.250 |
2,376.5 |
|
|
| Fisher Pivots for day following 25-Feb-2010 |
| Pivot |
1 day |
3 day |
| R1 |
2,709.0 |
2,738.0 |
| PP |
2,701.7 |
2,721.0 |
| S1 |
2,694.3 |
2,704.0 |
|