| 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 |
1,103.5 |
1,096.2 |
-7.3 |
-0.7% |
1,093.7 |
| High |
1,108.8 |
1,110.0 |
1.2 |
0.1% |
1,128.7 |
| Low |
1,090.2 |
1,088.5 |
-1.7 |
-0.2% |
1,092.0 |
| Close |
1,097.2 |
1,108.5 |
11.3 |
1.0% |
1,122.1 |
| Range |
18.6 |
21.5 |
2.9 |
15.6% |
36.7 |
| ATR |
23.5 |
23.4 |
-0.1 |
-0.6% |
0.0 |
| Volume |
161,291 |
176,130 |
14,839 |
9.2% |
693,964 |
|
| Daily Pivots for day following 25-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,166.8 |
1,159.2 |
1,120.3 |
|
| R3 |
1,145.3 |
1,137.7 |
1,114.4 |
|
| R2 |
1,123.8 |
1,123.8 |
1,112.4 |
|
| R1 |
1,116.2 |
1,116.2 |
1,110.5 |
1,120.0 |
| PP |
1,102.3 |
1,102.3 |
1,102.3 |
1,104.3 |
| S1 |
1,094.7 |
1,094.7 |
1,106.5 |
1,098.5 |
| S2 |
1,080.8 |
1,080.8 |
1,104.6 |
|
| S3 |
1,059.3 |
1,073.2 |
1,102.6 |
|
| S4 |
1,037.8 |
1,051.7 |
1,096.7 |
|
|
| Weekly Pivots for week ending 19-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,224.4 |
1,209.9 |
1,142.3 |
|
| R3 |
1,187.7 |
1,173.2 |
1,132.2 |
|
| R2 |
1,151.0 |
1,151.0 |
1,128.8 |
|
| R1 |
1,136.5 |
1,136.5 |
1,125.5 |
1,143.8 |
| PP |
1,114.3 |
1,114.3 |
1,114.3 |
1,117.9 |
| S1 |
1,099.8 |
1,099.8 |
1,118.7 |
1,107.1 |
| S2 |
1,077.6 |
1,077.6 |
1,115.4 |
|
| S3 |
1,040.9 |
1,063.1 |
1,112.0 |
|
| S4 |
1,004.2 |
1,026.4 |
1,101.9 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,131.5 |
1,088.5 |
43.0 |
3.9% |
22.4 |
2.0% |
47% |
False |
True |
166,926 |
| 10 |
1,131.5 |
1,072.9 |
58.6 |
5.3% |
23.7 |
2.1% |
61% |
False |
False |
169,186 |
| 20 |
1,131.5 |
1,044.5 |
87.0 |
7.8% |
23.9 |
2.2% |
74% |
False |
False |
177,354 |
| 40 |
1,166.7 |
1,044.5 |
122.2 |
11.0% |
21.8 |
2.0% |
52% |
False |
False |
101,773 |
| 60 |
1,229.0 |
1,044.5 |
184.5 |
16.6% |
23.3 |
2.1% |
35% |
False |
False |
69,324 |
| 80 |
1,229.0 |
1,037.7 |
191.3 |
17.3% |
22.3 |
2.0% |
37% |
False |
False |
52,734 |
| 100 |
1,229.0 |
989.3 |
239.7 |
21.6% |
21.1 |
1.9% |
50% |
False |
False |
42,471 |
| 120 |
1,229.0 |
978.9 |
250.1 |
22.6% |
19.9 |
1.8% |
52% |
False |
False |
35,604 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,201.4 |
|
2.618 |
1,166.3 |
|
1.618 |
1,144.8 |
|
1.000 |
1,131.5 |
|
0.618 |
1,123.3 |
|
HIGH |
1,110.0 |
|
0.618 |
1,101.8 |
|
0.500 |
1,099.3 |
|
0.382 |
1,096.7 |
|
LOW |
1,088.5 |
|
0.618 |
1,075.2 |
|
1.000 |
1,067.0 |
|
1.618 |
1,053.7 |
|
2.618 |
1,032.2 |
|
4.250 |
997.1 |
|
|
| Fisher Pivots for day following 25-Feb-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1,105.4 |
1,107.4 |
| PP |
1,102.3 |
1,106.2 |
| S1 |
1,099.3 |
1,105.1 |
|