| 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 |
2,650.0 |
2,645.0 |
-5.0 |
-0.2% |
2,725.0 |
| High |
2,671.0 |
2,660.0 |
-11.0 |
-0.4% |
2,735.0 |
| Low |
2,604.0 |
2,621.0 |
17.0 |
0.7% |
2,604.0 |
| Close |
2,614.0 |
2,651.0 |
37.0 |
1.4% |
2,651.0 |
| Range |
67.0 |
39.0 |
-28.0 |
-41.8% |
131.0 |
| ATR |
57.9 |
57.0 |
-0.8 |
-1.5% |
0.0 |
| Volume |
9,085 |
295 |
-8,790 |
-96.8% |
18,945 |
|
| Daily Pivots for day following 26-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,761.0 |
2,745.0 |
2,672.5 |
|
| R3 |
2,722.0 |
2,706.0 |
2,661.7 |
|
| R2 |
2,683.0 |
2,683.0 |
2,658.2 |
|
| R1 |
2,667.0 |
2,667.0 |
2,654.6 |
2,675.0 |
| PP |
2,644.0 |
2,644.0 |
2,644.0 |
2,648.0 |
| S1 |
2,628.0 |
2,628.0 |
2,647.4 |
2,636.0 |
| S2 |
2,605.0 |
2,605.0 |
2,643.9 |
|
| S3 |
2,566.0 |
2,589.0 |
2,640.3 |
|
| S4 |
2,527.0 |
2,550.0 |
2,629.6 |
|
|
| Weekly Pivots for week ending 26-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,056.3 |
2,984.7 |
2,723.1 |
|
| R3 |
2,925.3 |
2,853.7 |
2,687.0 |
|
| R2 |
2,794.3 |
2,794.3 |
2,675.0 |
|
| R1 |
2,722.7 |
2,722.7 |
2,663.0 |
2,693.0 |
| PP |
2,663.3 |
2,663.3 |
2,663.3 |
2,648.5 |
| S1 |
2,591.7 |
2,591.7 |
2,639.0 |
2,562.0 |
| S2 |
2,532.3 |
2,532.3 |
2,627.0 |
|
| S3 |
2,401.3 |
2,460.7 |
2,615.0 |
|
| S4 |
2,270.3 |
2,329.7 |
2,579.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,735.0 |
2,604.0 |
131.0 |
4.9% |
49.6 |
1.9% |
36% |
False |
False |
3,789 |
| 10 |
2,735.0 |
2,604.0 |
131.0 |
4.9% |
46.2 |
1.7% |
36% |
False |
False |
6,179 |
| 20 |
2,775.0 |
2,528.0 |
247.0 |
9.3% |
57.3 |
2.2% |
50% |
False |
False |
4,499 |
| 40 |
2,975.0 |
2,528.0 |
447.0 |
16.9% |
55.7 |
2.1% |
28% |
False |
False |
3,198 |
| 60 |
2,975.0 |
2,528.0 |
447.0 |
16.9% |
50.3 |
1.9% |
28% |
False |
False |
4,215 |
| 80 |
2,975.0 |
2,528.0 |
447.0 |
16.9% |
47.4 |
1.8% |
28% |
False |
False |
3,327 |
| 100 |
2,975.0 |
2,528.0 |
447.0 |
16.9% |
48.7 |
1.8% |
28% |
False |
False |
2,739 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,825.8 |
|
2.618 |
2,762.1 |
|
1.618 |
2,723.1 |
|
1.000 |
2,699.0 |
|
0.618 |
2,684.1 |
|
HIGH |
2,660.0 |
|
0.618 |
2,645.1 |
|
0.500 |
2,640.5 |
|
0.382 |
2,635.9 |
|
LOW |
2,621.0 |
|
0.618 |
2,596.9 |
|
1.000 |
2,582.0 |
|
1.618 |
2,557.9 |
|
2.618 |
2,518.9 |
|
4.250 |
2,455.3 |
|
|
| Fisher Pivots for day following 26-Feb-2010 |
| Pivot |
1 day |
3 day |
| R1 |
2,647.5 |
2,646.8 |
| PP |
2,644.0 |
2,642.7 |
| S1 |
2,640.5 |
2,638.5 |
|