| 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 |
1,092.00 |
1,098.25 |
6.25 |
0.6% |
1,072.25 |
| High |
1,100.25 |
1,098.25 |
-2.00 |
-0.2% |
1,106.00 |
| Low |
1,088.00 |
1,080.00 |
-8.00 |
-0.7% |
1,069.25 |
| Close |
1,098.75 |
1,097.50 |
-1.25 |
-0.1% |
1,101.50 |
| Range |
12.25 |
18.25 |
6.00 |
49.0% |
36.75 |
| ATR |
17.09 |
17.21 |
0.12 |
0.7% |
0.00 |
| Volume |
9,805 |
5,588 |
-4,217 |
-43.0% |
17,894 |
|
| Daily Pivots for day following 25-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,146.75 |
1,140.25 |
1,107.50 |
|
| R3 |
1,128.50 |
1,122.00 |
1,102.50 |
|
| R2 |
1,110.25 |
1,110.25 |
1,100.75 |
|
| R1 |
1,103.75 |
1,103.75 |
1,099.25 |
1,098.00 |
| PP |
1,092.00 |
1,092.00 |
1,092.00 |
1,089.00 |
| S1 |
1,085.50 |
1,085.50 |
1,095.75 |
1,079.50 |
| S2 |
1,073.75 |
1,073.75 |
1,094.25 |
|
| S3 |
1,055.50 |
1,067.25 |
1,092.50 |
|
| S4 |
1,037.25 |
1,049.00 |
1,087.50 |
|
|
| Weekly Pivots for week ending 19-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,202.50 |
1,188.75 |
1,121.75 |
|
| R3 |
1,165.75 |
1,152.00 |
1,111.50 |
|
| R2 |
1,129.00 |
1,129.00 |
1,108.25 |
|
| R1 |
1,115.25 |
1,115.25 |
1,104.75 |
1,122.00 |
| PP |
1,092.25 |
1,092.25 |
1,092.25 |
1,095.75 |
| S1 |
1,078.50 |
1,078.50 |
1,098.25 |
1,085.50 |
| S2 |
1,055.50 |
1,055.50 |
1,094.75 |
|
| S3 |
1,018.75 |
1,041.75 |
1,091.50 |
|
| S4 |
982.00 |
1,005.00 |
1,081.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,108.00 |
1,080.00 |
28.00 |
2.6% |
16.00 |
1.4% |
63% |
False |
True |
7,233 |
| 10 |
1,108.00 |
1,052.50 |
55.50 |
5.1% |
16.00 |
1.5% |
81% |
False |
False |
5,462 |
| 20 |
1,108.00 |
1,036.25 |
71.75 |
6.5% |
18.75 |
1.7% |
85% |
False |
False |
4,191 |
| 40 |
1,143.00 |
1,036.25 |
106.75 |
9.7% |
17.00 |
1.5% |
57% |
False |
False |
2,732 |
| 60 |
1,143.00 |
1,036.25 |
106.75 |
9.7% |
15.00 |
1.4% |
57% |
False |
False |
1,858 |
| 80 |
1,143.00 |
1,019.00 |
124.00 |
11.3% |
14.25 |
1.3% |
63% |
False |
False |
1,397 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,175.75 |
|
2.618 |
1,146.00 |
|
1.618 |
1,127.75 |
|
1.000 |
1,116.50 |
|
0.618 |
1,109.50 |
|
HIGH |
1,098.25 |
|
0.618 |
1,091.25 |
|
0.500 |
1,089.00 |
|
0.382 |
1,087.00 |
|
LOW |
1,080.00 |
|
0.618 |
1,068.75 |
|
1.000 |
1,061.75 |
|
1.618 |
1,050.50 |
|
2.618 |
1,032.25 |
|
4.250 |
1,002.50 |
|
|
| Fisher Pivots for day following 25-Feb-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1,094.75 |
1,096.25 |
| PP |
1,092.00 |
1,095.00 |
| S1 |
1,089.00 |
1,093.75 |
|