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 |
1,098.25 |
1,097.25 |
-1.00 |
-0.1% |
1,102.25 |
High |
1,098.25 |
1,103.00 |
4.75 |
0.4% |
1,108.00 |
Low |
1,080.00 |
1,091.75 |
11.75 |
1.1% |
1,080.00 |
Close |
1,097.50 |
1,098.50 |
1.00 |
0.1% |
1,098.50 |
Range |
18.25 |
11.25 |
-7.00 |
-38.4% |
28.00 |
ATR |
17.21 |
16.78 |
-0.43 |
-2.5% |
0.00 |
Volume |
5,588 |
13,402 |
7,814 |
139.8% |
43,743 |
|
Daily Pivots for day following 26-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,131.50 |
1,126.25 |
1,104.75 |
|
R3 |
1,120.25 |
1,115.00 |
1,101.50 |
|
R2 |
1,109.00 |
1,109.00 |
1,100.50 |
|
R1 |
1,103.75 |
1,103.75 |
1,099.50 |
1,106.50 |
PP |
1,097.75 |
1,097.75 |
1,097.75 |
1,099.00 |
S1 |
1,092.50 |
1,092.50 |
1,097.50 |
1,095.00 |
S2 |
1,086.50 |
1,086.50 |
1,096.50 |
|
S3 |
1,075.25 |
1,081.25 |
1,095.50 |
|
S4 |
1,064.00 |
1,070.00 |
1,092.25 |
|
|
Weekly Pivots for week ending 26-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,179.50 |
1,167.00 |
1,114.00 |
|
R3 |
1,151.50 |
1,139.00 |
1,106.25 |
|
R2 |
1,123.50 |
1,123.50 |
1,103.75 |
|
R1 |
1,111.00 |
1,111.00 |
1,101.00 |
1,103.25 |
PP |
1,095.50 |
1,095.50 |
1,095.50 |
1,091.50 |
S1 |
1,083.00 |
1,083.00 |
1,096.00 |
1,075.25 |
S2 |
1,067.50 |
1,067.50 |
1,093.25 |
|
S3 |
1,039.50 |
1,055.00 |
1,090.75 |
|
S4 |
1,011.50 |
1,027.00 |
1,083.00 |
|
|
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 |
2.5% |
14.50 |
1.3% |
66% |
False |
False |
8,748 |
10 |
1,108.00 |
1,055.25 |
52.75 |
4.8% |
15.25 |
1.4% |
82% |
False |
False |
6,523 |
20 |
1,108.00 |
1,036.25 |
71.75 |
6.5% |
18.00 |
1.6% |
87% |
False |
False |
4,673 |
40 |
1,143.00 |
1,036.25 |
106.75 |
9.7% |
17.00 |
1.5% |
58% |
False |
False |
3,050 |
60 |
1,143.00 |
1,036.25 |
106.75 |
9.7% |
15.00 |
1.4% |
58% |
False |
False |
2,081 |
80 |
1,143.00 |
1,019.00 |
124.00 |
11.3% |
14.50 |
1.3% |
64% |
False |
False |
1,564 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,150.75 |
2.618 |
1,132.50 |
1.618 |
1,121.25 |
1.000 |
1,114.25 |
0.618 |
1,110.00 |
HIGH |
1,103.00 |
0.618 |
1,098.75 |
0.500 |
1,097.50 |
0.382 |
1,096.00 |
LOW |
1,091.75 |
0.618 |
1,084.75 |
1.000 |
1,080.50 |
1.618 |
1,073.50 |
2.618 |
1,062.25 |
4.250 |
1,044.00 |
|
|
Fisher Pivots for day following 26-Feb-2010 |
Pivot |
1 day |
3 day |
R1 |
1,098.00 |
1,096.25 |
PP |
1,097.75 |
1,093.75 |
S1 |
1,097.50 |
1,091.50 |
|