| 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 |
10,284.00 |
10,366.60 |
82.60 |
0.8% |
10,100.81 |
| High |
10,393.51 |
10,366.68 |
-26.83 |
-0.3% |
10,438.55 |
| Low |
10,283.93 |
10,185.83 |
-98.10 |
-1.0% |
10,100.81 |
| Close |
10,374.16 |
10,321.03 |
-53.13 |
-0.5% |
10,402.35 |
| Range |
109.58 |
180.85 |
71.27 |
65.0% |
337.74 |
| ATR |
133.90 |
137.79 |
3.89 |
2.9% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 25-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,833.73 |
10,758.23 |
10,420.50 |
|
| R3 |
10,652.88 |
10,577.38 |
10,370.76 |
|
| R2 |
10,472.03 |
10,472.03 |
10,354.19 |
|
| R1 |
10,396.53 |
10,396.53 |
10,337.61 |
10,343.86 |
| PP |
10,291.18 |
10,291.18 |
10,291.18 |
10,264.84 |
| S1 |
10,215.68 |
10,215.68 |
10,304.45 |
10,163.01 |
| S2 |
10,110.33 |
10,110.33 |
10,287.87 |
|
| S3 |
9,929.48 |
10,034.83 |
10,271.30 |
|
| S4 |
9,748.63 |
9,853.98 |
10,221.56 |
|
|
| Weekly Pivots for week ending 19-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,327.12 |
11,202.48 |
10,588.11 |
|
| R3 |
10,989.38 |
10,864.74 |
10,495.23 |
|
| R2 |
10,651.64 |
10,651.64 |
10,464.27 |
|
| R1 |
10,527.00 |
10,527.00 |
10,433.31 |
10,589.32 |
| PP |
10,313.90 |
10,313.90 |
10,313.90 |
10,345.07 |
| S1 |
10,189.26 |
10,189.26 |
10,371.39 |
10,251.58 |
| S2 |
9,976.16 |
9,976.16 |
10,340.43 |
|
| S3 |
9,638.42 |
9,851.52 |
10,309.47 |
|
| S4 |
9,300.68 |
9,513.78 |
10,216.59 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
10,438.55 |
10,185.83 |
252.72 |
2.4% |
119.56 |
1.2% |
53% |
False |
True |
|
| 10 |
10,438.55 |
9,976.71 |
461.84 |
4.5% |
128.57 |
1.2% |
75% |
False |
False |
|
| 20 |
10,438.55 |
9,835.09 |
603.46 |
5.8% |
148.59 |
1.4% |
81% |
False |
False |
|
| 40 |
10,729.89 |
9,835.09 |
894.80 |
8.7% |
132.48 |
1.3% |
54% |
False |
False |
|
| 60 |
10,729.89 |
9,835.09 |
894.80 |
8.7% |
122.06 |
1.2% |
54% |
False |
False |
|
| 80 |
10,729.89 |
9,678.95 |
1,050.94 |
10.2% |
125.95 |
1.2% |
61% |
False |
False |
|
| 100 |
10,729.89 |
9,430.08 |
1,299.81 |
12.6% |
127.42 |
1.2% |
69% |
False |
False |
|
| 120 |
10,729.89 |
9,252.93 |
1,476.96 |
14.3% |
125.55 |
1.2% |
72% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,135.29 |
|
2.618 |
10,840.15 |
|
1.618 |
10,659.30 |
|
1.000 |
10,547.53 |
|
0.618 |
10,478.45 |
|
HIGH |
10,366.68 |
|
0.618 |
10,297.60 |
|
0.500 |
10,276.26 |
|
0.382 |
10,254.91 |
|
LOW |
10,185.83 |
|
0.618 |
10,074.06 |
|
1.000 |
10,004.98 |
|
1.618 |
9,893.21 |
|
2.618 |
9,712.36 |
|
4.250 |
9,417.22 |
|
|
| Fisher Pivots for day following 25-Feb-2010 |
| Pivot |
1 day |
3 day |
| R1 |
10,306.11 |
10,313.51 |
| PP |
10,291.18 |
10,305.99 |
| S1 |
10,276.26 |
10,298.48 |
|