| 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 |
10,366.60 |
10,321.41 |
-45.19 |
-0.4% |
10,402.43 |
| High |
10,366.68 |
10,353.45 |
-13.23 |
-0.1% |
10,433.64 |
| Low |
10,185.83 |
10,272.29 |
86.46 |
0.8% |
10,185.83 |
| Close |
10,321.03 |
10,325.26 |
4.23 |
0.0% |
10,325.26 |
| Range |
180.85 |
81.16 |
-99.69 |
-55.1% |
247.81 |
| ATR |
137.79 |
133.75 |
-4.05 |
-2.9% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 26-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,560.48 |
10,524.03 |
10,369.90 |
|
| R3 |
10,479.32 |
10,442.87 |
10,347.58 |
|
| R2 |
10,398.16 |
10,398.16 |
10,340.14 |
|
| R1 |
10,361.71 |
10,361.71 |
10,332.70 |
10,379.94 |
| PP |
10,317.00 |
10,317.00 |
10,317.00 |
10,326.11 |
| S1 |
10,280.55 |
10,280.55 |
10,317.82 |
10,298.78 |
| S2 |
10,235.84 |
10,235.84 |
10,310.38 |
|
| S3 |
10,154.68 |
10,199.39 |
10,302.94 |
|
| S4 |
10,073.52 |
10,118.23 |
10,280.62 |
|
|
| Weekly Pivots for week ending 26-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,058.34 |
10,939.61 |
10,461.56 |
|
| R3 |
10,810.53 |
10,691.80 |
10,393.41 |
|
| R2 |
10,562.72 |
10,562.72 |
10,370.69 |
|
| R1 |
10,443.99 |
10,443.99 |
10,347.98 |
10,379.45 |
| PP |
10,314.91 |
10,314.91 |
10,314.91 |
10,282.64 |
| S1 |
10,196.18 |
10,196.18 |
10,302.54 |
10,131.64 |
| S2 |
10,067.10 |
10,067.10 |
10,279.83 |
|
| S3 |
9,819.29 |
9,948.37 |
10,257.11 |
|
| S4 |
9,571.48 |
9,700.56 |
10,188.96 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
10,433.64 |
10,185.83 |
247.81 |
2.4% |
115.91 |
1.1% |
56% |
False |
False |
|
| 10 |
10,438.55 |
9,983.82 |
454.73 |
4.4% |
118.20 |
1.1% |
75% |
False |
False |
|
| 20 |
10,438.55 |
9,835.09 |
603.46 |
5.8% |
142.47 |
1.4% |
81% |
False |
False |
|
| 40 |
10,729.89 |
9,835.09 |
894.80 |
8.7% |
133.61 |
1.3% |
55% |
False |
False |
|
| 60 |
10,729.89 |
9,835.09 |
894.80 |
8.7% |
121.72 |
1.2% |
55% |
False |
False |
|
| 80 |
10,729.89 |
9,678.95 |
1,050.94 |
10.2% |
123.49 |
1.2% |
61% |
False |
False |
|
| 100 |
10,729.89 |
9,481.09 |
1,248.80 |
12.1% |
127.29 |
1.2% |
68% |
False |
False |
|
| 120 |
10,729.89 |
9,321.63 |
1,408.26 |
13.6% |
125.42 |
1.2% |
71% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
10,698.38 |
|
2.618 |
10,565.93 |
|
1.618 |
10,484.77 |
|
1.000 |
10,434.61 |
|
0.618 |
10,403.61 |
|
HIGH |
10,353.45 |
|
0.618 |
10,322.45 |
|
0.500 |
10,312.87 |
|
0.382 |
10,303.29 |
|
LOW |
10,272.29 |
|
0.618 |
10,222.13 |
|
1.000 |
10,191.13 |
|
1.618 |
10,140.97 |
|
2.618 |
10,059.81 |
|
4.250 |
9,927.36 |
|
|
| Fisher Pivots for day following 26-Feb-2010 |
| Pivot |
1 day |
3 day |
| R1 |
10,321.13 |
10,313.40 |
| PP |
10,317.00 |
10,301.53 |
| S1 |
10,312.87 |
10,289.67 |
|