| 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 |
5,309.0 |
5,299.0 |
-10.0 |
-0.2% |
5,179.5 |
| High |
5,343.0 |
5,355.0 |
12.0 |
0.2% |
5,348.5 |
| Low |
5,281.5 |
5,241.5 |
-40.0 |
-0.8% |
5,152.5 |
| Close |
5,330.0 |
5,262.0 |
-68.0 |
-1.3% |
5,345.0 |
| Range |
61.5 |
113.5 |
52.0 |
84.6% |
196.0 |
| ATR |
92.2 |
93.7 |
1.5 |
1.6% |
0.0 |
| Volume |
110,059 |
102,481 |
-7,578 |
-6.9% |
388,812 |
|
| Daily Pivots for day following 25-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,626.5 |
5,558.0 |
5,324.5 |
|
| R3 |
5,513.0 |
5,444.5 |
5,293.0 |
|
| R2 |
5,399.5 |
5,399.5 |
5,283.0 |
|
| R1 |
5,331.0 |
5,331.0 |
5,272.5 |
5,308.5 |
| PP |
5,286.0 |
5,286.0 |
5,286.0 |
5,275.0 |
| S1 |
5,217.5 |
5,217.5 |
5,251.5 |
5,195.0 |
| S2 |
5,172.5 |
5,172.5 |
5,241.0 |
|
| S3 |
5,059.0 |
5,104.0 |
5,231.0 |
|
| S4 |
4,945.5 |
4,990.5 |
5,199.5 |
|
|
| Weekly Pivots for week ending 19-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,870.0 |
5,803.5 |
5,453.0 |
|
| R3 |
5,674.0 |
5,607.5 |
5,399.0 |
|
| R2 |
5,478.0 |
5,478.0 |
5,381.0 |
|
| R1 |
5,411.5 |
5,411.5 |
5,363.0 |
5,445.0 |
| PP |
5,282.0 |
5,282.0 |
5,282.0 |
5,298.5 |
| S1 |
5,215.5 |
5,215.5 |
5,327.0 |
5,249.0 |
| S2 |
5,086.0 |
5,086.0 |
5,309.0 |
|
| S3 |
4,890.0 |
5,019.5 |
5,291.0 |
|
| S4 |
4,694.0 |
4,823.5 |
5,237.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
5,376.0 |
5,241.5 |
134.5 |
2.6% |
82.5 |
1.6% |
15% |
False |
True |
102,354 |
| 10 |
5,376.0 |
5,084.5 |
291.5 |
5.5% |
82.5 |
1.6% |
61% |
False |
False |
107,128 |
| 20 |
5,376.0 |
4,975.0 |
401.0 |
7.6% |
95.0 |
1.8% |
72% |
False |
False |
124,701 |
| 40 |
5,559.5 |
4,975.0 |
584.5 |
11.1% |
87.5 |
1.7% |
49% |
False |
False |
103,941 |
| 60 |
5,559.5 |
4,975.0 |
584.5 |
11.1% |
85.5 |
1.6% |
49% |
False |
False |
87,442 |
| 80 |
5,559.5 |
4,915.0 |
644.5 |
12.2% |
81.0 |
1.5% |
54% |
False |
False |
65,778 |
| 100 |
5,559.5 |
4,884.5 |
675.0 |
12.8% |
75.5 |
1.4% |
56% |
False |
False |
52,695 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5,837.5 |
|
2.618 |
5,652.0 |
|
1.618 |
5,538.5 |
|
1.000 |
5,468.5 |
|
0.618 |
5,425.0 |
|
HIGH |
5,355.0 |
|
0.618 |
5,311.5 |
|
0.500 |
5,298.0 |
|
0.382 |
5,285.0 |
|
LOW |
5,241.5 |
|
0.618 |
5,171.5 |
|
1.000 |
5,128.0 |
|
1.618 |
5,058.0 |
|
2.618 |
4,944.5 |
|
4.250 |
4,759.0 |
|
|
| Fisher Pivots for day following 25-Feb-2010 |
| Pivot |
1 day |
3 day |
| R1 |
5,298.0 |
5,309.0 |
| PP |
5,286.0 |
5,293.0 |
| S1 |
5,274.0 |
5,277.5 |
|