| 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 |
5,299.0 |
5,310.5 |
11.5 |
0.2% |
5,362.5 |
| High |
5,355.0 |
5,357.0 |
2.0 |
0.0% |
5,376.0 |
| Low |
5,241.5 |
5,287.5 |
46.0 |
0.9% |
5,241.5 |
| Close |
5,262.0 |
5,336.5 |
74.5 |
1.4% |
5,336.5 |
| Range |
113.5 |
69.5 |
-44.0 |
-38.8% |
134.5 |
| ATR |
93.7 |
93.8 |
0.1 |
0.1% |
0.0 |
| Volume |
102,481 |
142,865 |
40,384 |
39.4% |
549,169 |
|
| Daily Pivots for day following 26-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,535.5 |
5,505.5 |
5,374.5 |
|
| R3 |
5,466.0 |
5,436.0 |
5,355.5 |
|
| R2 |
5,396.5 |
5,396.5 |
5,349.0 |
|
| R1 |
5,366.5 |
5,366.5 |
5,343.0 |
5,381.5 |
| PP |
5,327.0 |
5,327.0 |
5,327.0 |
5,334.5 |
| S1 |
5,297.0 |
5,297.0 |
5,330.0 |
5,312.0 |
| S2 |
5,257.5 |
5,257.5 |
5,324.0 |
|
| S3 |
5,188.0 |
5,227.5 |
5,317.5 |
|
| S4 |
5,118.5 |
5,158.0 |
5,298.5 |
|
|
| Weekly Pivots for week ending 26-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,721.5 |
5,663.5 |
5,410.5 |
|
| R3 |
5,587.0 |
5,529.0 |
5,373.5 |
|
| R2 |
5,452.5 |
5,452.5 |
5,361.0 |
|
| R1 |
5,394.5 |
5,394.5 |
5,349.0 |
5,356.0 |
| PP |
5,318.0 |
5,318.0 |
5,318.0 |
5,299.0 |
| S1 |
5,260.0 |
5,260.0 |
5,324.0 |
5,222.0 |
| S2 |
5,183.5 |
5,183.5 |
5,312.0 |
|
| S3 |
5,049.0 |
5,125.5 |
5,299.5 |
|
| S4 |
4,914.5 |
4,991.0 |
5,262.5 |
|
|
| 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 |
2.5% |
77.0 |
1.4% |
71% |
False |
False |
109,833 |
| 10 |
5,376.0 |
5,089.0 |
287.0 |
5.4% |
80.0 |
1.5% |
86% |
False |
False |
107,811 |
| 20 |
5,376.0 |
4,975.0 |
401.0 |
7.5% |
91.0 |
1.7% |
90% |
False |
False |
125,296 |
| 40 |
5,559.5 |
4,975.0 |
584.5 |
11.0% |
88.5 |
1.7% |
62% |
False |
False |
106,368 |
| 60 |
5,559.5 |
4,975.0 |
584.5 |
11.0% |
86.5 |
1.6% |
62% |
False |
False |
89,809 |
| 80 |
5,559.5 |
4,915.0 |
644.5 |
12.1% |
80.5 |
1.5% |
65% |
False |
False |
67,539 |
| 100 |
5,559.5 |
4,884.5 |
675.0 |
12.6% |
75.5 |
1.4% |
67% |
False |
False |
54,099 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5,652.5 |
|
2.618 |
5,539.0 |
|
1.618 |
5,469.5 |
|
1.000 |
5,426.5 |
|
0.618 |
5,400.0 |
|
HIGH |
5,357.0 |
|
0.618 |
5,330.5 |
|
0.500 |
5,322.0 |
|
0.382 |
5,314.0 |
|
LOW |
5,287.5 |
|
0.618 |
5,244.5 |
|
1.000 |
5,218.0 |
|
1.618 |
5,175.0 |
|
2.618 |
5,105.5 |
|
4.250 |
4,992.0 |
|
|
| Fisher Pivots for day following 26-Feb-2010 |
| Pivot |
1 day |
3 day |
| R1 |
5,332.0 |
5,324.0 |
| PP |
5,327.0 |
5,311.5 |
| S1 |
5,322.0 |
5,299.0 |
|