| 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 |
20,270 |
20,535 |
265 |
1.3% |
20,598 |
| High |
20,547 |
20,609 |
62 |
0.3% |
20,687 |
| Low |
20,258 |
20,171 |
-87 |
-0.4% |
19,773 |
| Close |
20,459 |
20,339 |
-120 |
-0.6% |
19,852 |
| Range |
289 |
438 |
149 |
51.6% |
914 |
| ATR |
419 |
420 |
1 |
0.3% |
0 |
| Volume |
57,288 |
97,202 |
39,914 |
69.7% |
8,420 |
|
| Daily Pivots for day following 25-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
21,687 |
21,451 |
20,580 |
|
| R3 |
21,249 |
21,013 |
20,459 |
|
| R2 |
20,811 |
20,811 |
20,419 |
|
| R1 |
20,575 |
20,575 |
20,379 |
20,474 |
| PP |
20,373 |
20,373 |
20,373 |
20,323 |
| S1 |
20,137 |
20,137 |
20,299 |
20,036 |
| S2 |
19,935 |
19,935 |
20,259 |
|
| S3 |
19,497 |
19,699 |
20,219 |
|
| S4 |
19,059 |
19,261 |
20,098 |
|
|
| Weekly Pivots for week ending 19-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
22,846 |
22,263 |
20,355 |
|
| R3 |
21,932 |
21,349 |
20,103 |
|
| R2 |
21,018 |
21,018 |
20,020 |
|
| R1 |
20,435 |
20,435 |
19,936 |
20,270 |
| PP |
20,104 |
20,104 |
20,104 |
20,021 |
| S1 |
19,521 |
19,521 |
19,768 |
19,356 |
| S2 |
19,190 |
19,190 |
19,684 |
|
| S3 |
18,276 |
18,607 |
19,601 |
|
| S4 |
17,362 |
17,693 |
19,349 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
20,700 |
19,773 |
927 |
4.6% |
418 |
2.1% |
61% |
False |
False |
44,390 |
| 10 |
20,700 |
19,591 |
1,109 |
5.5% |
350 |
1.7% |
67% |
False |
False |
23,112 |
| 20 |
20,700 |
19,320 |
1,380 |
6.8% |
351 |
1.7% |
74% |
False |
False |
12,353 |
| 40 |
22,637 |
19,320 |
3,317 |
16.3% |
335 |
1.6% |
31% |
False |
False |
6,443 |
| 60 |
22,637 |
19,320 |
3,317 |
16.3% |
335 |
1.6% |
31% |
False |
False |
4,361 |
| 80 |
23,020 |
19,320 |
3,700 |
18.2% |
323 |
1.6% |
28% |
False |
False |
3,295 |
| 100 |
23,020 |
19,320 |
3,700 |
18.2% |
287 |
1.4% |
28% |
False |
False |
2,641 |
| 120 |
23,020 |
19,300 |
3,720 |
18.3% |
274 |
1.3% |
28% |
False |
False |
2,204 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
22,471 |
|
2.618 |
21,756 |
|
1.618 |
21,318 |
|
1.000 |
21,047 |
|
0.618 |
20,880 |
|
HIGH |
20,609 |
|
0.618 |
20,442 |
|
0.500 |
20,390 |
|
0.382 |
20,338 |
|
LOW |
20,171 |
|
0.618 |
19,900 |
|
1.000 |
19,733 |
|
1.618 |
19,462 |
|
2.618 |
19,024 |
|
4.250 |
18,310 |
|
|
| Fisher Pivots for day following 25-Feb-2010 |
| Pivot |
1 day |
3 day |
| R1 |
20,390 |
20,370 |
| PP |
20,373 |
20,360 |
| S1 |
20,356 |
20,349 |
|