| 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 |
20,535 |
20,446 |
-89 |
-0.4% |
20,443 |
| High |
20,609 |
20,678 |
69 |
0.3% |
20,700 |
| Low |
20,171 |
20,446 |
275 |
1.4% |
20,040 |
| Close |
20,339 |
20,537 |
198 |
1.0% |
20,537 |
| Range |
438 |
232 |
-206 |
-47.0% |
660 |
| ATR |
420 |
414 |
-6 |
-1.4% |
0 |
| Volume |
97,202 |
71,955 |
-25,247 |
-26.0% |
288,968 |
|
| Daily Pivots for day following 26-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
21,250 |
21,125 |
20,665 |
|
| R3 |
21,018 |
20,893 |
20,601 |
|
| R2 |
20,786 |
20,786 |
20,580 |
|
| R1 |
20,661 |
20,661 |
20,558 |
20,724 |
| PP |
20,554 |
20,554 |
20,554 |
20,585 |
| S1 |
20,429 |
20,429 |
20,516 |
20,492 |
| S2 |
20,322 |
20,322 |
20,494 |
|
| S3 |
20,090 |
20,197 |
20,473 |
|
| S4 |
19,858 |
19,965 |
20,409 |
|
|
| Weekly Pivots for week ending 26-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
22,406 |
22,131 |
20,900 |
|
| R3 |
21,746 |
21,471 |
20,719 |
|
| R2 |
21,086 |
21,086 |
20,658 |
|
| R1 |
20,811 |
20,811 |
20,598 |
20,949 |
| PP |
20,426 |
20,426 |
20,426 |
20,494 |
| S1 |
20,151 |
20,151 |
20,477 |
20,289 |
| S2 |
19,766 |
19,766 |
20,416 |
|
| S3 |
19,106 |
19,491 |
20,356 |
|
| S4 |
18,446 |
18,831 |
20,174 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
20,700 |
20,040 |
660 |
3.2% |
362 |
1.8% |
75% |
False |
False |
57,793 |
| 10 |
20,700 |
19,773 |
927 |
4.5% |
340 |
1.7% |
82% |
False |
False |
30,091 |
| 20 |
20,700 |
19,320 |
1,380 |
6.7% |
342 |
1.7% |
88% |
False |
False |
15,896 |
| 40 |
22,637 |
19,320 |
3,317 |
16.2% |
333 |
1.6% |
37% |
False |
False |
8,218 |
| 60 |
22,637 |
19,320 |
3,317 |
16.2% |
327 |
1.6% |
37% |
False |
False |
5,556 |
| 80 |
23,020 |
19,320 |
3,700 |
18.0% |
323 |
1.6% |
33% |
False |
False |
4,192 |
| 100 |
23,020 |
19,320 |
3,700 |
18.0% |
289 |
1.4% |
33% |
False |
False |
3,360 |
| 120 |
23,020 |
19,320 |
3,700 |
18.0% |
275 |
1.3% |
33% |
False |
False |
2,803 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
21,664 |
|
2.618 |
21,285 |
|
1.618 |
21,053 |
|
1.000 |
20,910 |
|
0.618 |
20,821 |
|
HIGH |
20,678 |
|
0.618 |
20,589 |
|
0.500 |
20,562 |
|
0.382 |
20,535 |
|
LOW |
20,446 |
|
0.618 |
20,303 |
|
1.000 |
20,214 |
|
1.618 |
20,071 |
|
2.618 |
19,839 |
|
4.250 |
19,460 |
|
|
| Fisher Pivots for day following 26-Feb-2010 |
| Pivot |
1 day |
3 day |
| R1 |
20,562 |
20,500 |
| PP |
20,554 |
20,462 |
| S1 |
20,545 |
20,425 |
|