| 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 |
2,947 |
2,948 |
1 |
0.0% |
3,115 |
| High |
2,965 |
2,963 |
-2 |
-0.1% |
3,165 |
| Low |
2,903 |
2,896 |
-7 |
-0.2% |
3,054 |
| Close |
2,955 |
2,917 |
-38 |
-1.3% |
3,098 |
| Range |
62 |
67 |
5 |
8.1% |
111 |
| ATR |
83 |
82 |
-1 |
-1.4% |
0 |
| Volume |
47 |
29 |
-18 |
-38.3% |
1,319 |
|
| Daily Pivots for day following 25-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,126 |
3,089 |
2,954 |
|
| R3 |
3,059 |
3,022 |
2,935 |
|
| R2 |
2,992 |
2,992 |
2,929 |
|
| R1 |
2,955 |
2,955 |
2,923 |
2,940 |
| PP |
2,925 |
2,925 |
2,925 |
2,918 |
| S1 |
2,888 |
2,888 |
2,911 |
2,873 |
| S2 |
2,858 |
2,858 |
2,905 |
|
| S3 |
2,791 |
2,821 |
2,899 |
|
| S4 |
2,724 |
2,754 |
2,880 |
|
|
| Weekly Pivots for week ending 19-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,439 |
3,379 |
3,159 |
|
| R3 |
3,328 |
3,268 |
3,129 |
|
| R2 |
3,217 |
3,217 |
3,118 |
|
| R1 |
3,157 |
3,157 |
3,108 |
3,132 |
| PP |
3,106 |
3,106 |
3,106 |
3,093 |
| S1 |
3,046 |
3,046 |
3,088 |
3,021 |
| S2 |
2,995 |
2,995 |
3,078 |
|
| S3 |
2,884 |
2,935 |
3,067 |
|
| S4 |
2,773 |
2,824 |
3,037 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,141 |
2,896 |
245 |
8.4% |
88 |
3.0% |
9% |
False |
True |
42 |
| 10 |
3,165 |
2,896 |
269 |
9.2% |
81 |
2.8% |
8% |
False |
True |
1,312 |
| 20 |
3,287 |
2,896 |
391 |
13.4% |
82 |
2.8% |
5% |
False |
True |
6,948 |
| 40 |
3,485 |
2,896 |
589 |
20.2% |
76 |
2.6% |
4% |
False |
True |
6,541 |
| 60 |
3,510 |
2,896 |
614 |
21.0% |
74 |
2.5% |
3% |
False |
True |
6,720 |
| 80 |
3,510 |
2,896 |
614 |
21.0% |
75 |
2.6% |
3% |
False |
True |
6,958 |
| 100 |
3,510 |
2,896 |
614 |
21.0% |
78 |
2.7% |
3% |
False |
True |
6,057 |
| 120 |
3,510 |
2,784 |
726 |
24.9% |
77 |
2.6% |
18% |
False |
False |
5,229 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,248 |
|
2.618 |
3,138 |
|
1.618 |
3,071 |
|
1.000 |
3,030 |
|
0.618 |
3,004 |
|
HIGH |
2,963 |
|
0.618 |
2,937 |
|
0.500 |
2,930 |
|
0.382 |
2,922 |
|
LOW |
2,896 |
|
0.618 |
2,855 |
|
1.000 |
2,829 |
|
1.618 |
2,788 |
|
2.618 |
2,721 |
|
4.250 |
2,611 |
|
|
| Fisher Pivots for day following 25-Feb-2010 |
| Pivot |
1 day |
3 day |
| R1 |
2,930 |
2,982 |
| PP |
2,925 |
2,960 |
| S1 |
2,921 |
2,939 |
|