| 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 |
1,096.2 |
1,108.0 |
11.8 |
1.1% |
1,122.1 |
| High |
1,110.0 |
1,119.5 |
9.5 |
0.9% |
1,131.5 |
| Low |
1,088.5 |
1,104.6 |
16.1 |
1.5% |
1,088.5 |
| Close |
1,108.5 |
1,118.9 |
10.4 |
0.9% |
1,118.9 |
| Range |
21.5 |
14.9 |
-6.6 |
-30.7% |
43.0 |
| ATR |
23.4 |
22.8 |
-0.6 |
-2.6% |
0.0 |
| Volume |
176,130 |
206,758 |
30,628 |
17.4% |
852,682 |
|
| Daily Pivots for day following 26-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,159.0 |
1,153.9 |
1,127.1 |
|
| R3 |
1,144.1 |
1,139.0 |
1,123.0 |
|
| R2 |
1,129.2 |
1,129.2 |
1,121.6 |
|
| R1 |
1,124.1 |
1,124.1 |
1,120.3 |
1,126.7 |
| PP |
1,114.3 |
1,114.3 |
1,114.3 |
1,115.6 |
| S1 |
1,109.2 |
1,109.2 |
1,117.5 |
1,111.8 |
| S2 |
1,099.4 |
1,099.4 |
1,116.2 |
|
| S3 |
1,084.5 |
1,094.3 |
1,114.8 |
|
| S4 |
1,069.6 |
1,079.4 |
1,110.7 |
|
|
| Weekly Pivots for week ending 26-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,242.0 |
1,223.4 |
1,142.6 |
|
| R3 |
1,199.0 |
1,180.4 |
1,130.7 |
|
| R2 |
1,156.0 |
1,156.0 |
1,126.8 |
|
| R1 |
1,137.4 |
1,137.4 |
1,122.8 |
1,125.2 |
| PP |
1,113.0 |
1,113.0 |
1,113.0 |
1,106.9 |
| S1 |
1,094.4 |
1,094.4 |
1,115.0 |
1,082.2 |
| S2 |
1,070.0 |
1,070.0 |
1,111.0 |
|
| S3 |
1,027.0 |
1,051.4 |
1,107.1 |
|
| S4 |
984.0 |
1,008.4 |
1,095.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,131.5 |
1,088.5 |
43.0 |
3.8% |
19.7 |
1.8% |
71% |
False |
False |
170,536 |
| 10 |
1,131.5 |
1,078.1 |
53.4 |
4.8% |
22.6 |
2.0% |
76% |
False |
False |
173,469 |
| 20 |
1,131.5 |
1,044.5 |
87.0 |
7.8% |
23.5 |
2.1% |
86% |
False |
False |
181,445 |
| 40 |
1,166.7 |
1,044.5 |
122.2 |
10.9% |
21.9 |
2.0% |
61% |
False |
False |
106,894 |
| 60 |
1,229.0 |
1,044.5 |
184.5 |
16.5% |
23.2 |
2.1% |
40% |
False |
False |
72,692 |
| 80 |
1,229.0 |
1,044.5 |
184.5 |
16.5% |
22.3 |
2.0% |
40% |
False |
False |
55,308 |
| 100 |
1,229.0 |
1,004.0 |
225.0 |
20.1% |
21.0 |
1.9% |
51% |
False |
False |
44,531 |
| 120 |
1,229.0 |
985.8 |
243.2 |
21.7% |
19.9 |
1.8% |
55% |
False |
False |
37,319 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,182.8 |
|
2.618 |
1,158.5 |
|
1.618 |
1,143.6 |
|
1.000 |
1,134.4 |
|
0.618 |
1,128.7 |
|
HIGH |
1,119.5 |
|
0.618 |
1,113.8 |
|
0.500 |
1,112.1 |
|
0.382 |
1,110.3 |
|
LOW |
1,104.6 |
|
0.618 |
1,095.4 |
|
1.000 |
1,089.7 |
|
1.618 |
1,080.5 |
|
2.618 |
1,065.6 |
|
4.250 |
1,041.3 |
|
|
| Fisher Pivots for day following 26-Feb-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1,116.6 |
1,113.9 |
| PP |
1,114.3 |
1,109.0 |
| S1 |
1,112.1 |
1,104.0 |
|