| 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 |
2,668.0 |
2,650.0 |
-18.0 |
-0.7% |
2,609.0 |
| High |
2,673.0 |
2,671.0 |
-2.0 |
-0.1% |
2,725.0 |
| Low |
2,638.0 |
2,604.0 |
-34.0 |
-1.3% |
2,604.0 |
| Close |
2,661.0 |
2,614.0 |
-47.0 |
-1.8% |
2,724.0 |
| Range |
35.0 |
67.0 |
32.0 |
91.4% |
121.0 |
| ATR |
57.2 |
57.9 |
0.7 |
1.2% |
0.0 |
| Volume |
2,064 |
9,085 |
7,021 |
340.2% |
42,850 |
|
| Daily Pivots for day following 25-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,830.7 |
2,789.3 |
2,650.9 |
|
| R3 |
2,763.7 |
2,722.3 |
2,632.4 |
|
| R2 |
2,696.7 |
2,696.7 |
2,626.3 |
|
| R1 |
2,655.3 |
2,655.3 |
2,620.1 |
2,642.5 |
| PP |
2,629.7 |
2,629.7 |
2,629.7 |
2,623.3 |
| S1 |
2,588.3 |
2,588.3 |
2,607.9 |
2,575.5 |
| S2 |
2,562.7 |
2,562.7 |
2,601.7 |
|
| S3 |
2,495.7 |
2,521.3 |
2,595.6 |
|
| S4 |
2,428.7 |
2,454.3 |
2,577.2 |
|
|
| Weekly Pivots for week ending 19-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,047.3 |
3,006.7 |
2,790.6 |
|
| R3 |
2,926.3 |
2,885.7 |
2,757.3 |
|
| R2 |
2,805.3 |
2,805.3 |
2,746.2 |
|
| R1 |
2,764.7 |
2,764.7 |
2,735.1 |
2,785.0 |
| PP |
2,684.3 |
2,684.3 |
2,684.3 |
2,694.5 |
| S1 |
2,643.7 |
2,643.7 |
2,712.9 |
2,664.0 |
| S2 |
2,563.3 |
2,563.3 |
2,701.8 |
|
| S3 |
2,442.3 |
2,522.7 |
2,690.7 |
|
| S4 |
2,321.3 |
2,401.7 |
2,657.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,735.0 |
2,604.0 |
131.0 |
5.0% |
50.8 |
1.9% |
8% |
False |
True |
3,920 |
| 10 |
2,735.0 |
2,585.0 |
150.0 |
5.7% |
47.9 |
1.8% |
19% |
False |
False |
6,172 |
| 20 |
2,775.0 |
2,528.0 |
247.0 |
9.4% |
58.8 |
2.2% |
35% |
False |
False |
4,566 |
| 40 |
2,975.0 |
2,528.0 |
447.0 |
17.1% |
55.4 |
2.1% |
19% |
False |
False |
3,205 |
| 60 |
2,975.0 |
2,528.0 |
447.0 |
17.1% |
50.4 |
1.9% |
19% |
False |
False |
4,211 |
| 80 |
2,975.0 |
2,528.0 |
447.0 |
17.1% |
47.8 |
1.8% |
19% |
False |
False |
3,326 |
| 100 |
2,975.0 |
2,528.0 |
447.0 |
17.1% |
48.7 |
1.9% |
19% |
False |
False |
2,736 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,955.8 |
|
2.618 |
2,846.4 |
|
1.618 |
2,779.4 |
|
1.000 |
2,738.0 |
|
0.618 |
2,712.4 |
|
HIGH |
2,671.0 |
|
0.618 |
2,645.4 |
|
0.500 |
2,637.5 |
|
0.382 |
2,629.6 |
|
LOW |
2,604.0 |
|
0.618 |
2,562.6 |
|
1.000 |
2,537.0 |
|
1.618 |
2,495.6 |
|
2.618 |
2,428.6 |
|
4.250 |
2,319.3 |
|
|
| Fisher Pivots for day following 25-Feb-2010 |
| Pivot |
1 day |
3 day |
| R1 |
2,637.5 |
2,666.5 |
| PP |
2,629.7 |
2,649.0 |
| S1 |
2,621.8 |
2,631.5 |
|