| 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 |
1,104.8 |
1,101.5 |
-3.3 |
-0.3% |
1,120.9 |
| High |
1,109.4 |
1,110.4 |
1.0 |
0.1% |
1,129.8 |
| Low |
1,091.5 |
1,090.0 |
-1.5 |
-0.1% |
1,094.2 |
| Close |
1,098.4 |
1,109.7 |
11.3 |
1.0% |
1,123.3 |
| Range |
17.9 |
20.4 |
2.5 |
14.0% |
35.6 |
| ATR |
22.8 |
22.6 |
-0.2 |
-0.7% |
0.0 |
| Volume |
4,975 |
4,310 |
-665 |
-13.4% |
14,611 |
|
| Daily Pivots for day following 25-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,164.6 |
1,157.5 |
1,120.9 |
|
| R3 |
1,144.2 |
1,137.1 |
1,115.3 |
|
| R2 |
1,123.8 |
1,123.8 |
1,113.4 |
|
| R1 |
1,116.7 |
1,116.7 |
1,111.6 |
1,120.3 |
| PP |
1,103.4 |
1,103.4 |
1,103.4 |
1,105.1 |
| S1 |
1,096.3 |
1,096.3 |
1,107.8 |
1,099.9 |
| S2 |
1,083.0 |
1,083.0 |
1,106.0 |
|
| S3 |
1,062.6 |
1,075.9 |
1,104.1 |
|
| S4 |
1,042.2 |
1,055.5 |
1,098.5 |
|
|
| Weekly Pivots for week ending 19-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,222.6 |
1,208.5 |
1,142.9 |
|
| R3 |
1,187.0 |
1,172.9 |
1,133.1 |
|
| R2 |
1,151.4 |
1,151.4 |
1,129.8 |
|
| R1 |
1,137.3 |
1,137.3 |
1,126.6 |
1,144.4 |
| PP |
1,115.8 |
1,115.8 |
1,115.8 |
1,119.3 |
| S1 |
1,101.7 |
1,101.7 |
1,120.0 |
1,108.8 |
| S2 |
1,080.2 |
1,080.2 |
1,116.8 |
|
| S3 |
1,044.6 |
1,066.1 |
1,113.5 |
|
| S4 |
1,009.0 |
1,030.5 |
1,103.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,132.6 |
1,090.0 |
42.6 |
3.8% |
21.7 |
2.0% |
46% |
False |
True |
5,598 |
| 10 |
1,132.6 |
1,074.5 |
58.1 |
5.2% |
23.0 |
2.1% |
61% |
False |
False |
4,314 |
| 20 |
1,132.6 |
1,045.6 |
87.0 |
7.8% |
23.1 |
2.1% |
74% |
False |
False |
4,379 |
| 40 |
1,164.1 |
1,045.6 |
118.5 |
10.7% |
20.6 |
1.9% |
54% |
False |
False |
3,981 |
| 60 |
1,230.0 |
1,045.6 |
184.4 |
16.6% |
22.2 |
2.0% |
35% |
False |
False |
3,556 |
| 80 |
1,230.0 |
1,039.1 |
190.9 |
17.2% |
21.1 |
1.9% |
37% |
False |
False |
3,193 |
| 100 |
1,230.0 |
993.8 |
236.2 |
21.3% |
19.6 |
1.8% |
49% |
False |
False |
2,701 |
| 120 |
1,230.0 |
980.0 |
250.0 |
22.5% |
18.3 |
1.7% |
52% |
False |
False |
2,323 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,197.1 |
|
2.618 |
1,163.8 |
|
1.618 |
1,143.4 |
|
1.000 |
1,130.8 |
|
0.618 |
1,123.0 |
|
HIGH |
1,110.4 |
|
0.618 |
1,102.6 |
|
0.500 |
1,100.2 |
|
0.382 |
1,097.8 |
|
LOW |
1,090.0 |
|
0.618 |
1,077.4 |
|
1.000 |
1,069.6 |
|
1.618 |
1,057.0 |
|
2.618 |
1,036.6 |
|
4.250 |
1,003.3 |
|
|
| Fisher Pivots for day following 25-Feb-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1,106.5 |
1,108.6 |
| PP |
1,103.4 |
1,107.5 |
| S1 |
1,100.2 |
1,106.5 |
|