| 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 |
1,101.5 |
1,108.7 |
7.2 |
0.7% |
1,125.0 |
| High |
1,110.4 |
1,120.7 |
10.3 |
0.9% |
1,132.6 |
| Low |
1,090.0 |
1,106.3 |
16.3 |
1.5% |
1,090.0 |
| Close |
1,109.7 |
1,120.1 |
10.4 |
0.9% |
1,120.1 |
| Range |
20.4 |
14.4 |
-6.0 |
-29.4% |
42.6 |
| ATR |
22.6 |
22.0 |
-0.6 |
-2.6% |
0.0 |
| Volume |
4,310 |
5,366 |
1,056 |
24.5% |
28,036 |
|
| Daily Pivots for day following 26-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,158.9 |
1,153.9 |
1,128.0 |
|
| R3 |
1,144.5 |
1,139.5 |
1,124.1 |
|
| R2 |
1,130.1 |
1,130.1 |
1,122.7 |
|
| R1 |
1,125.1 |
1,125.1 |
1,121.4 |
1,127.6 |
| PP |
1,115.7 |
1,115.7 |
1,115.7 |
1,117.0 |
| S1 |
1,110.7 |
1,110.7 |
1,118.8 |
1,113.2 |
| S2 |
1,101.3 |
1,101.3 |
1,117.5 |
|
| S3 |
1,086.9 |
1,096.3 |
1,116.1 |
|
| S4 |
1,072.5 |
1,081.9 |
1,112.2 |
|
|
| Weekly Pivots for week ending 26-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,242.0 |
1,223.7 |
1,143.5 |
|
| R3 |
1,199.4 |
1,181.1 |
1,131.8 |
|
| R2 |
1,156.8 |
1,156.8 |
1,127.9 |
|
| R1 |
1,138.5 |
1,138.5 |
1,124.0 |
1,126.4 |
| PP |
1,114.2 |
1,114.2 |
1,114.2 |
1,108.2 |
| S1 |
1,095.9 |
1,095.9 |
1,116.2 |
1,083.8 |
| S2 |
1,071.6 |
1,071.6 |
1,112.3 |
|
| S3 |
1,029.0 |
1,053.3 |
1,108.4 |
|
| S4 |
986.4 |
1,010.7 |
1,096.7 |
|
|
| 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% |
19.1 |
1.7% |
71% |
False |
False |
5,607 |
| 10 |
1,132.6 |
1,079.6 |
53.0 |
4.7% |
22.0 |
2.0% |
76% |
False |
False |
4,542 |
| 20 |
1,132.6 |
1,045.6 |
87.0 |
7.8% |
22.8 |
2.0% |
86% |
False |
False |
4,388 |
| 40 |
1,164.1 |
1,045.6 |
118.5 |
10.6% |
20.7 |
1.8% |
63% |
False |
False |
4,075 |
| 60 |
1,230.0 |
1,045.6 |
184.4 |
16.5% |
22.1 |
2.0% |
40% |
False |
False |
3,594 |
| 80 |
1,230.0 |
1,045.6 |
184.4 |
16.5% |
21.1 |
1.9% |
40% |
False |
False |
3,240 |
| 100 |
1,230.0 |
1,005.5 |
224.5 |
20.0% |
19.6 |
1.8% |
51% |
False |
False |
2,753 |
| 120 |
1,230.0 |
989.3 |
240.7 |
21.5% |
18.3 |
1.6% |
54% |
False |
False |
2,365 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,181.9 |
|
2.618 |
1,158.4 |
|
1.618 |
1,144.0 |
|
1.000 |
1,135.1 |
|
0.618 |
1,129.6 |
|
HIGH |
1,120.7 |
|
0.618 |
1,115.2 |
|
0.500 |
1,113.5 |
|
0.382 |
1,111.8 |
|
LOW |
1,106.3 |
|
0.618 |
1,097.4 |
|
1.000 |
1,091.9 |
|
1.618 |
1,083.0 |
|
2.618 |
1,068.6 |
|
4.250 |
1,045.1 |
|
|
| Fisher Pivots for day following 26-Feb-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1,117.9 |
1,115.2 |
| PP |
1,115.7 |
1,110.3 |
| S1 |
1,113.5 |
1,105.4 |
|