Trading Metrics calculated at close of trading on 13-Feb-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Feb-2012 |
13-Feb-2012 |
Change |
Change % |
Previous Week |
Open |
1,732.7 |
1,725.0 |
-7.7 |
-0.4% |
1,728.0 |
High |
1,734.4 |
1,733.0 |
-1.4 |
-0.1% |
1,751.5 |
Low |
1,706.5 |
1,718.4 |
11.9 |
0.7% |
1,706.5 |
Close |
1,723.3 |
1,723.0 |
-0.3 |
0.0% |
1,723.3 |
Range |
27.9 |
14.6 |
-13.3 |
-47.7% |
45.0 |
ATR |
28.2 |
27.3 |
-1.0 |
-3.4% |
0.0 |
Volume |
248 |
104 |
-144 |
-58.1% |
1,820 |
|
Daily Pivots for day following 13-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,768.6 |
1,760.4 |
1,731.0 |
|
R3 |
1,754.0 |
1,745.8 |
1,727.0 |
|
R2 |
1,739.4 |
1,739.4 |
1,725.7 |
|
R1 |
1,731.2 |
1,731.2 |
1,724.3 |
1,728.0 |
PP |
1,724.8 |
1,724.8 |
1,724.8 |
1,723.2 |
S1 |
1,716.6 |
1,716.6 |
1,721.7 |
1,713.4 |
S2 |
1,710.2 |
1,710.2 |
1,720.3 |
|
S3 |
1,695.6 |
1,702.0 |
1,719.0 |
|
S4 |
1,681.0 |
1,687.4 |
1,715.0 |
|
|
Weekly Pivots for week ending 10-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,862.1 |
1,837.7 |
1,748.1 |
|
R3 |
1,817.1 |
1,792.7 |
1,735.7 |
|
R2 |
1,772.1 |
1,772.1 |
1,731.6 |
|
R1 |
1,747.7 |
1,747.7 |
1,727.4 |
1,737.4 |
PP |
1,727.1 |
1,727.1 |
1,727.1 |
1,722.0 |
S1 |
1,702.7 |
1,702.7 |
1,719.2 |
1,692.4 |
S2 |
1,682.1 |
1,682.1 |
1,715.1 |
|
S3 |
1,637.1 |
1,657.7 |
1,710.9 |
|
S4 |
1,592.1 |
1,612.7 |
1,698.6 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,751.5 |
1,706.5 |
45.0 |
2.6% |
24.8 |
1.4% |
37% |
False |
False |
239 |
10 |
1,761.3 |
1,706.5 |
54.8 |
3.2% |
24.4 |
1.4% |
30% |
False |
False |
1,209 |
20 |
1,761.3 |
1,631.9 |
129.4 |
7.5% |
26.2 |
1.5% |
70% |
False |
False |
73,040 |
40 |
1,761.3 |
1,523.9 |
237.4 |
13.8% |
27.1 |
1.6% |
84% |
False |
False |
95,133 |
60 |
1,787.1 |
1,523.9 |
263.2 |
15.3% |
31.2 |
1.8% |
76% |
False |
False |
96,437 |
80 |
1,806.6 |
1,523.9 |
282.7 |
16.4% |
32.0 |
1.9% |
70% |
False |
False |
74,614 |
100 |
1,820.8 |
1,523.9 |
296.9 |
17.2% |
35.8 |
2.1% |
67% |
False |
False |
60,460 |
120 |
1,925.1 |
1,523.9 |
401.2 |
23.3% |
39.5 |
2.3% |
50% |
False |
False |
50,893 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,795.1 |
2.618 |
1,771.2 |
1.618 |
1,756.6 |
1.000 |
1,747.6 |
0.618 |
1,742.0 |
HIGH |
1,733.0 |
0.618 |
1,727.4 |
0.500 |
1,725.7 |
0.382 |
1,724.0 |
LOW |
1,718.4 |
0.618 |
1,709.4 |
1.000 |
1,703.8 |
1.618 |
1,694.8 |
2.618 |
1,680.2 |
4.250 |
1,656.4 |
|
|
Fisher Pivots for day following 13-Feb-2012 |
Pivot |
1 day |
3 day |
R1 |
1,725.7 |
1,728.1 |
PP |
1,724.8 |
1,726.4 |
S1 |
1,723.9 |
1,724.7 |
|