Trading Metrics calculated at close of trading on 14-Feb-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Feb-2012 |
14-Feb-2012 |
Change |
Change % |
Previous Week |
Open |
1,725.0 |
1,720.0 |
-5.0 |
-0.3% |
1,728.0 |
High |
1,733.0 |
1,724.9 |
-8.1 |
-0.5% |
1,751.5 |
Low |
1,718.4 |
1,715.0 |
-3.4 |
-0.2% |
1,706.5 |
Close |
1,723.0 |
1,715.9 |
-7.1 |
-0.4% |
1,723.3 |
Range |
14.6 |
9.9 |
-4.7 |
-32.2% |
45.0 |
ATR |
27.3 |
26.0 |
-1.2 |
-4.5% |
0.0 |
Volume |
104 |
94 |
-10 |
-9.6% |
1,820 |
|
Daily Pivots for day following 14-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,748.3 |
1,742.0 |
1,721.3 |
|
R3 |
1,738.4 |
1,732.1 |
1,718.6 |
|
R2 |
1,728.5 |
1,728.5 |
1,717.7 |
|
R1 |
1,722.2 |
1,722.2 |
1,716.8 |
1,720.4 |
PP |
1,718.6 |
1,718.6 |
1,718.6 |
1,717.7 |
S1 |
1,712.3 |
1,712.3 |
1,715.0 |
1,710.5 |
S2 |
1,708.7 |
1,708.7 |
1,714.1 |
|
S3 |
1,698.8 |
1,702.4 |
1,713.2 |
|
S4 |
1,688.9 |
1,692.5 |
1,710.5 |
|
|
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% |
19.9 |
1.2% |
21% |
False |
False |
204 |
10 |
1,761.3 |
1,706.5 |
54.8 |
3.2% |
23.1 |
1.3% |
17% |
False |
False |
520 |
20 |
1,761.3 |
1,642.1 |
119.2 |
6.9% |
24.9 |
1.5% |
62% |
False |
False |
64,399 |
40 |
1,761.3 |
1,523.9 |
237.4 |
13.8% |
26.5 |
1.5% |
81% |
False |
False |
90,765 |
60 |
1,770.5 |
1,523.9 |
246.6 |
14.4% |
30.8 |
1.8% |
78% |
False |
False |
96,173 |
80 |
1,806.6 |
1,523.9 |
282.7 |
16.5% |
31.8 |
1.9% |
68% |
False |
False |
74,529 |
100 |
1,806.6 |
1,523.9 |
282.7 |
16.5% |
35.5 |
2.1% |
68% |
False |
False |
60,436 |
120 |
1,925.1 |
1,523.9 |
401.2 |
23.4% |
38.9 |
2.3% |
48% |
False |
False |
50,849 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,767.0 |
2.618 |
1,750.8 |
1.618 |
1,740.9 |
1.000 |
1,734.8 |
0.618 |
1,731.0 |
HIGH |
1,724.9 |
0.618 |
1,721.1 |
0.500 |
1,720.0 |
0.382 |
1,718.8 |
LOW |
1,715.0 |
0.618 |
1,708.9 |
1.000 |
1,705.1 |
1.618 |
1,699.0 |
2.618 |
1,689.1 |
4.250 |
1,672.9 |
|
|
Fisher Pivots for day following 14-Feb-2012 |
Pivot |
1 day |
3 day |
R1 |
1,720.0 |
1,720.5 |
PP |
1,718.6 |
1,718.9 |
S1 |
1,717.3 |
1,717.4 |
|