Trading Metrics calculated at close of trading on 15-Feb-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Feb-2012 |
15-Feb-2012 |
Change |
Change % |
Previous Week |
Open |
1,720.0 |
1,723.6 |
3.6 |
0.2% |
1,728.0 |
High |
1,724.9 |
1,737.0 |
12.1 |
0.7% |
1,751.5 |
Low |
1,715.0 |
1,723.6 |
8.6 |
0.5% |
1,706.5 |
Close |
1,715.9 |
1,726.3 |
10.4 |
0.6% |
1,723.3 |
Range |
9.9 |
13.4 |
3.5 |
35.4% |
45.0 |
ATR |
26.0 |
25.7 |
-0.4 |
-1.3% |
0.0 |
Volume |
94 |
110 |
16 |
17.0% |
1,820 |
|
Daily Pivots for day following 15-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,769.2 |
1,761.1 |
1,733.7 |
|
R3 |
1,755.8 |
1,747.7 |
1,730.0 |
|
R2 |
1,742.4 |
1,742.4 |
1,728.8 |
|
R1 |
1,734.3 |
1,734.3 |
1,727.5 |
1,738.4 |
PP |
1,729.0 |
1,729.0 |
1,729.0 |
1,731.0 |
S1 |
1,720.9 |
1,720.9 |
1,725.1 |
1,725.0 |
S2 |
1,715.6 |
1,715.6 |
1,723.8 |
|
S3 |
1,702.2 |
1,707.5 |
1,722.6 |
|
S4 |
1,688.8 |
1,694.1 |
1,718.9 |
|
|
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 |
1,749.7 |
1,706.5 |
43.2 |
2.5% |
17.9 |
1.0% |
46% |
False |
False |
135 |
10 |
1,761.3 |
1,706.5 |
54.8 |
3.2% |
22.8 |
1.3% |
36% |
False |
False |
398 |
20 |
1,761.3 |
1,645.2 |
116.1 |
6.7% |
24.5 |
1.4% |
70% |
False |
False |
57,399 |
40 |
1,761.3 |
1,523.9 |
237.4 |
13.8% |
26.0 |
1.5% |
85% |
False |
False |
87,663 |
60 |
1,767.1 |
1,523.9 |
243.2 |
14.1% |
30.1 |
1.7% |
83% |
False |
False |
95,698 |
80 |
1,806.6 |
1,523.9 |
282.7 |
16.4% |
31.5 |
1.8% |
72% |
False |
False |
74,486 |
100 |
1,806.6 |
1,523.9 |
282.7 |
16.4% |
35.0 |
2.0% |
72% |
False |
False |
60,359 |
120 |
1,925.1 |
1,523.9 |
401.2 |
23.2% |
38.1 |
2.2% |
50% |
False |
False |
50,811 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,794.0 |
2.618 |
1,772.1 |
1.618 |
1,758.7 |
1.000 |
1,750.4 |
0.618 |
1,745.3 |
HIGH |
1,737.0 |
0.618 |
1,731.9 |
0.500 |
1,730.3 |
0.382 |
1,728.7 |
LOW |
1,723.6 |
0.618 |
1,715.3 |
1.000 |
1,710.2 |
1.618 |
1,701.9 |
2.618 |
1,688.5 |
4.250 |
1,666.7 |
|
|
Fisher Pivots for day following 15-Feb-2012 |
Pivot |
1 day |
3 day |
R1 |
1,730.3 |
1,726.2 |
PP |
1,729.0 |
1,726.1 |
S1 |
1,727.6 |
1,726.0 |
|