Trading Metrics calculated at close of trading on 16-Feb-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Feb-2012 |
16-Feb-2012 |
Change |
Change % |
Previous Week |
Open |
1,723.6 |
1,718.4 |
-5.2 |
-0.3% |
1,728.0 |
High |
1,737.0 |
1,728.4 |
-8.6 |
-0.5% |
1,751.5 |
Low |
1,723.6 |
1,707.0 |
-16.6 |
-1.0% |
1,706.5 |
Close |
1,726.3 |
1,726.8 |
0.5 |
0.0% |
1,723.3 |
Range |
13.4 |
21.4 |
8.0 |
59.7% |
45.0 |
ATR |
25.7 |
25.4 |
-0.3 |
-1.2% |
0.0 |
Volume |
110 |
38 |
-72 |
-65.5% |
1,820 |
|
Daily Pivots for day following 16-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,784.9 |
1,777.3 |
1,738.6 |
|
R3 |
1,763.5 |
1,755.9 |
1,732.7 |
|
R2 |
1,742.1 |
1,742.1 |
1,730.7 |
|
R1 |
1,734.5 |
1,734.5 |
1,728.8 |
1,738.3 |
PP |
1,720.7 |
1,720.7 |
1,720.7 |
1,722.7 |
S1 |
1,713.1 |
1,713.1 |
1,724.8 |
1,716.9 |
S2 |
1,699.3 |
1,699.3 |
1,722.9 |
|
S3 |
1,677.9 |
1,691.7 |
1,720.9 |
|
S4 |
1,656.5 |
1,670.3 |
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 |
1,737.0 |
1,706.5 |
30.5 |
1.8% |
17.4 |
1.0% |
67% |
False |
False |
118 |
10 |
1,761.3 |
1,706.5 |
54.8 |
3.2% |
23.1 |
1.3% |
37% |
False |
False |
270 |
20 |
1,761.3 |
1,645.2 |
116.1 |
6.7% |
24.5 |
1.4% |
70% |
False |
False |
51,273 |
40 |
1,761.3 |
1,523.9 |
237.4 |
13.7% |
25.9 |
1.5% |
85% |
False |
False |
84,958 |
60 |
1,767.1 |
1,523.9 |
243.2 |
14.1% |
30.0 |
1.7% |
83% |
False |
False |
95,164 |
80 |
1,806.6 |
1,523.9 |
282.7 |
16.4% |
31.3 |
1.8% |
72% |
False |
False |
74,441 |
100 |
1,806.6 |
1,523.9 |
282.7 |
16.4% |
34.0 |
2.0% |
72% |
False |
False |
60,306 |
120 |
1,925.1 |
1,523.9 |
401.2 |
23.2% |
37.7 |
2.2% |
51% |
False |
False |
50,784 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,819.4 |
2.618 |
1,784.4 |
1.618 |
1,763.0 |
1.000 |
1,749.8 |
0.618 |
1,741.6 |
HIGH |
1,728.4 |
0.618 |
1,720.2 |
0.500 |
1,717.7 |
0.382 |
1,715.2 |
LOW |
1,707.0 |
0.618 |
1,693.8 |
1.000 |
1,685.6 |
1.618 |
1,672.4 |
2.618 |
1,651.0 |
4.250 |
1,616.1 |
|
|
Fisher Pivots for day following 16-Feb-2012 |
Pivot |
1 day |
3 day |
R1 |
1,723.8 |
1,725.2 |
PP |
1,720.7 |
1,723.6 |
S1 |
1,717.7 |
1,722.0 |
|