Trading Metrics calculated at close of trading on 21-Feb-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Feb-2012 |
21-Feb-2012 |
Change |
Change % |
Previous Week |
Open |
1,733.6 |
1,736.1 |
2.5 |
0.1% |
1,725.0 |
High |
1,735.1 |
1,760.0 |
24.9 |
1.4% |
1,737.0 |
Low |
1,718.8 |
1,733.6 |
14.8 |
0.9% |
1,707.0 |
Close |
1,724.5 |
1,757.1 |
32.6 |
1.9% |
1,724.5 |
Range |
16.3 |
26.4 |
10.1 |
62.0% |
30.0 |
ATR |
24.7 |
25.5 |
0.8 |
3.1% |
0.0 |
Volume |
80 |
115 |
35 |
43.8% |
426 |
|
Daily Pivots for day following 21-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,829.4 |
1,819.7 |
1,771.6 |
|
R3 |
1,803.0 |
1,793.3 |
1,764.4 |
|
R2 |
1,776.6 |
1,776.6 |
1,761.9 |
|
R1 |
1,766.9 |
1,766.9 |
1,759.5 |
1,771.8 |
PP |
1,750.2 |
1,750.2 |
1,750.2 |
1,752.7 |
S1 |
1,740.5 |
1,740.5 |
1,754.7 |
1,745.4 |
S2 |
1,723.8 |
1,723.8 |
1,752.3 |
|
S3 |
1,697.4 |
1,714.1 |
1,749.8 |
|
S4 |
1,671.0 |
1,687.7 |
1,742.6 |
|
|
Weekly Pivots for week ending 17-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,812.8 |
1,798.7 |
1,741.0 |
|
R3 |
1,782.8 |
1,768.7 |
1,732.8 |
|
R2 |
1,752.8 |
1,752.8 |
1,730.0 |
|
R1 |
1,738.7 |
1,738.7 |
1,727.3 |
1,730.8 |
PP |
1,722.8 |
1,722.8 |
1,722.8 |
1,718.9 |
S1 |
1,708.7 |
1,708.7 |
1,721.8 |
1,700.8 |
S2 |
1,692.8 |
1,692.8 |
1,719.0 |
|
S3 |
1,662.8 |
1,678.7 |
1,716.3 |
|
S4 |
1,632.8 |
1,648.7 |
1,708.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,760.0 |
1,707.0 |
53.0 |
3.0% |
17.5 |
1.0% |
95% |
True |
False |
87 |
10 |
1,760.0 |
1,706.5 |
53.5 |
3.0% |
21.2 |
1.2% |
95% |
True |
False |
163 |
20 |
1,761.3 |
1,649.2 |
112.1 |
6.4% |
24.6 |
1.4% |
96% |
False |
False |
39,353 |
40 |
1,761.3 |
1,523.9 |
237.4 |
13.5% |
25.4 |
1.4% |
98% |
False |
False |
79,840 |
60 |
1,767.1 |
1,523.9 |
243.2 |
13.8% |
29.1 |
1.7% |
96% |
False |
False |
94,428 |
80 |
1,806.6 |
1,523.9 |
282.7 |
16.1% |
30.7 |
1.7% |
82% |
False |
False |
74,400 |
100 |
1,806.6 |
1,523.9 |
282.7 |
16.1% |
32.6 |
1.9% |
82% |
False |
False |
60,192 |
120 |
1,925.1 |
1,523.9 |
401.2 |
22.8% |
37.0 |
2.1% |
58% |
False |
False |
50,758 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,872.2 |
2.618 |
1,829.1 |
1.618 |
1,802.7 |
1.000 |
1,786.4 |
0.618 |
1,776.3 |
HIGH |
1,760.0 |
0.618 |
1,749.9 |
0.500 |
1,746.8 |
0.382 |
1,743.7 |
LOW |
1,733.6 |
0.618 |
1,717.3 |
1.000 |
1,707.2 |
1.618 |
1,690.9 |
2.618 |
1,664.5 |
4.250 |
1,621.4 |
|
|
Fisher Pivots for day following 21-Feb-2012 |
Pivot |
1 day |
3 day |
R1 |
1,753.7 |
1,749.2 |
PP |
1,750.2 |
1,741.4 |
S1 |
1,746.8 |
1,733.5 |
|