Trading Metrics calculated at close of trading on 22-Feb-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Feb-2012 |
22-Feb-2012 |
Change |
Change % |
Previous Week |
Open |
1,736.1 |
1,758.7 |
22.6 |
1.3% |
1,725.0 |
High |
1,760.0 |
1,781.9 |
21.9 |
1.2% |
1,737.0 |
Low |
1,733.6 |
1,750.5 |
16.9 |
1.0% |
1,707.0 |
Close |
1,757.1 |
1,770.0 |
12.9 |
0.7% |
1,724.5 |
Range |
26.4 |
31.4 |
5.0 |
18.9% |
30.0 |
ATR |
25.5 |
25.9 |
0.4 |
1.7% |
0.0 |
Volume |
115 |
161 |
46 |
40.0% |
426 |
|
Daily Pivots for day following 22-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,861.7 |
1,847.2 |
1,787.3 |
|
R3 |
1,830.3 |
1,815.8 |
1,778.6 |
|
R2 |
1,798.9 |
1,798.9 |
1,775.8 |
|
R1 |
1,784.4 |
1,784.4 |
1,772.9 |
1,791.7 |
PP |
1,767.5 |
1,767.5 |
1,767.5 |
1,771.1 |
S1 |
1,753.0 |
1,753.0 |
1,767.1 |
1,760.3 |
S2 |
1,736.1 |
1,736.1 |
1,764.2 |
|
S3 |
1,704.7 |
1,721.6 |
1,761.4 |
|
S4 |
1,673.3 |
1,690.2 |
1,752.7 |
|
|
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 |
1,781.9 |
1,707.0 |
74.9 |
4.2% |
21.8 |
1.2% |
84% |
True |
False |
100 |
10 |
1,781.9 |
1,706.5 |
75.4 |
4.3% |
20.8 |
1.2% |
84% |
True |
False |
152 |
20 |
1,781.9 |
1,649.2 |
132.7 |
7.5% |
25.3 |
1.4% |
91% |
True |
False |
33,071 |
40 |
1,781.9 |
1,523.9 |
258.0 |
14.6% |
25.7 |
1.5% |
95% |
True |
False |
77,677 |
60 |
1,781.9 |
1,523.9 |
258.0 |
14.6% |
29.1 |
1.6% |
95% |
True |
False |
93,927 |
80 |
1,806.6 |
1,523.9 |
282.7 |
16.0% |
30.7 |
1.7% |
87% |
False |
False |
74,348 |
100 |
1,806.6 |
1,523.9 |
282.7 |
16.0% |
32.2 |
1.8% |
87% |
False |
False |
60,162 |
120 |
1,925.1 |
1,523.9 |
401.2 |
22.7% |
36.8 |
2.1% |
61% |
False |
False |
50,752 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,915.4 |
2.618 |
1,864.1 |
1.618 |
1,832.7 |
1.000 |
1,813.3 |
0.618 |
1,801.3 |
HIGH |
1,781.9 |
0.618 |
1,769.9 |
0.500 |
1,766.2 |
0.382 |
1,762.5 |
LOW |
1,750.5 |
0.618 |
1,731.1 |
1.000 |
1,719.1 |
1.618 |
1,699.7 |
2.618 |
1,668.3 |
4.250 |
1,617.1 |
|
|
Fisher Pivots for day following 22-Feb-2012 |
Pivot |
1 day |
3 day |
R1 |
1,768.7 |
1,763.5 |
PP |
1,767.5 |
1,756.9 |
S1 |
1,766.2 |
1,750.4 |
|