Trading Metrics calculated at close of trading on 23-Feb-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Feb-2012 |
23-Feb-2012 |
Change |
Change % |
Previous Week |
Open |
1,758.7 |
1,774.0 |
15.3 |
0.9% |
1,725.0 |
High |
1,781.9 |
1,785.0 |
3.1 |
0.2% |
1,737.0 |
Low |
1,750.5 |
1,773.0 |
22.5 |
1.3% |
1,707.0 |
Close |
1,770.0 |
1,784.9 |
14.9 |
0.8% |
1,724.5 |
Range |
31.4 |
12.0 |
-19.4 |
-61.8% |
30.0 |
ATR |
25.9 |
25.1 |
-0.8 |
-3.0% |
0.0 |
Volume |
161 |
298 |
137 |
85.1% |
426 |
|
Daily Pivots for day following 23-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,817.0 |
1,812.9 |
1,791.5 |
|
R3 |
1,805.0 |
1,800.9 |
1,788.2 |
|
R2 |
1,793.0 |
1,793.0 |
1,787.1 |
|
R1 |
1,788.9 |
1,788.9 |
1,786.0 |
1,791.0 |
PP |
1,781.0 |
1,781.0 |
1,781.0 |
1,782.0 |
S1 |
1,776.9 |
1,776.9 |
1,783.8 |
1,779.0 |
S2 |
1,769.0 |
1,769.0 |
1,782.7 |
|
S3 |
1,757.0 |
1,764.9 |
1,781.6 |
|
S4 |
1,745.0 |
1,752.9 |
1,778.3 |
|
|
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 |
1,785.0 |
1,707.0 |
78.0 |
4.4% |
21.5 |
1.2% |
100% |
True |
False |
138 |
10 |
1,785.0 |
1,706.5 |
78.5 |
4.4% |
19.7 |
1.1% |
100% |
True |
False |
136 |
20 |
1,785.0 |
1,703.0 |
82.0 |
4.6% |
22.7 |
1.3% |
100% |
True |
False |
21,743 |
40 |
1,785.0 |
1,523.9 |
261.1 |
14.6% |
25.7 |
1.4% |
100% |
True |
False |
76,764 |
60 |
1,785.0 |
1,523.9 |
261.1 |
14.6% |
28.8 |
1.6% |
100% |
True |
False |
92,871 |
80 |
1,806.6 |
1,523.9 |
282.7 |
15.8% |
30.4 |
1.7% |
92% |
False |
False |
74,291 |
100 |
1,806.6 |
1,523.9 |
282.7 |
15.8% |
31.9 |
1.8% |
92% |
False |
False |
60,130 |
120 |
1,925.1 |
1,523.9 |
401.2 |
22.5% |
36.6 |
2.1% |
65% |
False |
False |
50,746 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,836.0 |
2.618 |
1,816.4 |
1.618 |
1,804.4 |
1.000 |
1,797.0 |
0.618 |
1,792.4 |
HIGH |
1,785.0 |
0.618 |
1,780.4 |
0.500 |
1,779.0 |
0.382 |
1,777.6 |
LOW |
1,773.0 |
0.618 |
1,765.6 |
1.000 |
1,761.0 |
1.618 |
1,753.6 |
2.618 |
1,741.6 |
4.250 |
1,722.0 |
|
|
Fisher Pivots for day following 23-Feb-2012 |
Pivot |
1 day |
3 day |
R1 |
1,782.9 |
1,776.4 |
PP |
1,781.0 |
1,767.8 |
S1 |
1,779.0 |
1,759.3 |
|