Trading Metrics calculated at close of trading on 24-Feb-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Feb-2012 |
24-Feb-2012 |
Change |
Change % |
Previous Week |
Open |
1,774.0 |
1,778.5 |
4.5 |
0.3% |
1,736.1 |
High |
1,785.0 |
1,780.7 |
-4.3 |
-0.2% |
1,785.0 |
Low |
1,773.0 |
1,771.3 |
-1.7 |
-0.1% |
1,733.6 |
Close |
1,784.9 |
1,775.1 |
-9.8 |
-0.5% |
1,775.1 |
Range |
12.0 |
9.4 |
-2.6 |
-21.7% |
51.4 |
ATR |
25.1 |
24.3 |
-0.8 |
-3.3% |
0.0 |
Volume |
298 |
129 |
-169 |
-56.7% |
703 |
|
Daily Pivots for day following 24-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,803.9 |
1,798.9 |
1,780.3 |
|
R3 |
1,794.5 |
1,789.5 |
1,777.7 |
|
R2 |
1,785.1 |
1,785.1 |
1,776.8 |
|
R1 |
1,780.1 |
1,780.1 |
1,776.0 |
1,777.9 |
PP |
1,775.7 |
1,775.7 |
1,775.7 |
1,774.6 |
S1 |
1,770.7 |
1,770.7 |
1,774.2 |
1,768.5 |
S2 |
1,766.3 |
1,766.3 |
1,773.4 |
|
S3 |
1,756.9 |
1,761.3 |
1,772.5 |
|
S4 |
1,747.5 |
1,751.9 |
1,769.9 |
|
|
Weekly Pivots for week ending 24-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,918.8 |
1,898.3 |
1,803.4 |
|
R3 |
1,867.4 |
1,846.9 |
1,789.2 |
|
R2 |
1,816.0 |
1,816.0 |
1,784.5 |
|
R1 |
1,795.5 |
1,795.5 |
1,779.8 |
1,805.8 |
PP |
1,764.6 |
1,764.6 |
1,764.6 |
1,769.7 |
S1 |
1,744.1 |
1,744.1 |
1,770.4 |
1,754.4 |
S2 |
1,713.2 |
1,713.2 |
1,765.7 |
|
S3 |
1,661.8 |
1,692.7 |
1,761.0 |
|
S4 |
1,610.4 |
1,641.3 |
1,746.8 |
|
|
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 |
1,718.8 |
66.2 |
3.7% |
19.1 |
1.1% |
85% |
False |
False |
156 |
10 |
1,785.0 |
1,706.5 |
78.5 |
4.4% |
18.3 |
1.0% |
87% |
False |
False |
137 |
20 |
1,785.0 |
1,706.5 |
78.5 |
4.4% |
21.7 |
1.2% |
87% |
False |
False |
11,497 |
40 |
1,785.0 |
1,523.9 |
261.1 |
14.7% |
25.5 |
1.4% |
96% |
False |
False |
75,688 |
60 |
1,785.0 |
1,523.9 |
261.1 |
14.7% |
28.3 |
1.6% |
96% |
False |
False |
91,792 |
80 |
1,806.6 |
1,523.9 |
282.7 |
15.9% |
30.2 |
1.7% |
89% |
False |
False |
74,184 |
100 |
1,806.6 |
1,523.9 |
282.7 |
15.9% |
31.6 |
1.8% |
89% |
False |
False |
60,104 |
120 |
1,925.1 |
1,523.9 |
401.2 |
22.6% |
36.6 |
2.1% |
63% |
False |
False |
50,735 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,820.7 |
2.618 |
1,805.3 |
1.618 |
1,795.9 |
1.000 |
1,790.1 |
0.618 |
1,786.5 |
HIGH |
1,780.7 |
0.618 |
1,777.1 |
0.500 |
1,776.0 |
0.382 |
1,774.9 |
LOW |
1,771.3 |
0.618 |
1,765.5 |
1.000 |
1,761.9 |
1.618 |
1,756.1 |
2.618 |
1,746.7 |
4.250 |
1,731.4 |
|
|
Fisher Pivots for day following 24-Feb-2012 |
Pivot |
1 day |
3 day |
R1 |
1,776.0 |
1,772.7 |
PP |
1,775.7 |
1,770.2 |
S1 |
1,775.4 |
1,767.8 |
|