Trading Metrics calculated at close of trading on 27-Feb-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Feb-2012 |
27-Feb-2012 |
Change |
Change % |
Previous Week |
Open |
1,778.5 |
1,773.6 |
-4.9 |
-0.3% |
1,736.1 |
High |
1,780.7 |
1,775.6 |
-5.1 |
-0.3% |
1,785.0 |
Low |
1,771.3 |
1,768.1 |
-3.2 |
-0.2% |
1,733.6 |
Close |
1,775.1 |
1,773.6 |
-1.5 |
-0.1% |
1,775.1 |
Range |
9.4 |
7.5 |
-1.9 |
-20.2% |
51.4 |
ATR |
24.3 |
23.1 |
-1.2 |
-4.9% |
0.0 |
Volume |
129 |
147 |
18 |
14.0% |
703 |
|
Daily Pivots for day following 27-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,794.9 |
1,791.8 |
1,777.7 |
|
R3 |
1,787.4 |
1,784.3 |
1,775.7 |
|
R2 |
1,779.9 |
1,779.9 |
1,775.0 |
|
R1 |
1,776.8 |
1,776.8 |
1,774.3 |
1,777.4 |
PP |
1,772.4 |
1,772.4 |
1,772.4 |
1,772.7 |
S1 |
1,769.3 |
1,769.3 |
1,772.9 |
1,769.9 |
S2 |
1,764.9 |
1,764.9 |
1,772.2 |
|
S3 |
1,757.4 |
1,761.8 |
1,771.5 |
|
S4 |
1,749.9 |
1,754.3 |
1,769.5 |
|
|
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 |
1,733.6 |
51.4 |
2.9% |
17.3 |
1.0% |
78% |
False |
False |
170 |
10 |
1,785.0 |
1,707.0 |
78.0 |
4.4% |
16.2 |
0.9% |
85% |
False |
False |
127 |
20 |
1,785.0 |
1,706.5 |
78.5 |
4.4% |
20.8 |
1.2% |
85% |
False |
False |
3,240 |
40 |
1,785.0 |
1,523.9 |
261.1 |
14.7% |
24.6 |
1.4% |
96% |
False |
False |
73,013 |
60 |
1,785.0 |
1,523.9 |
261.1 |
14.7% |
28.2 |
1.6% |
96% |
False |
False |
89,545 |
80 |
1,806.6 |
1,523.9 |
282.7 |
15.9% |
29.8 |
1.7% |
88% |
False |
False |
74,139 |
100 |
1,806.6 |
1,523.9 |
282.7 |
15.9% |
31.3 |
1.8% |
88% |
False |
False |
60,082 |
120 |
1,925.1 |
1,523.9 |
401.2 |
22.6% |
36.2 |
2.0% |
62% |
False |
False |
50,726 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,807.5 |
2.618 |
1,795.2 |
1.618 |
1,787.7 |
1.000 |
1,783.1 |
0.618 |
1,780.2 |
HIGH |
1,775.6 |
0.618 |
1,772.7 |
0.500 |
1,771.9 |
0.382 |
1,771.0 |
LOW |
1,768.1 |
0.618 |
1,763.5 |
1.000 |
1,760.6 |
1.618 |
1,756.0 |
2.618 |
1,748.5 |
4.250 |
1,736.2 |
|
|
Fisher Pivots for day following 27-Feb-2012 |
Pivot |
1 day |
3 day |
R1 |
1,773.0 |
1,776.6 |
PP |
1,772.4 |
1,775.6 |
S1 |
1,771.9 |
1,774.6 |
|