Trading Metrics calculated at close of trading on 13-Feb-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Feb-2012 |
13-Feb-2012 |
Change |
Change % |
Previous Week |
Open |
1,348.00 |
1,347.25 |
-0.75 |
-0.1% |
1,336.50 |
High |
1,348.25 |
1,352.25 |
4.00 |
0.3% |
1,352.50 |
Low |
1,333.75 |
1,342.75 |
9.00 |
0.7% |
1,330.25 |
Close |
1,340.50 |
1,349.00 |
8.50 |
0.6% |
1,340.50 |
Range |
14.50 |
9.50 |
-5.00 |
-34.5% |
22.25 |
ATR |
15.95 |
15.65 |
-0.30 |
-1.9% |
0.00 |
Volume |
1,713,453 |
1,234,654 |
-478,799 |
-27.9% |
7,694,876 |
|
Daily Pivots for day following 13-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,376.50 |
1,372.25 |
1,354.25 |
|
R3 |
1,367.00 |
1,362.75 |
1,351.50 |
|
R2 |
1,357.50 |
1,357.50 |
1,350.75 |
|
R1 |
1,353.25 |
1,353.25 |
1,349.75 |
1,355.50 |
PP |
1,348.00 |
1,348.00 |
1,348.00 |
1,349.00 |
S1 |
1,343.75 |
1,343.75 |
1,348.25 |
1,346.00 |
S2 |
1,338.50 |
1,338.50 |
1,347.25 |
|
S3 |
1,329.00 |
1,334.25 |
1,346.50 |
|
S4 |
1,319.50 |
1,324.75 |
1,343.75 |
|
|
Weekly Pivots for week ending 10-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,407.75 |
1,396.50 |
1,352.75 |
|
R3 |
1,385.50 |
1,374.25 |
1,346.50 |
|
R2 |
1,363.25 |
1,363.25 |
1,344.50 |
|
R1 |
1,352.00 |
1,352.00 |
1,342.50 |
1,357.50 |
PP |
1,341.00 |
1,341.00 |
1,341.00 |
1,344.00 |
S1 |
1,329.75 |
1,329.75 |
1,338.50 |
1,335.50 |
S2 |
1,318.75 |
1,318.75 |
1,336.50 |
|
S3 |
1,296.50 |
1,307.50 |
1,334.50 |
|
S4 |
1,274.25 |
1,285.25 |
1,328.25 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,352.50 |
1,331.75 |
20.75 |
1.5% |
12.00 |
0.9% |
83% |
False |
False |
1,547,589 |
10 |
1,352.50 |
1,302.25 |
50.25 |
3.7% |
14.00 |
1.0% |
93% |
False |
False |
1,578,205 |
20 |
1,352.50 |
1,281.25 |
71.25 |
5.3% |
14.75 |
1.1% |
95% |
False |
False |
1,621,948 |
40 |
1,352.50 |
1,195.50 |
157.00 |
11.6% |
16.00 |
1.2% |
98% |
False |
False |
1,454,413 |
60 |
1,352.50 |
1,141.75 |
210.75 |
15.6% |
20.00 |
1.5% |
98% |
False |
False |
1,182,414 |
80 |
1,352.50 |
1,141.75 |
210.75 |
15.6% |
22.25 |
1.7% |
98% |
False |
False |
887,591 |
100 |
1,352.50 |
1,062.00 |
290.50 |
21.5% |
25.25 |
1.9% |
99% |
False |
False |
710,443 |
120 |
1,352.50 |
1,062.00 |
290.50 |
21.5% |
26.25 |
1.9% |
99% |
False |
False |
592,075 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,392.50 |
2.618 |
1,377.00 |
1.618 |
1,367.50 |
1.000 |
1,361.75 |
0.618 |
1,358.00 |
HIGH |
1,352.25 |
0.618 |
1,348.50 |
0.500 |
1,347.50 |
0.382 |
1,346.50 |
LOW |
1,342.75 |
0.618 |
1,337.00 |
1.000 |
1,333.25 |
1.618 |
1,327.50 |
2.618 |
1,318.00 |
4.250 |
1,302.50 |
|
|
Fisher Pivots for day following 13-Feb-2012 |
Pivot |
1 day |
3 day |
R1 |
1,348.50 |
1,347.00 |
PP |
1,348.00 |
1,345.00 |
S1 |
1,347.50 |
1,343.00 |
|