Trading Metrics calculated at close of trading on 14-Feb-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Feb-2012 |
14-Feb-2012 |
Change |
Change % |
Previous Week |
Open |
1,347.25 |
1,349.25 |
2.00 |
0.1% |
1,336.50 |
High |
1,352.25 |
1,352.00 |
-0.25 |
0.0% |
1,352.50 |
Low |
1,342.75 |
1,337.75 |
-5.00 |
-0.4% |
1,330.25 |
Close |
1,349.00 |
1,347.75 |
-1.25 |
-0.1% |
1,340.50 |
Range |
9.50 |
14.25 |
4.75 |
50.0% |
22.25 |
ATR |
15.65 |
15.55 |
-0.10 |
-0.6% |
0.00 |
Volume |
1,234,654 |
1,735,366 |
500,712 |
40.6% |
7,694,876 |
|
Daily Pivots for day following 14-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,388.50 |
1,382.50 |
1,355.50 |
|
R3 |
1,374.25 |
1,368.25 |
1,351.75 |
|
R2 |
1,360.00 |
1,360.00 |
1,350.25 |
|
R1 |
1,354.00 |
1,354.00 |
1,349.00 |
1,350.00 |
PP |
1,345.75 |
1,345.75 |
1,345.75 |
1,343.75 |
S1 |
1,339.75 |
1,339.75 |
1,346.50 |
1,335.50 |
S2 |
1,331.50 |
1,331.50 |
1,345.25 |
|
S3 |
1,317.25 |
1,325.50 |
1,343.75 |
|
S4 |
1,303.00 |
1,311.25 |
1,340.00 |
|
|
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 |
1,333.75 |
18.75 |
1.4% |
12.00 |
0.9% |
75% |
False |
False |
1,594,910 |
10 |
1,352.50 |
1,303.75 |
48.75 |
3.6% |
13.75 |
1.0% |
90% |
False |
False |
1,562,586 |
20 |
1,352.50 |
1,286.50 |
66.00 |
4.9% |
14.25 |
1.1% |
93% |
False |
False |
1,616,875 |
40 |
1,352.50 |
1,195.50 |
157.00 |
11.6% |
15.75 |
1.2% |
97% |
False |
False |
1,450,233 |
60 |
1,352.50 |
1,141.75 |
210.75 |
15.6% |
19.75 |
1.5% |
98% |
False |
False |
1,211,294 |
80 |
1,352.50 |
1,141.75 |
210.75 |
15.6% |
22.25 |
1.6% |
98% |
False |
False |
909,239 |
100 |
1,352.50 |
1,062.00 |
290.50 |
21.6% |
24.75 |
1.8% |
98% |
False |
False |
727,788 |
120 |
1,352.50 |
1,062.00 |
290.50 |
21.6% |
26.00 |
1.9% |
98% |
False |
False |
606,536 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,412.50 |
2.618 |
1,389.25 |
1.618 |
1,375.00 |
1.000 |
1,366.25 |
0.618 |
1,360.75 |
HIGH |
1,352.00 |
0.618 |
1,346.50 |
0.500 |
1,345.00 |
0.382 |
1,343.25 |
LOW |
1,337.75 |
0.618 |
1,329.00 |
1.000 |
1,323.50 |
1.618 |
1,314.75 |
2.618 |
1,300.50 |
4.250 |
1,277.25 |
|
|
Fisher Pivots for day following 14-Feb-2012 |
Pivot |
1 day |
3 day |
R1 |
1,346.75 |
1,346.25 |
PP |
1,345.75 |
1,344.50 |
S1 |
1,345.00 |
1,343.00 |
|