Trading Metrics calculated at close of trading on 15-Feb-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Feb-2012 |
15-Feb-2012 |
Change |
Change % |
Previous Week |
Open |
1,349.25 |
1,347.50 |
-1.75 |
-0.1% |
1,336.50 |
High |
1,352.00 |
1,358.00 |
6.00 |
0.4% |
1,352.50 |
Low |
1,337.75 |
1,338.00 |
0.25 |
0.0% |
1,330.25 |
Close |
1,347.75 |
1,342.25 |
-5.50 |
-0.4% |
1,340.50 |
Range |
14.25 |
20.00 |
5.75 |
40.4% |
22.25 |
ATR |
15.55 |
15.87 |
0.32 |
2.0% |
0.00 |
Volume |
1,735,366 |
2,275,907 |
540,541 |
31.1% |
7,694,876 |
|
Daily Pivots for day following 15-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,406.00 |
1,394.25 |
1,353.25 |
|
R3 |
1,386.00 |
1,374.25 |
1,347.75 |
|
R2 |
1,366.00 |
1,366.00 |
1,346.00 |
|
R1 |
1,354.25 |
1,354.25 |
1,344.00 |
1,350.00 |
PP |
1,346.00 |
1,346.00 |
1,346.00 |
1,344.00 |
S1 |
1,334.25 |
1,334.25 |
1,340.50 |
1,330.00 |
S2 |
1,326.00 |
1,326.00 |
1,338.50 |
|
S3 |
1,306.00 |
1,314.25 |
1,336.75 |
|
S4 |
1,286.00 |
1,294.25 |
1,331.25 |
|
|
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 |
1,358.00 |
1,333.75 |
24.25 |
1.8% |
14.00 |
1.0% |
35% |
True |
False |
1,741,899 |
10 |
1,358.00 |
1,317.00 |
41.00 |
3.1% |
13.50 |
1.0% |
62% |
True |
False |
1,599,723 |
20 |
1,358.00 |
1,296.00 |
62.00 |
4.6% |
14.50 |
1.1% |
75% |
True |
False |
1,647,633 |
40 |
1,358.00 |
1,195.50 |
162.50 |
12.1% |
15.75 |
1.2% |
90% |
True |
False |
1,452,559 |
60 |
1,358.00 |
1,141.75 |
216.25 |
16.1% |
19.50 |
1.4% |
93% |
True |
False |
1,249,178 |
80 |
1,358.00 |
1,141.75 |
216.25 |
16.1% |
22.25 |
1.7% |
93% |
True |
False |
937,671 |
100 |
1,358.00 |
1,062.00 |
296.00 |
22.1% |
24.50 |
1.8% |
95% |
True |
False |
750,536 |
120 |
1,358.00 |
1,062.00 |
296.00 |
22.1% |
25.75 |
1.9% |
95% |
True |
False |
625,495 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,443.00 |
2.618 |
1,410.25 |
1.618 |
1,390.25 |
1.000 |
1,378.00 |
0.618 |
1,370.25 |
HIGH |
1,358.00 |
0.618 |
1,350.25 |
0.500 |
1,348.00 |
0.382 |
1,345.75 |
LOW |
1,338.00 |
0.618 |
1,325.75 |
1.000 |
1,318.00 |
1.618 |
1,305.75 |
2.618 |
1,285.75 |
4.250 |
1,253.00 |
|
|
Fisher Pivots for day following 15-Feb-2012 |
Pivot |
1 day |
3 day |
R1 |
1,348.00 |
1,348.00 |
PP |
1,346.00 |
1,346.00 |
S1 |
1,344.25 |
1,344.00 |
|