Trading Metrics calculated at close of trading on 16-Feb-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Feb-2012 |
16-Feb-2012 |
Change |
Change % |
Previous Week |
Open |
1,347.50 |
1,341.75 |
-5.75 |
-0.4% |
1,336.50 |
High |
1,358.00 |
1,357.25 |
-0.75 |
-0.1% |
1,352.50 |
Low |
1,338.00 |
1,334.25 |
-3.75 |
-0.3% |
1,330.25 |
Close |
1,342.25 |
1,354.75 |
12.50 |
0.9% |
1,340.50 |
Range |
20.00 |
23.00 |
3.00 |
15.0% |
22.25 |
ATR |
15.87 |
16.37 |
0.51 |
3.2% |
0.00 |
Volume |
2,275,907 |
1,959,657 |
-316,250 |
-13.9% |
7,694,876 |
|
Daily Pivots for day following 16-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,417.75 |
1,409.25 |
1,367.50 |
|
R3 |
1,394.75 |
1,386.25 |
1,361.00 |
|
R2 |
1,371.75 |
1,371.75 |
1,359.00 |
|
R1 |
1,363.25 |
1,363.25 |
1,356.75 |
1,367.50 |
PP |
1,348.75 |
1,348.75 |
1,348.75 |
1,351.00 |
S1 |
1,340.25 |
1,340.25 |
1,352.75 |
1,344.50 |
S2 |
1,325.75 |
1,325.75 |
1,350.50 |
|
S3 |
1,302.75 |
1,317.25 |
1,348.50 |
|
S4 |
1,279.75 |
1,294.25 |
1,342.00 |
|
|
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 |
1,358.00 |
1,333.75 |
24.25 |
1.8% |
16.25 |
1.2% |
87% |
False |
False |
1,783,807 |
10 |
1,358.00 |
1,320.00 |
38.00 |
2.8% |
15.00 |
1.1% |
91% |
False |
False |
1,660,468 |
20 |
1,358.00 |
1,296.00 |
62.00 |
4.6% |
15.00 |
1.1% |
95% |
False |
False |
1,670,181 |
40 |
1,358.00 |
1,198.75 |
159.25 |
11.8% |
15.75 |
1.2% |
98% |
False |
False |
1,469,195 |
60 |
1,358.00 |
1,141.75 |
216.25 |
16.0% |
19.50 |
1.4% |
98% |
False |
False |
1,281,554 |
80 |
1,358.00 |
1,141.75 |
216.25 |
16.0% |
22.00 |
1.6% |
98% |
False |
False |
962,149 |
100 |
1,358.00 |
1,062.00 |
296.00 |
21.8% |
24.25 |
1.8% |
99% |
False |
False |
770,120 |
120 |
1,358.00 |
1,062.00 |
296.00 |
21.8% |
25.75 |
1.9% |
99% |
False |
False |
641,825 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,455.00 |
2.618 |
1,417.50 |
1.618 |
1,394.50 |
1.000 |
1,380.25 |
0.618 |
1,371.50 |
HIGH |
1,357.25 |
0.618 |
1,348.50 |
0.500 |
1,345.75 |
0.382 |
1,343.00 |
LOW |
1,334.25 |
0.618 |
1,320.00 |
1.000 |
1,311.25 |
1.618 |
1,297.00 |
2.618 |
1,274.00 |
4.250 |
1,236.50 |
|
|
Fisher Pivots for day following 16-Feb-2012 |
Pivot |
1 day |
3 day |
R1 |
1,351.75 |
1,352.00 |
PP |
1,348.75 |
1,349.00 |
S1 |
1,345.75 |
1,346.00 |
|