Trading Metrics calculated at close of trading on 17-Feb-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Feb-2012 |
17-Feb-2012 |
Change |
Change % |
Previous Week |
Open |
1,341.75 |
1,354.75 |
13.00 |
1.0% |
1,347.25 |
High |
1,357.25 |
1,361.25 |
4.00 |
0.3% |
1,361.25 |
Low |
1,334.25 |
1,353.00 |
18.75 |
1.4% |
1,334.25 |
Close |
1,354.75 |
1,359.75 |
5.00 |
0.4% |
1,359.75 |
Range |
23.00 |
8.25 |
-14.75 |
-64.1% |
27.00 |
ATR |
16.37 |
15.79 |
-0.58 |
-3.5% |
0.00 |
Volume |
1,959,657 |
1,247,605 |
-712,052 |
-36.3% |
8,453,189 |
|
Daily Pivots for day following 17-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,382.75 |
1,379.50 |
1,364.25 |
|
R3 |
1,374.50 |
1,371.25 |
1,362.00 |
|
R2 |
1,366.25 |
1,366.25 |
1,361.25 |
|
R1 |
1,363.00 |
1,363.00 |
1,360.50 |
1,364.50 |
PP |
1,358.00 |
1,358.00 |
1,358.00 |
1,358.75 |
S1 |
1,354.75 |
1,354.75 |
1,359.00 |
1,356.50 |
S2 |
1,349.75 |
1,349.75 |
1,358.25 |
|
S3 |
1,341.50 |
1,346.50 |
1,357.50 |
|
S4 |
1,333.25 |
1,338.25 |
1,355.25 |
|
|
Weekly Pivots for week ending 17-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,432.75 |
1,423.25 |
1,374.50 |
|
R3 |
1,405.75 |
1,396.25 |
1,367.25 |
|
R2 |
1,378.75 |
1,378.75 |
1,364.75 |
|
R1 |
1,369.25 |
1,369.25 |
1,362.25 |
1,374.00 |
PP |
1,351.75 |
1,351.75 |
1,351.75 |
1,354.00 |
S1 |
1,342.25 |
1,342.25 |
1,357.25 |
1,347.00 |
S2 |
1,324.75 |
1,324.75 |
1,354.75 |
|
S3 |
1,297.75 |
1,315.25 |
1,352.25 |
|
S4 |
1,270.75 |
1,288.25 |
1,345.00 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,361.25 |
1,334.25 |
27.00 |
2.0% |
15.00 |
1.1% |
94% |
True |
False |
1,690,637 |
10 |
1,361.25 |
1,330.25 |
31.00 |
2.3% |
13.50 |
1.0% |
95% |
True |
False |
1,614,806 |
20 |
1,361.25 |
1,296.00 |
65.25 |
4.8% |
15.00 |
1.1% |
98% |
True |
False |
1,673,787 |
40 |
1,361.25 |
1,223.00 |
138.25 |
10.2% |
15.00 |
1.1% |
99% |
True |
False |
1,454,741 |
60 |
1,361.25 |
1,141.75 |
219.50 |
16.1% |
19.25 |
1.4% |
99% |
True |
False |
1,302,203 |
80 |
1,361.25 |
1,141.75 |
219.50 |
16.1% |
22.00 |
1.6% |
99% |
True |
False |
977,732 |
100 |
1,361.25 |
1,062.00 |
299.25 |
22.0% |
24.00 |
1.8% |
99% |
True |
False |
782,582 |
120 |
1,361.25 |
1,062.00 |
299.25 |
22.0% |
25.50 |
1.9% |
99% |
True |
False |
652,222 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,396.25 |
2.618 |
1,382.75 |
1.618 |
1,374.50 |
1.000 |
1,369.50 |
0.618 |
1,366.25 |
HIGH |
1,361.25 |
0.618 |
1,358.00 |
0.500 |
1,357.00 |
0.382 |
1,356.25 |
LOW |
1,353.00 |
0.618 |
1,348.00 |
1.000 |
1,344.75 |
1.618 |
1,339.75 |
2.618 |
1,331.50 |
4.250 |
1,318.00 |
|
|
Fisher Pivots for day following 17-Feb-2012 |
Pivot |
1 day |
3 day |
R1 |
1,359.00 |
1,355.75 |
PP |
1,358.00 |
1,351.75 |
S1 |
1,357.00 |
1,347.75 |
|