Trading Metrics calculated at close of trading on 23-Feb-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Feb-2012 |
23-Feb-2012 |
Change |
Change % |
Previous Week |
Open |
1,359.75 |
1,356.00 |
-3.75 |
-0.3% |
1,347.25 |
High |
1,364.00 |
1,363.75 |
-0.25 |
0.0% |
1,361.25 |
Low |
1,353.00 |
1,350.25 |
-2.75 |
-0.2% |
1,334.25 |
Close |
1,356.00 |
1,363.00 |
7.00 |
0.5% |
1,359.75 |
Range |
11.00 |
13.50 |
2.50 |
22.7% |
27.00 |
ATR |
15.32 |
15.19 |
-0.13 |
-0.8% |
0.00 |
Volume |
1,439,240 |
1,593,827 |
154,587 |
10.7% |
8,453,189 |
|
Daily Pivots for day following 23-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,399.50 |
1,394.75 |
1,370.50 |
|
R3 |
1,386.00 |
1,381.25 |
1,366.75 |
|
R2 |
1,372.50 |
1,372.50 |
1,365.50 |
|
R1 |
1,367.75 |
1,367.75 |
1,364.25 |
1,370.00 |
PP |
1,359.00 |
1,359.00 |
1,359.00 |
1,360.25 |
S1 |
1,354.25 |
1,354.25 |
1,361.75 |
1,356.50 |
S2 |
1,345.50 |
1,345.50 |
1,360.50 |
|
S3 |
1,332.00 |
1,340.75 |
1,359.25 |
|
S4 |
1,318.50 |
1,327.25 |
1,355.50 |
|
|
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 |
1,369.50 |
1,334.25 |
35.25 |
2.6% |
14.00 |
1.0% |
82% |
False |
False |
1,564,495 |
10 |
1,369.50 |
1,333.75 |
35.75 |
2.6% |
14.00 |
1.0% |
82% |
False |
False |
1,653,197 |
20 |
1,369.50 |
1,296.00 |
73.50 |
5.4% |
14.75 |
1.1% |
91% |
False |
False |
1,652,924 |
40 |
1,369.50 |
1,243.00 |
126.50 |
9.3% |
14.50 |
1.1% |
95% |
False |
False |
1,488,686 |
60 |
1,369.50 |
1,164.00 |
205.50 |
15.1% |
18.50 |
1.4% |
97% |
False |
False |
1,378,774 |
80 |
1,369.50 |
1,141.75 |
227.75 |
16.7% |
21.00 |
1.5% |
97% |
False |
False |
1,035,346 |
100 |
1,369.50 |
1,062.00 |
307.50 |
22.6% |
23.25 |
1.7% |
98% |
False |
False |
828,683 |
120 |
1,369.50 |
1,062.00 |
307.50 |
22.6% |
25.00 |
1.8% |
98% |
False |
False |
690,679 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,421.00 |
2.618 |
1,399.00 |
1.618 |
1,385.50 |
1.000 |
1,377.25 |
0.618 |
1,372.00 |
HIGH |
1,363.75 |
0.618 |
1,358.50 |
0.500 |
1,357.00 |
0.382 |
1,355.50 |
LOW |
1,350.25 |
0.618 |
1,342.00 |
1.000 |
1,336.75 |
1.618 |
1,328.50 |
2.618 |
1,315.00 |
4.250 |
1,293.00 |
|
|
Fisher Pivots for day following 23-Feb-2012 |
Pivot |
1 day |
3 day |
R1 |
1,361.00 |
1,362.00 |
PP |
1,359.00 |
1,361.00 |
S1 |
1,357.00 |
1,360.00 |
|