Trading Metrics calculated at close of trading on 24-Feb-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Feb-2012 |
24-Feb-2012 |
Change |
Change % |
Previous Week |
Open |
1,356.00 |
1,363.00 |
7.00 |
0.5% |
1,366.75 |
High |
1,363.75 |
1,368.50 |
4.75 |
0.3% |
1,369.50 |
Low |
1,350.25 |
1,361.50 |
11.25 |
0.8% |
1,350.25 |
Close |
1,363.00 |
1,363.25 |
0.25 |
0.0% |
1,363.25 |
Range |
13.50 |
7.00 |
-6.50 |
-48.1% |
19.25 |
ATR |
15.19 |
14.60 |
-0.58 |
-3.9% |
0.00 |
Volume |
1,593,827 |
1,165,325 |
-428,502 |
-26.9% |
5,780,539 |
|
Daily Pivots for day following 24-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,385.50 |
1,381.25 |
1,367.00 |
|
R3 |
1,378.50 |
1,374.25 |
1,365.25 |
|
R2 |
1,371.50 |
1,371.50 |
1,364.50 |
|
R1 |
1,367.25 |
1,367.25 |
1,364.00 |
1,369.50 |
PP |
1,364.50 |
1,364.50 |
1,364.50 |
1,365.50 |
S1 |
1,360.25 |
1,360.25 |
1,362.50 |
1,362.50 |
S2 |
1,357.50 |
1,357.50 |
1,362.00 |
|
S3 |
1,350.50 |
1,353.25 |
1,361.25 |
|
S4 |
1,343.50 |
1,346.25 |
1,359.50 |
|
|
Weekly Pivots for week ending 24-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,418.75 |
1,410.25 |
1,373.75 |
|
R3 |
1,399.50 |
1,391.00 |
1,368.50 |
|
R2 |
1,380.25 |
1,380.25 |
1,366.75 |
|
R1 |
1,371.75 |
1,371.75 |
1,365.00 |
1,366.50 |
PP |
1,361.00 |
1,361.00 |
1,361.00 |
1,358.25 |
S1 |
1,352.50 |
1,352.50 |
1,361.50 |
1,347.00 |
S2 |
1,341.75 |
1,341.75 |
1,359.75 |
|
S3 |
1,322.50 |
1,333.25 |
1,358.00 |
|
S4 |
1,303.25 |
1,314.00 |
1,352.75 |
|
|
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 |
1,350.25 |
19.25 |
1.4% |
10.75 |
0.8% |
68% |
False |
False |
1,405,628 |
10 |
1,369.50 |
1,333.75 |
35.75 |
2.6% |
13.50 |
1.0% |
83% |
False |
False |
1,594,718 |
20 |
1,369.50 |
1,296.00 |
73.50 |
5.4% |
14.00 |
1.0% |
91% |
False |
False |
1,611,106 |
40 |
1,369.50 |
1,243.00 |
126.50 |
9.3% |
14.50 |
1.1% |
95% |
False |
False |
1,507,802 |
60 |
1,369.50 |
1,177.25 |
192.25 |
14.1% |
18.25 |
1.3% |
97% |
False |
False |
1,398,060 |
80 |
1,369.50 |
1,141.75 |
227.75 |
16.7% |
21.00 |
1.5% |
97% |
False |
False |
1,049,865 |
100 |
1,369.50 |
1,062.00 |
307.50 |
22.6% |
23.00 |
1.7% |
98% |
False |
False |
840,324 |
120 |
1,369.50 |
1,062.00 |
307.50 |
22.6% |
25.00 |
1.8% |
98% |
False |
False |
700,390 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,398.25 |
2.618 |
1,386.75 |
1.618 |
1,379.75 |
1.000 |
1,375.50 |
0.618 |
1,372.75 |
HIGH |
1,368.50 |
0.618 |
1,365.75 |
0.500 |
1,365.00 |
0.382 |
1,364.25 |
LOW |
1,361.50 |
0.618 |
1,357.25 |
1.000 |
1,354.50 |
1.618 |
1,350.25 |
2.618 |
1,343.25 |
4.250 |
1,331.75 |
|
|
Fisher Pivots for day following 24-Feb-2012 |
Pivot |
1 day |
3 day |
R1 |
1,365.00 |
1,362.00 |
PP |
1,364.50 |
1,360.75 |
S1 |
1,363.75 |
1,359.50 |
|