Trading Metrics calculated at close of trading on 27-Feb-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Feb-2012 |
27-Feb-2012 |
Change |
Change % |
Previous Week |
Open |
1,363.00 |
1,363.25 |
0.25 |
0.0% |
1,366.75 |
High |
1,368.50 |
1,370.50 |
2.00 |
0.1% |
1,369.50 |
Low |
1,361.50 |
1,353.00 |
-8.50 |
-0.6% |
1,350.25 |
Close |
1,363.25 |
1,367.25 |
4.00 |
0.3% |
1,363.25 |
Range |
7.00 |
17.50 |
10.50 |
150.0% |
19.25 |
ATR |
14.60 |
14.81 |
0.21 |
1.4% |
0.00 |
Volume |
1,165,325 |
1,662,699 |
497,374 |
42.7% |
5,780,539 |
|
Daily Pivots for day following 27-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,416.00 |
1,409.25 |
1,377.00 |
|
R3 |
1,398.50 |
1,391.75 |
1,372.00 |
|
R2 |
1,381.00 |
1,381.00 |
1,370.50 |
|
R1 |
1,374.25 |
1,374.25 |
1,368.75 |
1,377.50 |
PP |
1,363.50 |
1,363.50 |
1,363.50 |
1,365.25 |
S1 |
1,356.75 |
1,356.75 |
1,365.75 |
1,360.00 |
S2 |
1,346.00 |
1,346.00 |
1,364.00 |
|
S3 |
1,328.50 |
1,339.25 |
1,362.50 |
|
S4 |
1,311.00 |
1,321.75 |
1,357.50 |
|
|
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 |
1,370.50 |
1,350.25 |
20.25 |
1.5% |
12.50 |
0.9% |
84% |
True |
False |
1,488,647 |
10 |
1,370.50 |
1,334.25 |
36.25 |
2.7% |
13.75 |
1.0% |
91% |
True |
False |
1,589,642 |
20 |
1,370.50 |
1,296.00 |
74.50 |
5.4% |
14.25 |
1.0% |
96% |
True |
False |
1,607,719 |
40 |
1,370.50 |
1,243.75 |
126.75 |
9.3% |
14.50 |
1.1% |
97% |
True |
False |
1,528,902 |
60 |
1,370.50 |
1,177.25 |
193.25 |
14.1% |
18.25 |
1.3% |
98% |
True |
False |
1,425,630 |
80 |
1,370.50 |
1,141.75 |
228.75 |
16.7% |
20.75 |
1.5% |
99% |
True |
False |
1,070,612 |
100 |
1,370.50 |
1,062.00 |
308.50 |
22.6% |
22.75 |
1.7% |
99% |
True |
False |
856,936 |
120 |
1,370.50 |
1,062.00 |
308.50 |
22.6% |
24.75 |
1.8% |
99% |
True |
False |
714,246 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,445.00 |
2.618 |
1,416.25 |
1.618 |
1,398.75 |
1.000 |
1,388.00 |
0.618 |
1,381.25 |
HIGH |
1,370.50 |
0.618 |
1,363.75 |
0.500 |
1,361.75 |
0.382 |
1,359.75 |
LOW |
1,353.00 |
0.618 |
1,342.25 |
1.000 |
1,335.50 |
1.618 |
1,324.75 |
2.618 |
1,307.25 |
4.250 |
1,278.50 |
|
|
Fisher Pivots for day following 27-Feb-2012 |
Pivot |
1 day |
3 day |
R1 |
1,365.50 |
1,365.00 |
PP |
1,363.50 |
1,362.75 |
S1 |
1,361.75 |
1,360.50 |
|