Trading Metrics calculated at close of trading on 28-Feb-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Feb-2012 |
28-Feb-2012 |
Change |
Change % |
Previous Week |
Open |
1,363.25 |
1,367.25 |
4.00 |
0.3% |
1,366.75 |
High |
1,370.50 |
1,373.75 |
3.25 |
0.2% |
1,369.50 |
Low |
1,353.00 |
1,364.50 |
11.50 |
0.8% |
1,350.25 |
Close |
1,367.25 |
1,371.50 |
4.25 |
0.3% |
1,363.25 |
Range |
17.50 |
9.25 |
-8.25 |
-47.1% |
19.25 |
ATR |
14.81 |
14.41 |
-0.40 |
-2.7% |
0.00 |
Volume |
1,662,699 |
1,540,432 |
-122,267 |
-7.4% |
5,780,539 |
|
Daily Pivots for day following 28-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,397.75 |
1,393.75 |
1,376.50 |
|
R3 |
1,388.50 |
1,384.50 |
1,374.00 |
|
R2 |
1,379.25 |
1,379.25 |
1,373.25 |
|
R1 |
1,375.25 |
1,375.25 |
1,372.25 |
1,377.25 |
PP |
1,370.00 |
1,370.00 |
1,370.00 |
1,371.00 |
S1 |
1,366.00 |
1,366.00 |
1,370.75 |
1,368.00 |
S2 |
1,360.75 |
1,360.75 |
1,369.75 |
|
S3 |
1,351.50 |
1,356.75 |
1,369.00 |
|
S4 |
1,342.25 |
1,347.50 |
1,366.50 |
|
|
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 |
1,373.75 |
1,350.25 |
23.50 |
1.7% |
11.75 |
0.8% |
90% |
True |
False |
1,480,304 |
10 |
1,373.75 |
1,334.25 |
39.50 |
2.9% |
13.75 |
1.0% |
94% |
True |
False |
1,620,220 |
20 |
1,373.75 |
1,302.25 |
71.50 |
5.2% |
13.75 |
1.0% |
97% |
True |
False |
1,599,212 |
40 |
1,373.75 |
1,250.75 |
123.00 |
9.0% |
14.25 |
1.0% |
98% |
True |
False |
1,550,471 |
60 |
1,373.75 |
1,195.50 |
178.25 |
13.0% |
17.25 |
1.3% |
99% |
True |
False |
1,451,058 |
80 |
1,373.75 |
1,141.75 |
232.00 |
16.9% |
20.50 |
1.5% |
99% |
True |
False |
1,089,853 |
100 |
1,373.75 |
1,100.50 |
273.25 |
19.9% |
22.25 |
1.6% |
99% |
True |
False |
872,324 |
120 |
1,373.75 |
1,062.00 |
311.75 |
22.7% |
24.50 |
1.8% |
99% |
True |
False |
727,082 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,413.00 |
2.618 |
1,398.00 |
1.618 |
1,388.75 |
1.000 |
1,383.00 |
0.618 |
1,379.50 |
HIGH |
1,373.75 |
0.618 |
1,370.25 |
0.500 |
1,369.00 |
0.382 |
1,368.00 |
LOW |
1,364.50 |
0.618 |
1,358.75 |
1.000 |
1,355.25 |
1.618 |
1,349.50 |
2.618 |
1,340.25 |
4.250 |
1,325.25 |
|
|
Fisher Pivots for day following 28-Feb-2012 |
Pivot |
1 day |
3 day |
R1 |
1,370.75 |
1,368.75 |
PP |
1,370.00 |
1,366.00 |
S1 |
1,369.00 |
1,363.50 |
|