Trading Metrics calculated at close of trading on 29-Feb-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Feb-2012 |
29-Feb-2012 |
Change |
Change % |
Previous Week |
Open |
1,367.25 |
1,371.25 |
4.00 |
0.3% |
1,366.75 |
High |
1,373.75 |
1,377.25 |
3.50 |
0.3% |
1,369.50 |
Low |
1,364.50 |
1,356.75 |
-7.75 |
-0.6% |
1,350.25 |
Close |
1,371.50 |
1,364.50 |
-7.00 |
-0.5% |
1,363.25 |
Range |
9.25 |
20.50 |
11.25 |
121.6% |
19.25 |
ATR |
14.41 |
14.85 |
0.43 |
3.0% |
0.00 |
Volume |
1,540,432 |
2,280,683 |
740,251 |
48.1% |
5,780,539 |
|
Daily Pivots for day following 29-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,427.75 |
1,416.50 |
1,375.75 |
|
R3 |
1,407.25 |
1,396.00 |
1,370.25 |
|
R2 |
1,386.75 |
1,386.75 |
1,368.25 |
|
R1 |
1,375.50 |
1,375.50 |
1,366.50 |
1,371.00 |
PP |
1,366.25 |
1,366.25 |
1,366.25 |
1,363.75 |
S1 |
1,355.00 |
1,355.00 |
1,362.50 |
1,350.50 |
S2 |
1,345.75 |
1,345.75 |
1,360.75 |
|
S3 |
1,325.25 |
1,334.50 |
1,358.75 |
|
S4 |
1,304.75 |
1,314.00 |
1,353.25 |
|
|
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 |
1,377.25 |
1,350.25 |
27.00 |
2.0% |
13.50 |
1.0% |
53% |
True |
False |
1,648,593 |
10 |
1,377.25 |
1,334.25 |
43.00 |
3.2% |
14.50 |
1.1% |
70% |
True |
False |
1,674,752 |
20 |
1,377.25 |
1,303.75 |
73.50 |
5.4% |
14.00 |
1.0% |
83% |
True |
False |
1,618,669 |
40 |
1,377.25 |
1,259.75 |
117.50 |
8.6% |
14.50 |
1.1% |
89% |
True |
False |
1,596,170 |
60 |
1,377.25 |
1,195.50 |
181.75 |
13.3% |
17.50 |
1.3% |
93% |
True |
False |
1,488,222 |
80 |
1,377.25 |
1,141.75 |
235.50 |
17.3% |
20.50 |
1.5% |
95% |
True |
False |
1,118,328 |
100 |
1,377.25 |
1,123.00 |
254.25 |
18.6% |
22.25 |
1.6% |
95% |
True |
False |
895,094 |
120 |
1,377.25 |
1,062.00 |
315.25 |
23.1% |
24.50 |
1.8% |
96% |
True |
False |
746,087 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,464.50 |
2.618 |
1,431.00 |
1.618 |
1,410.50 |
1.000 |
1,397.75 |
0.618 |
1,390.00 |
HIGH |
1,377.25 |
0.618 |
1,369.50 |
0.500 |
1,367.00 |
0.382 |
1,364.50 |
LOW |
1,356.75 |
0.618 |
1,344.00 |
1.000 |
1,336.25 |
1.618 |
1,323.50 |
2.618 |
1,303.00 |
4.250 |
1,269.50 |
|
|
Fisher Pivots for day following 29-Feb-2012 |
Pivot |
1 day |
3 day |
R1 |
1,367.00 |
1,365.00 |
PP |
1,366.25 |
1,365.00 |
S1 |
1,365.25 |
1,364.75 |
|