Trading Metrics calculated at close of trading on 13-Feb-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Feb-2012 |
13-Feb-2012 |
Change |
Change % |
Previous Week |
Open |
12,841 |
12,821 |
-20 |
-0.2% |
12,780 |
High |
12,842 |
12,866 |
24 |
0.2% |
12,894 |
Low |
12,704 |
12,783 |
79 |
0.6% |
12,704 |
Close |
12,767 |
12,835 |
68 |
0.5% |
12,767 |
Range |
138 |
83 |
-55 |
-39.9% |
190 |
ATR |
140 |
137 |
-3 |
-2.1% |
0 |
Volume |
93,783 |
88,088 |
-5,695 |
-6.1% |
429,932 |
|
Daily Pivots for day following 13-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,077 |
13,039 |
12,881 |
|
R3 |
12,994 |
12,956 |
12,858 |
|
R2 |
12,911 |
12,911 |
12,850 |
|
R1 |
12,873 |
12,873 |
12,843 |
12,892 |
PP |
12,828 |
12,828 |
12,828 |
12,838 |
S1 |
12,790 |
12,790 |
12,828 |
12,809 |
S2 |
12,745 |
12,745 |
12,820 |
|
S3 |
12,662 |
12,707 |
12,812 |
|
S4 |
12,579 |
12,624 |
12,789 |
|
|
Weekly Pivots for week ending 10-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,358 |
13,253 |
12,872 |
|
R3 |
13,168 |
13,063 |
12,819 |
|
R2 |
12,978 |
12,978 |
12,802 |
|
R1 |
12,873 |
12,873 |
12,785 |
12,831 |
PP |
12,788 |
12,788 |
12,788 |
12,767 |
S1 |
12,683 |
12,683 |
12,750 |
12,641 |
S2 |
12,598 |
12,598 |
12,732 |
|
S3 |
12,408 |
12,493 |
12,715 |
|
S4 |
12,218 |
12,303 |
12,663 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
12,894 |
12,704 |
190 |
1.5% |
109 |
0.8% |
69% |
False |
False |
89,382 |
10 |
12,894 |
12,511 |
383 |
3.0% |
124 |
1.0% |
85% |
False |
False |
88,369 |
20 |
12,894 |
12,327 |
567 |
4.4% |
131 |
1.0% |
90% |
False |
False |
88,449 |
40 |
12,894 |
11,661 |
1,233 |
9.6% |
142 |
1.1% |
95% |
False |
False |
81,687 |
60 |
12,894 |
11,077 |
1,817 |
14.2% |
170 |
1.3% |
97% |
False |
False |
64,966 |
80 |
12,894 |
11,077 |
1,817 |
14.2% |
177 |
1.4% |
97% |
False |
False |
48,730 |
100 |
12,894 |
10,288 |
2,606 |
20.3% |
197 |
1.5% |
98% |
False |
False |
38,991 |
120 |
12,894 |
10,288 |
2,606 |
20.3% |
180 |
1.4% |
98% |
False |
False |
32,495 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,219 |
2.618 |
13,083 |
1.618 |
13,000 |
1.000 |
12,949 |
0.618 |
12,917 |
HIGH |
12,866 |
0.618 |
12,834 |
0.500 |
12,825 |
0.382 |
12,815 |
LOW |
12,783 |
0.618 |
12,732 |
1.000 |
12,700 |
1.618 |
12,649 |
2.618 |
12,566 |
4.250 |
12,430 |
|
|
Fisher Pivots for day following 13-Feb-2012 |
Pivot |
1 day |
3 day |
R1 |
12,832 |
12,823 |
PP |
12,828 |
12,811 |
S1 |
12,825 |
12,799 |
|