Trading Metrics calculated at close of trading on 15-Feb-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Feb-2012 |
15-Feb-2012 |
Change |
Change % |
Previous Week |
Open |
12,834 |
12,839 |
5 |
0.0% |
12,780 |
High |
12,857 |
12,931 |
74 |
0.6% |
12,894 |
Low |
12,751 |
12,729 |
-22 |
-0.2% |
12,704 |
Close |
12,840 |
12,763 |
-77 |
-0.6% |
12,767 |
Range |
106 |
202 |
96 |
90.6% |
190 |
ATR |
135 |
140 |
5 |
3.5% |
0 |
Volume |
105,543 |
146,648 |
41,105 |
38.9% |
429,932 |
|
Daily Pivots for day following 15-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,414 |
13,290 |
12,874 |
|
R3 |
13,212 |
13,088 |
12,819 |
|
R2 |
13,010 |
13,010 |
12,800 |
|
R1 |
12,886 |
12,886 |
12,782 |
12,847 |
PP |
12,808 |
12,808 |
12,808 |
12,788 |
S1 |
12,684 |
12,684 |
12,745 |
12,645 |
S2 |
12,606 |
12,606 |
12,726 |
|
S3 |
12,404 |
12,482 |
12,708 |
|
S4 |
12,202 |
12,280 |
12,652 |
|
|
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 |
12,931 |
12,704 |
227 |
1.8% |
127 |
1.0% |
26% |
True |
False |
107,633 |
10 |
12,931 |
12,622 |
309 |
2.4% |
119 |
0.9% |
46% |
True |
False |
93,772 |
20 |
12,931 |
12,476 |
455 |
3.6% |
131 |
1.0% |
63% |
True |
False |
91,776 |
40 |
12,931 |
11,661 |
1,270 |
10.0% |
140 |
1.1% |
87% |
True |
False |
83,085 |
60 |
12,931 |
11,077 |
1,854 |
14.5% |
168 |
1.3% |
91% |
True |
False |
69,168 |
80 |
12,931 |
11,077 |
1,854 |
14.5% |
177 |
1.4% |
91% |
True |
False |
51,882 |
100 |
12,931 |
10,288 |
2,643 |
20.7% |
191 |
1.5% |
94% |
True |
False |
41,513 |
120 |
12,931 |
10,288 |
2,643 |
20.7% |
182 |
1.4% |
94% |
True |
False |
34,596 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,790 |
2.618 |
13,460 |
1.618 |
13,258 |
1.000 |
13,133 |
0.618 |
13,056 |
HIGH |
12,931 |
0.618 |
12,854 |
0.500 |
12,830 |
0.382 |
12,806 |
LOW |
12,729 |
0.618 |
12,604 |
1.000 |
12,527 |
1.618 |
12,402 |
2.618 |
12,200 |
4.250 |
11,871 |
|
|
Fisher Pivots for day following 15-Feb-2012 |
Pivot |
1 day |
3 day |
R1 |
12,830 |
12,830 |
PP |
12,808 |
12,808 |
S1 |
12,785 |
12,785 |
|