Trading Metrics calculated at close of trading on 16-Feb-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Feb-2012 |
16-Feb-2012 |
Change |
Change % |
Previous Week |
Open |
12,839 |
12,759 |
-80 |
-0.6% |
12,780 |
High |
12,931 |
12,893 |
-38 |
-0.3% |
12,894 |
Low |
12,729 |
12,700 |
-29 |
-0.2% |
12,704 |
Close |
12,763 |
12,870 |
107 |
0.8% |
12,767 |
Range |
202 |
193 |
-9 |
-4.5% |
190 |
ATR |
140 |
144 |
4 |
2.7% |
0 |
Volume |
146,648 |
136,399 |
-10,249 |
-7.0% |
429,932 |
|
Daily Pivots for day following 16-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,400 |
13,328 |
12,976 |
|
R3 |
13,207 |
13,135 |
12,923 |
|
R2 |
13,014 |
13,014 |
12,906 |
|
R1 |
12,942 |
12,942 |
12,888 |
12,978 |
PP |
12,821 |
12,821 |
12,821 |
12,839 |
S1 |
12,749 |
12,749 |
12,852 |
12,785 |
S2 |
12,628 |
12,628 |
12,835 |
|
S3 |
12,435 |
12,556 |
12,817 |
|
S4 |
12,242 |
12,363 |
12,764 |
|
|
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 |
12,700 |
231 |
1.8% |
145 |
1.1% |
74% |
False |
True |
114,092 |
10 |
12,931 |
12,645 |
286 |
2.2% |
130 |
1.0% |
79% |
False |
False |
99,348 |
20 |
12,931 |
12,476 |
455 |
3.5% |
135 |
1.0% |
87% |
False |
False |
95,118 |
40 |
12,931 |
11,693 |
1,238 |
9.6% |
140 |
1.1% |
95% |
False |
False |
84,639 |
60 |
12,931 |
11,077 |
1,854 |
14.4% |
168 |
1.3% |
97% |
False |
False |
71,441 |
80 |
12,931 |
11,077 |
1,854 |
14.4% |
176 |
1.4% |
97% |
False |
False |
53,587 |
100 |
12,931 |
10,288 |
2,643 |
20.5% |
190 |
1.5% |
98% |
False |
False |
42,876 |
120 |
12,931 |
10,288 |
2,643 |
20.5% |
184 |
1.4% |
98% |
False |
False |
35,733 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,713 |
2.618 |
13,398 |
1.618 |
13,205 |
1.000 |
13,086 |
0.618 |
13,012 |
HIGH |
12,893 |
0.618 |
12,819 |
0.500 |
12,797 |
0.382 |
12,774 |
LOW |
12,700 |
0.618 |
12,581 |
1.000 |
12,507 |
1.618 |
12,388 |
2.618 |
12,195 |
4.250 |
11,880 |
|
|
Fisher Pivots for day following 16-Feb-2012 |
Pivot |
1 day |
3 day |
R1 |
12,846 |
12,852 |
PP |
12,821 |
12,834 |
S1 |
12,797 |
12,816 |
|