Trading Metrics calculated at close of trading on 21-Feb-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Feb-2012 |
21-Feb-2012 |
Change |
Change % |
Previous Week |
Open |
12,870 |
12,993 |
123 |
1.0% |
12,821 |
High |
12,945 |
13,024 |
79 |
0.6% |
12,945 |
Low |
12,860 |
12,901 |
41 |
0.3% |
12,700 |
Close |
12,929 |
12,945 |
16 |
0.1% |
12,929 |
Range |
85 |
123 |
38 |
44.7% |
245 |
ATR |
140 |
138 |
-1 |
-0.8% |
0 |
Volume |
80,405 |
115,310 |
34,905 |
43.4% |
557,083 |
|
Daily Pivots for day following 21-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,326 |
13,258 |
13,013 |
|
R3 |
13,203 |
13,135 |
12,979 |
|
R2 |
13,080 |
13,080 |
12,968 |
|
R1 |
13,012 |
13,012 |
12,956 |
12,985 |
PP |
12,957 |
12,957 |
12,957 |
12,943 |
S1 |
12,889 |
12,889 |
12,934 |
12,862 |
S2 |
12,834 |
12,834 |
12,923 |
|
S3 |
12,711 |
12,766 |
12,911 |
|
S4 |
12,588 |
12,643 |
12,877 |
|
|
Weekly Pivots for week ending 17-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,593 |
13,506 |
13,064 |
|
R3 |
13,348 |
13,261 |
12,997 |
|
R2 |
13,103 |
13,103 |
12,974 |
|
R1 |
13,016 |
13,016 |
12,952 |
13,060 |
PP |
12,858 |
12,858 |
12,858 |
12,880 |
S1 |
12,771 |
12,771 |
12,907 |
12,815 |
S2 |
12,613 |
12,613 |
12,884 |
|
S3 |
12,368 |
12,526 |
12,862 |
|
S4 |
12,123 |
12,281 |
12,794 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
13,024 |
12,700 |
324 |
2.5% |
142 |
1.1% |
76% |
True |
False |
116,861 |
10 |
13,024 |
12,700 |
324 |
2.5% |
125 |
1.0% |
76% |
True |
False |
103,121 |
20 |
13,024 |
12,476 |
548 |
4.2% |
135 |
1.0% |
86% |
True |
False |
97,579 |
40 |
13,024 |
11,994 |
1,030 |
8.0% |
131 |
1.0% |
92% |
True |
False |
84,272 |
60 |
13,024 |
11,077 |
1,947 |
15.0% |
165 |
1.3% |
96% |
True |
False |
74,693 |
80 |
13,024 |
11,077 |
1,947 |
15.0% |
174 |
1.3% |
96% |
True |
False |
56,033 |
100 |
13,024 |
10,288 |
2,736 |
21.1% |
185 |
1.4% |
97% |
True |
False |
44,832 |
120 |
13,024 |
10,288 |
2,736 |
21.1% |
186 |
1.4% |
97% |
True |
False |
37,364 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,547 |
2.618 |
13,346 |
1.618 |
13,223 |
1.000 |
13,147 |
0.618 |
13,100 |
HIGH |
13,024 |
0.618 |
12,977 |
0.500 |
12,963 |
0.382 |
12,948 |
LOW |
12,901 |
0.618 |
12,825 |
1.000 |
12,778 |
1.618 |
12,702 |
2.618 |
12,579 |
4.250 |
12,378 |
|
|
Fisher Pivots for day following 21-Feb-2012 |
Pivot |
1 day |
3 day |
R1 |
12,963 |
12,917 |
PP |
12,957 |
12,890 |
S1 |
12,951 |
12,862 |
|