Trading Metrics calculated at close of trading on 22-Feb-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Feb-2012 |
22-Feb-2012 |
Change |
Change % |
Previous Week |
Open |
12,993 |
12,941 |
-52 |
-0.4% |
12,821 |
High |
13,024 |
12,977 |
-47 |
-0.4% |
12,945 |
Low |
12,901 |
12,891 |
-10 |
-0.1% |
12,700 |
Close |
12,945 |
12,916 |
-29 |
-0.2% |
12,929 |
Range |
123 |
86 |
-37 |
-30.1% |
245 |
ATR |
138 |
135 |
-4 |
-2.7% |
0 |
Volume |
115,310 |
95,441 |
-19,869 |
-17.2% |
557,083 |
|
Daily Pivots for day following 22-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,186 |
13,137 |
12,963 |
|
R3 |
13,100 |
13,051 |
12,940 |
|
R2 |
13,014 |
13,014 |
12,932 |
|
R1 |
12,965 |
12,965 |
12,924 |
12,947 |
PP |
12,928 |
12,928 |
12,928 |
12,919 |
S1 |
12,879 |
12,879 |
12,908 |
12,861 |
S2 |
12,842 |
12,842 |
12,900 |
|
S3 |
12,756 |
12,793 |
12,892 |
|
S4 |
12,670 |
12,707 |
12,869 |
|
|
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% |
138 |
1.1% |
67% |
False |
False |
114,840 |
10 |
13,024 |
12,700 |
324 |
2.5% |
122 |
0.9% |
67% |
False |
False |
104,396 |
20 |
13,024 |
12,476 |
548 |
4.2% |
135 |
1.0% |
80% |
False |
False |
98,381 |
40 |
13,024 |
12,069 |
955 |
7.4% |
130 |
1.0% |
89% |
False |
False |
85,170 |
60 |
13,024 |
11,077 |
1,947 |
15.1% |
163 |
1.3% |
94% |
False |
False |
76,277 |
80 |
13,024 |
11,077 |
1,947 |
15.1% |
174 |
1.3% |
94% |
False |
False |
57,226 |
100 |
13,024 |
10,288 |
2,736 |
21.2% |
183 |
1.4% |
96% |
False |
False |
45,786 |
120 |
13,024 |
10,288 |
2,736 |
21.2% |
186 |
1.4% |
96% |
False |
False |
38,159 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,343 |
2.618 |
13,202 |
1.618 |
13,116 |
1.000 |
13,063 |
0.618 |
13,030 |
HIGH |
12,977 |
0.618 |
12,944 |
0.500 |
12,934 |
0.382 |
12,924 |
LOW |
12,891 |
0.618 |
12,838 |
1.000 |
12,805 |
1.618 |
12,752 |
2.618 |
12,666 |
4.250 |
12,526 |
|
|
Fisher Pivots for day following 22-Feb-2012 |
Pivot |
1 day |
3 day |
R1 |
12,934 |
12,942 |
PP |
12,928 |
12,933 |
S1 |
12,922 |
12,925 |
|