Trading Metrics calculated at close of trading on 23-Feb-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Feb-2012 |
23-Feb-2012 |
Change |
Change % |
Previous Week |
Open |
12,941 |
12,919 |
-22 |
-0.2% |
12,821 |
High |
12,977 |
12,980 |
3 |
0.0% |
12,945 |
Low |
12,891 |
12,859 |
-32 |
-0.2% |
12,700 |
Close |
12,916 |
12,974 |
58 |
0.4% |
12,929 |
Range |
86 |
121 |
35 |
40.7% |
245 |
ATR |
135 |
134 |
-1 |
-0.7% |
0 |
Volume |
95,441 |
128,864 |
33,423 |
35.0% |
557,083 |
|
Daily Pivots for day following 23-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,301 |
13,258 |
13,041 |
|
R3 |
13,180 |
13,137 |
13,007 |
|
R2 |
13,059 |
13,059 |
12,996 |
|
R1 |
13,016 |
13,016 |
12,985 |
13,038 |
PP |
12,938 |
12,938 |
12,938 |
12,948 |
S1 |
12,895 |
12,895 |
12,963 |
12,917 |
S2 |
12,817 |
12,817 |
12,952 |
|
S3 |
12,696 |
12,774 |
12,941 |
|
S4 |
12,575 |
12,653 |
12,908 |
|
|
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% |
122 |
0.9% |
85% |
False |
False |
111,283 |
10 |
13,024 |
12,700 |
324 |
2.5% |
124 |
1.0% |
85% |
False |
False |
109,458 |
20 |
13,024 |
12,476 |
548 |
4.2% |
131 |
1.0% |
91% |
False |
False |
99,312 |
40 |
13,024 |
12,069 |
955 |
7.4% |
130 |
1.0% |
95% |
False |
False |
87,438 |
60 |
13,024 |
11,260 |
1,764 |
13.6% |
162 |
1.2% |
97% |
False |
False |
78,423 |
80 |
13,024 |
11,077 |
1,947 |
15.0% |
172 |
1.3% |
97% |
False |
False |
58,836 |
100 |
13,024 |
10,288 |
2,736 |
21.1% |
181 |
1.4% |
98% |
False |
False |
47,074 |
120 |
13,024 |
10,288 |
2,736 |
21.1% |
187 |
1.4% |
98% |
False |
False |
39,233 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,494 |
2.618 |
13,297 |
1.618 |
13,176 |
1.000 |
13,101 |
0.618 |
13,055 |
HIGH |
12,980 |
0.618 |
12,934 |
0.500 |
12,920 |
0.382 |
12,905 |
LOW |
12,859 |
0.618 |
12,784 |
1.000 |
12,738 |
1.618 |
12,663 |
2.618 |
12,542 |
4.250 |
12,345 |
|
|
Fisher Pivots for day following 23-Feb-2012 |
Pivot |
1 day |
3 day |
R1 |
12,956 |
12,963 |
PP |
12,938 |
12,952 |
S1 |
12,920 |
12,942 |
|