Trading Metrics calculated at close of trading on 24-Feb-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Feb-2012 |
24-Feb-2012 |
Change |
Change % |
Previous Week |
Open |
12,919 |
12,976 |
57 |
0.4% |
12,993 |
High |
12,980 |
13,015 |
35 |
0.3% |
13,024 |
Low |
12,859 |
12,928 |
69 |
0.5% |
12,859 |
Close |
12,974 |
12,961 |
-13 |
-0.1% |
12,961 |
Range |
121 |
87 |
-34 |
-28.1% |
165 |
ATR |
134 |
130 |
-3 |
-2.5% |
0 |
Volume |
128,864 |
82,410 |
-46,454 |
-36.0% |
422,025 |
|
Daily Pivots for day following 24-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,229 |
13,182 |
13,009 |
|
R3 |
13,142 |
13,095 |
12,985 |
|
R2 |
13,055 |
13,055 |
12,977 |
|
R1 |
13,008 |
13,008 |
12,969 |
12,988 |
PP |
12,968 |
12,968 |
12,968 |
12,958 |
S1 |
12,921 |
12,921 |
12,953 |
12,901 |
S2 |
12,881 |
12,881 |
12,945 |
|
S3 |
12,794 |
12,834 |
12,937 |
|
S4 |
12,707 |
12,747 |
12,913 |
|
|
Weekly Pivots for week ending 24-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,443 |
13,367 |
13,052 |
|
R3 |
13,278 |
13,202 |
13,007 |
|
R2 |
13,113 |
13,113 |
12,991 |
|
R1 |
13,037 |
13,037 |
12,976 |
12,993 |
PP |
12,948 |
12,948 |
12,948 |
12,926 |
S1 |
12,872 |
12,872 |
12,946 |
12,828 |
S2 |
12,783 |
12,783 |
12,931 |
|
S3 |
12,618 |
12,707 |
12,916 |
|
S4 |
12,453 |
12,542 |
12,870 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
13,024 |
12,859 |
165 |
1.3% |
101 |
0.8% |
62% |
False |
False |
100,486 |
10 |
13,024 |
12,700 |
324 |
2.5% |
123 |
0.9% |
81% |
False |
False |
107,289 |
20 |
13,024 |
12,476 |
548 |
4.2% |
128 |
1.0% |
89% |
False |
False |
98,559 |
40 |
13,024 |
12,069 |
955 |
7.4% |
130 |
1.0% |
93% |
False |
False |
88,746 |
60 |
13,024 |
11,387 |
1,637 |
12.6% |
160 |
1.2% |
96% |
False |
False |
79,796 |
80 |
13,024 |
11,077 |
1,947 |
15.0% |
172 |
1.3% |
97% |
False |
False |
59,866 |
100 |
13,024 |
10,288 |
2,736 |
21.1% |
179 |
1.4% |
98% |
False |
False |
47,897 |
120 |
13,024 |
10,288 |
2,736 |
21.1% |
188 |
1.5% |
98% |
False |
False |
39,920 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,385 |
2.618 |
13,243 |
1.618 |
13,156 |
1.000 |
13,102 |
0.618 |
13,069 |
HIGH |
13,015 |
0.618 |
12,982 |
0.500 |
12,972 |
0.382 |
12,961 |
LOW |
12,928 |
0.618 |
12,874 |
1.000 |
12,841 |
1.618 |
12,787 |
2.618 |
12,700 |
4.250 |
12,558 |
|
|
Fisher Pivots for day following 24-Feb-2012 |
Pivot |
1 day |
3 day |
R1 |
12,972 |
12,953 |
PP |
12,968 |
12,945 |
S1 |
12,965 |
12,937 |
|