Trading Metrics calculated at close of trading on 27-Feb-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Feb-2012 |
27-Feb-2012 |
Change |
Change % |
Previous Week |
Open |
12,976 |
12,959 |
-17 |
-0.1% |
12,993 |
High |
13,015 |
13,009 |
-6 |
0.0% |
13,024 |
Low |
12,928 |
12,861 |
-67 |
-0.5% |
12,859 |
Close |
12,961 |
12,969 |
8 |
0.1% |
12,961 |
Range |
87 |
148 |
61 |
70.1% |
165 |
ATR |
130 |
132 |
1 |
1.0% |
0 |
Volume |
82,410 |
129,226 |
46,816 |
56.8% |
422,025 |
|
Daily Pivots for day following 27-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,390 |
13,328 |
13,051 |
|
R3 |
13,242 |
13,180 |
13,010 |
|
R2 |
13,094 |
13,094 |
12,996 |
|
R1 |
13,032 |
13,032 |
12,983 |
13,063 |
PP |
12,946 |
12,946 |
12,946 |
12,962 |
S1 |
12,884 |
12,884 |
12,956 |
12,915 |
S2 |
12,798 |
12,798 |
12,942 |
|
S3 |
12,650 |
12,736 |
12,928 |
|
S4 |
12,502 |
12,588 |
12,888 |
|
|
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% |
113 |
0.9% |
67% |
False |
False |
110,250 |
10 |
13,024 |
12,700 |
324 |
2.5% |
124 |
1.0% |
83% |
False |
False |
110,833 |
20 |
13,024 |
12,476 |
548 |
4.2% |
128 |
1.0% |
90% |
False |
False |
100,167 |
40 |
13,024 |
12,078 |
946 |
7.3% |
129 |
1.0% |
94% |
False |
False |
90,631 |
60 |
13,024 |
11,387 |
1,637 |
12.6% |
160 |
1.2% |
97% |
False |
False |
81,941 |
80 |
13,024 |
11,077 |
1,947 |
15.0% |
172 |
1.3% |
97% |
False |
False |
61,481 |
100 |
13,024 |
10,288 |
2,736 |
21.1% |
177 |
1.4% |
98% |
False |
False |
49,189 |
120 |
13,024 |
10,288 |
2,736 |
21.1% |
189 |
1.5% |
98% |
False |
False |
40,997 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,638 |
2.618 |
13,397 |
1.618 |
13,249 |
1.000 |
13,157 |
0.618 |
13,101 |
HIGH |
13,009 |
0.618 |
12,953 |
0.500 |
12,935 |
0.382 |
12,918 |
LOW |
12,861 |
0.618 |
12,770 |
1.000 |
12,713 |
1.618 |
12,622 |
2.618 |
12,474 |
4.250 |
12,232 |
|
|
Fisher Pivots for day following 27-Feb-2012 |
Pivot |
1 day |
3 day |
R1 |
12,958 |
12,958 |
PP |
12,946 |
12,948 |
S1 |
12,935 |
12,937 |
|