Trading Metrics calculated at close of trading on 28-Feb-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Feb-2012 |
28-Feb-2012 |
Change |
Change % |
Previous Week |
Open |
12,959 |
12,972 |
13 |
0.1% |
12,993 |
High |
13,009 |
13,023 |
14 |
0.1% |
13,024 |
Low |
12,861 |
12,938 |
77 |
0.6% |
12,859 |
Close |
12,969 |
12,997 |
28 |
0.2% |
12,961 |
Range |
148 |
85 |
-63 |
-42.6% |
165 |
ATR |
132 |
128 |
-3 |
-2.5% |
0 |
Volume |
129,226 |
105,024 |
-24,202 |
-18.7% |
422,025 |
|
Daily Pivots for day following 28-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,241 |
13,204 |
13,044 |
|
R3 |
13,156 |
13,119 |
13,021 |
|
R2 |
13,071 |
13,071 |
13,013 |
|
R1 |
13,034 |
13,034 |
13,005 |
13,053 |
PP |
12,986 |
12,986 |
12,986 |
12,995 |
S1 |
12,949 |
12,949 |
12,989 |
12,968 |
S2 |
12,901 |
12,901 |
12,982 |
|
S3 |
12,816 |
12,864 |
12,974 |
|
S4 |
12,731 |
12,779 |
12,950 |
|
|
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 |
13,023 |
12,859 |
164 |
1.3% |
106 |
0.8% |
84% |
True |
False |
108,193 |
10 |
13,024 |
12,700 |
324 |
2.5% |
124 |
1.0% |
92% |
False |
False |
112,527 |
20 |
13,024 |
12,511 |
513 |
3.9% |
124 |
1.0% |
95% |
False |
False |
100,448 |
40 |
13,024 |
12,134 |
890 |
6.8% |
127 |
1.0% |
97% |
False |
False |
91,970 |
60 |
13,024 |
11,661 |
1,363 |
10.5% |
152 |
1.2% |
98% |
False |
False |
83,690 |
80 |
13,024 |
11,077 |
1,947 |
15.0% |
171 |
1.3% |
99% |
False |
False |
62,793 |
100 |
13,024 |
10,562 |
2,462 |
18.9% |
174 |
1.3% |
99% |
False |
False |
50,240 |
120 |
13,024 |
10,288 |
2,736 |
21.1% |
190 |
1.5% |
99% |
False |
False |
41,872 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,384 |
2.618 |
13,246 |
1.618 |
13,161 |
1.000 |
13,108 |
0.618 |
13,076 |
HIGH |
13,023 |
0.618 |
12,991 |
0.500 |
12,981 |
0.382 |
12,971 |
LOW |
12,938 |
0.618 |
12,886 |
1.000 |
12,853 |
1.618 |
12,801 |
2.618 |
12,716 |
4.250 |
12,577 |
|
|
Fisher Pivots for day following 28-Feb-2012 |
Pivot |
1 day |
3 day |
R1 |
12,992 |
12,979 |
PP |
12,986 |
12,960 |
S1 |
12,981 |
12,942 |
|