Trading Metrics calculated at close of trading on 29-Feb-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Feb-2012 |
29-Feb-2012 |
Change |
Change % |
Previous Week |
Open |
12,972 |
12,995 |
23 |
0.2% |
12,993 |
High |
13,023 |
13,042 |
19 |
0.1% |
13,024 |
Low |
12,938 |
12,907 |
-31 |
-0.2% |
12,859 |
Close |
12,997 |
12,937 |
-60 |
-0.5% |
12,961 |
Range |
85 |
135 |
50 |
58.8% |
165 |
ATR |
128 |
129 |
0 |
0.4% |
0 |
Volume |
105,024 |
144,503 |
39,479 |
37.6% |
422,025 |
|
Daily Pivots for day following 29-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,367 |
13,287 |
13,011 |
|
R3 |
13,232 |
13,152 |
12,974 |
|
R2 |
13,097 |
13,097 |
12,962 |
|
R1 |
13,017 |
13,017 |
12,950 |
12,990 |
PP |
12,962 |
12,962 |
12,962 |
12,948 |
S1 |
12,882 |
12,882 |
12,925 |
12,855 |
S2 |
12,827 |
12,827 |
12,912 |
|
S3 |
12,692 |
12,747 |
12,900 |
|
S4 |
12,557 |
12,612 |
12,863 |
|
|
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 |
13,042 |
12,859 |
183 |
1.4% |
115 |
0.9% |
43% |
True |
False |
118,005 |
10 |
13,042 |
12,700 |
342 |
2.6% |
127 |
1.0% |
69% |
True |
False |
116,423 |
20 |
13,042 |
12,550 |
492 |
3.8% |
122 |
0.9% |
79% |
True |
False |
102,811 |
40 |
13,042 |
12,219 |
823 |
6.4% |
128 |
1.0% |
87% |
True |
False |
94,661 |
60 |
13,042 |
11,661 |
1,381 |
10.7% |
152 |
1.2% |
92% |
True |
False |
86,094 |
80 |
13,042 |
11,077 |
1,965 |
15.2% |
171 |
1.3% |
95% |
True |
False |
64,599 |
100 |
13,042 |
10,740 |
2,302 |
17.8% |
173 |
1.3% |
95% |
True |
False |
51,684 |
120 |
13,042 |
10,288 |
2,754 |
21.3% |
191 |
1.5% |
96% |
True |
False |
43,076 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,616 |
2.618 |
13,396 |
1.618 |
13,261 |
1.000 |
13,177 |
0.618 |
13,126 |
HIGH |
13,042 |
0.618 |
12,991 |
0.500 |
12,975 |
0.382 |
12,959 |
LOW |
12,907 |
0.618 |
12,824 |
1.000 |
12,772 |
1.618 |
12,689 |
2.618 |
12,554 |
4.250 |
12,333 |
|
|
Fisher Pivots for day following 29-Feb-2012 |
Pivot |
1 day |
3 day |
R1 |
12,975 |
12,952 |
PP |
12,962 |
12,947 |
S1 |
12,950 |
12,942 |
|