Trading Metrics calculated at close of trading on 16-Feb-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Feb-2012 |
16-Feb-2012 |
Change |
Change % |
Previous Week |
Open |
2,576.50 |
2,556.50 |
-20.00 |
-0.8% |
2,519.75 |
High |
2,600.50 |
2,594.25 |
-6.25 |
-0.2% |
2,565.00 |
Low |
2,552.50 |
2,542.75 |
-9.75 |
-0.4% |
2,510.50 |
Close |
2,557.50 |
2,593.50 |
36.00 |
1.4% |
2,548.50 |
Range |
48.00 |
51.50 |
3.50 |
7.3% |
54.50 |
ATR |
30.77 |
32.25 |
1.48 |
4.8% |
0.00 |
Volume |
372,094 |
306,893 |
-65,201 |
-17.5% |
1,005,089 |
|
Daily Pivots for day following 16-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,731.25 |
2,714.00 |
2,621.75 |
|
R3 |
2,679.75 |
2,662.50 |
2,607.75 |
|
R2 |
2,628.25 |
2,628.25 |
2,603.00 |
|
R1 |
2,611.00 |
2,611.00 |
2,598.25 |
2,619.50 |
PP |
2,576.75 |
2,576.75 |
2,576.75 |
2,581.25 |
S1 |
2,559.50 |
2,559.50 |
2,588.75 |
2,568.00 |
S2 |
2,525.25 |
2,525.25 |
2,584.00 |
|
S3 |
2,473.75 |
2,508.00 |
2,579.25 |
|
S4 |
2,422.25 |
2,456.50 |
2,565.25 |
|
|
Weekly Pivots for week ending 10-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,704.75 |
2,681.25 |
2,578.50 |
|
R3 |
2,650.25 |
2,626.75 |
2,563.50 |
|
R2 |
2,595.75 |
2,595.75 |
2,558.50 |
|
R1 |
2,572.25 |
2,572.25 |
2,553.50 |
2,584.00 |
PP |
2,541.25 |
2,541.25 |
2,541.25 |
2,547.25 |
S1 |
2,517.75 |
2,517.75 |
2,543.50 |
2,529.50 |
S2 |
2,486.75 |
2,486.75 |
2,538.50 |
|
S3 |
2,432.25 |
2,463.25 |
2,533.50 |
|
S4 |
2,377.75 |
2,408.75 |
2,518.50 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
2,600.50 |
2,535.25 |
65.25 |
2.5% |
33.75 |
1.3% |
89% |
False |
False |
252,848 |
10 |
2,600.50 |
2,489.75 |
110.75 |
4.3% |
30.50 |
1.2% |
94% |
False |
False |
220,908 |
20 |
2,600.50 |
2,419.50 |
181.00 |
7.0% |
29.25 |
1.1% |
96% |
False |
False |
205,342 |
40 |
2,600.50 |
2,212.25 |
388.25 |
15.0% |
30.75 |
1.2% |
98% |
False |
False |
169,997 |
60 |
2,600.50 |
2,135.00 |
465.50 |
17.9% |
37.00 |
1.4% |
98% |
False |
False |
144,934 |
80 |
2,600.50 |
2,135.00 |
465.50 |
17.9% |
40.75 |
1.6% |
98% |
False |
False |
108,724 |
100 |
2,600.50 |
2,034.50 |
566.00 |
21.8% |
44.50 |
1.7% |
99% |
False |
False |
86,991 |
120 |
2,600.50 |
2,034.50 |
566.00 |
21.8% |
44.75 |
1.7% |
99% |
False |
False |
72,501 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,813.00 |
2.618 |
2,729.00 |
1.618 |
2,677.50 |
1.000 |
2,645.75 |
0.618 |
2,626.00 |
HIGH |
2,594.25 |
0.618 |
2,574.50 |
0.500 |
2,568.50 |
0.382 |
2,562.50 |
LOW |
2,542.75 |
0.618 |
2,511.00 |
1.000 |
2,491.25 |
1.618 |
2,459.50 |
2.618 |
2,408.00 |
4.250 |
2,324.00 |
|
|
Fisher Pivots for day following 16-Feb-2012 |
Pivot |
1 day |
3 day |
R1 |
2,585.25 |
2,586.25 |
PP |
2,576.75 |
2,579.00 |
S1 |
2,568.50 |
2,571.50 |
|