Trading Metrics calculated at close of trading on 22-Feb-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Feb-2012 |
22-Feb-2012 |
Change |
Change % |
Previous Week |
Open |
2,593.75 |
2,590.25 |
-3.50 |
-0.1% |
2,556.75 |
High |
2,601.75 |
2,600.50 |
-1.25 |
0.0% |
2,600.50 |
Low |
2,574.25 |
2,575.25 |
1.00 |
0.0% |
2,542.75 |
Close |
2,591.00 |
2,578.75 |
-12.25 |
-0.5% |
2,582.00 |
Range |
27.50 |
25.25 |
-2.25 |
-8.2% |
57.75 |
ATR |
31.46 |
31.02 |
-0.44 |
-1.4% |
0.00 |
Volume |
187,245 |
186,677 |
-568 |
-0.3% |
1,234,293 |
|
Daily Pivots for day following 22-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,660.50 |
2,645.00 |
2,592.75 |
|
R3 |
2,635.25 |
2,619.75 |
2,585.75 |
|
R2 |
2,610.00 |
2,610.00 |
2,583.50 |
|
R1 |
2,594.50 |
2,594.50 |
2,581.00 |
2,589.50 |
PP |
2,584.75 |
2,584.75 |
2,584.75 |
2,582.50 |
S1 |
2,569.25 |
2,569.25 |
2,576.50 |
2,564.50 |
S2 |
2,559.50 |
2,559.50 |
2,574.00 |
|
S3 |
2,534.25 |
2,544.00 |
2,571.75 |
|
S4 |
2,509.00 |
2,518.75 |
2,564.75 |
|
|
Weekly Pivots for week ending 17-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,748.25 |
2,723.00 |
2,613.75 |
|
R3 |
2,690.50 |
2,665.25 |
2,598.00 |
|
R2 |
2,632.75 |
2,632.75 |
2,592.50 |
|
R1 |
2,607.50 |
2,607.50 |
2,587.25 |
2,620.00 |
PP |
2,575.00 |
2,575.00 |
2,575.00 |
2,581.50 |
S1 |
2,549.75 |
2,549.75 |
2,576.75 |
2,562.50 |
S2 |
2,517.25 |
2,517.25 |
2,571.50 |
|
S3 |
2,459.50 |
2,492.00 |
2,566.00 |
|
S4 |
2,401.75 |
2,434.25 |
2,550.25 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
2,601.75 |
2,542.75 |
59.00 |
2.3% |
35.50 |
1.4% |
61% |
False |
False |
250,324 |
10 |
2,601.75 |
2,521.00 |
80.75 |
3.1% |
30.50 |
1.2% |
72% |
False |
False |
228,064 |
20 |
2,601.75 |
2,429.50 |
172.25 |
6.7% |
30.00 |
1.2% |
87% |
False |
False |
212,026 |
40 |
2,601.75 |
2,256.25 |
345.50 |
13.4% |
28.50 |
1.1% |
93% |
False |
False |
170,743 |
60 |
2,601.75 |
2,135.00 |
466.75 |
18.1% |
35.75 |
1.4% |
95% |
False |
False |
154,474 |
80 |
2,601.75 |
2,135.00 |
466.75 |
18.1% |
39.50 |
1.5% |
95% |
False |
False |
115,881 |
100 |
2,601.75 |
2,034.50 |
567.25 |
22.0% |
43.50 |
1.7% |
96% |
False |
False |
92,716 |
120 |
2,601.75 |
2,034.50 |
567.25 |
22.0% |
44.00 |
1.7% |
96% |
False |
False |
77,273 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,707.75 |
2.618 |
2,666.50 |
1.618 |
2,641.25 |
1.000 |
2,625.75 |
0.618 |
2,616.00 |
HIGH |
2,600.50 |
0.618 |
2,590.75 |
0.500 |
2,588.00 |
0.382 |
2,585.00 |
LOW |
2,575.25 |
0.618 |
2,559.75 |
1.000 |
2,550.00 |
1.618 |
2,534.50 |
2.618 |
2,509.25 |
4.250 |
2,468.00 |
|
|
Fisher Pivots for day following 22-Feb-2012 |
Pivot |
1 day |
3 day |
R1 |
2,588.00 |
2,587.00 |
PP |
2,584.75 |
2,584.25 |
S1 |
2,581.75 |
2,581.50 |
|