Trading Metrics calculated at close of trading on 15-Feb-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Feb-2012 |
15-Feb-2012 |
Change |
Change % |
Previous Week |
Open |
12,871.77 |
12,864.65 |
-7.12 |
-0.1% |
12,860.72 |
High |
12,878.88 |
12,899.47 |
20.59 |
0.2% |
12,924.71 |
Low |
12,786.93 |
12,753.62 |
-33.31 |
-0.3% |
12,743.56 |
Close |
12,878.28 |
12,780.95 |
-97.33 |
-0.8% |
12,801.23 |
Range |
91.95 |
145.85 |
53.90 |
58.6% |
181.15 |
ATR |
118.85 |
120.78 |
1.93 |
1.6% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 15-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,248.90 |
13,160.77 |
12,861.17 |
|
R3 |
13,103.05 |
13,014.92 |
12,821.06 |
|
R2 |
12,957.20 |
12,957.20 |
12,807.69 |
|
R1 |
12,869.07 |
12,869.07 |
12,794.32 |
12,840.21 |
PP |
12,811.35 |
12,811.35 |
12,811.35 |
12,796.92 |
S1 |
12,723.22 |
12,723.22 |
12,767.58 |
12,694.36 |
S2 |
12,665.50 |
12,665.50 |
12,754.21 |
|
S3 |
12,519.65 |
12,577.37 |
12,740.84 |
|
S4 |
12,373.80 |
12,431.52 |
12,700.73 |
|
|
Weekly Pivots for week ending 10-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,366.62 |
13,265.07 |
12,900.86 |
|
R3 |
13,185.47 |
13,083.92 |
12,851.05 |
|
R2 |
13,004.32 |
13,004.32 |
12,834.44 |
|
R1 |
12,902.77 |
12,902.77 |
12,817.84 |
12,862.97 |
PP |
12,823.17 |
12,823.17 |
12,823.17 |
12,803.27 |
S1 |
12,721.62 |
12,721.62 |
12,784.62 |
12,681.82 |
S2 |
12,642.02 |
12,642.02 |
12,768.02 |
|
S3 |
12,460.87 |
12,540.47 |
12,751.41 |
|
S4 |
12,279.72 |
12,359.32 |
12,701.60 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
12,924.71 |
12,743.56 |
181.15 |
1.4% |
110.20 |
0.9% |
21% |
False |
False |
|
10 |
12,924.71 |
12,676.05 |
248.66 |
1.9% |
104.63 |
0.8% |
42% |
False |
False |
|
20 |
12,924.71 |
12,529.41 |
395.30 |
3.1% |
114.23 |
0.9% |
64% |
False |
False |
|
40 |
12,924.71 |
11,735.19 |
1,189.52 |
9.3% |
124.10 |
1.0% |
88% |
False |
False |
|
60 |
12,924.71 |
11,231.56 |
1,693.15 |
13.2% |
149.10 |
1.2% |
92% |
False |
False |
|
80 |
12,924.71 |
11,231.56 |
1,693.15 |
13.2% |
169.84 |
1.3% |
92% |
False |
False |
|
100 |
12,924.71 |
10,404.49 |
2,520.22 |
19.7% |
185.54 |
1.5% |
94% |
False |
False |
|
120 |
12,924.71 |
10,404.49 |
2,520.22 |
19.7% |
199.28 |
1.6% |
94% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,519.33 |
2.618 |
13,281.31 |
1.618 |
13,135.46 |
1.000 |
13,045.32 |
0.618 |
12,989.61 |
HIGH |
12,899.47 |
0.618 |
12,843.76 |
0.500 |
12,826.55 |
0.382 |
12,809.33 |
LOW |
12,753.62 |
0.618 |
12,663.48 |
1.000 |
12,607.77 |
1.618 |
12,517.63 |
2.618 |
12,371.78 |
4.250 |
12,133.76 |
|
|
Fisher Pivots for day following 15-Feb-2012 |
Pivot |
1 day |
3 day |
R1 |
12,826.55 |
12,826.55 |
PP |
12,811.35 |
12,811.35 |
S1 |
12,796.15 |
12,796.15 |
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