Trading Metrics calculated at close of trading on 17-Feb-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Feb-2012 |
17-Feb-2012 |
Change |
Change % |
Previous Week |
Open |
12,779.81 |
12,903.33 |
123.52 |
1.0% |
12,799.11 |
High |
12,914.00 |
12,967.92 |
53.92 |
0.4% |
12,967.92 |
Low |
12,779.58 |
12,903.25 |
123.67 |
1.0% |
12,753.62 |
Close |
12,904.08 |
12,949.87 |
45.79 |
0.4% |
12,949.87 |
Range |
134.42 |
64.67 |
-69.75 |
-51.9% |
214.30 |
ATR |
121.76 |
117.68 |
-4.08 |
-3.3% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 17-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,134.36 |
13,106.78 |
12,985.44 |
|
R3 |
13,069.69 |
13,042.11 |
12,967.65 |
|
R2 |
13,005.02 |
13,005.02 |
12,961.73 |
|
R1 |
12,977.44 |
12,977.44 |
12,955.80 |
12,991.23 |
PP |
12,940.35 |
12,940.35 |
12,940.35 |
12,947.24 |
S1 |
12,912.77 |
12,912.77 |
12,943.94 |
12,926.56 |
S2 |
12,875.68 |
12,875.68 |
12,938.01 |
|
S3 |
12,811.01 |
12,848.10 |
12,932.09 |
|
S4 |
12,746.34 |
12,783.43 |
12,914.30 |
|
|
Weekly Pivots for week ending 17-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,533.37 |
13,455.92 |
13,067.74 |
|
R3 |
13,319.07 |
13,241.62 |
13,008.80 |
|
R2 |
13,104.77 |
13,104.77 |
12,989.16 |
|
R1 |
13,027.32 |
13,027.32 |
12,969.51 |
13,066.05 |
PP |
12,890.47 |
12,890.47 |
12,890.47 |
12,909.83 |
S1 |
12,813.02 |
12,813.02 |
12,930.23 |
12,851.75 |
S2 |
12,676.17 |
12,676.17 |
12,910.58 |
|
S3 |
12,461.87 |
12,598.72 |
12,890.94 |
|
S4 |
12,247.57 |
12,384.42 |
12,832.01 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
12,967.92 |
12,753.62 |
214.30 |
1.7% |
105.14 |
0.8% |
92% |
True |
False |
|
10 |
12,967.92 |
12,743.56 |
224.36 |
1.7% |
101.45 |
0.8% |
92% |
True |
False |
|
20 |
12,967.92 |
12,529.41 |
438.51 |
3.4% |
116.09 |
0.9% |
96% |
True |
False |
|
40 |
12,967.92 |
11,999.44 |
968.48 |
7.5% |
115.60 |
0.9% |
98% |
True |
False |
|
60 |
12,967.92 |
11,231.56 |
1,736.36 |
13.4% |
145.07 |
1.1% |
99% |
True |
False |
|
80 |
12,967.92 |
11,231.56 |
1,736.36 |
13.4% |
167.27 |
1.3% |
99% |
True |
False |
|
100 |
12,967.92 |
10,404.49 |
2,563.43 |
19.8% |
182.97 |
1.4% |
99% |
True |
False |
|
120 |
12,967.92 |
10,404.49 |
2,563.43 |
19.8% |
195.13 |
1.5% |
99% |
True |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,242.77 |
2.618 |
13,137.23 |
1.618 |
13,072.56 |
1.000 |
13,032.59 |
0.618 |
13,007.89 |
HIGH |
12,967.92 |
0.618 |
12,943.22 |
0.500 |
12,935.59 |
0.382 |
12,927.95 |
LOW |
12,903.25 |
0.618 |
12,863.28 |
1.000 |
12,838.58 |
1.618 |
12,798.61 |
2.618 |
12,733.94 |
4.250 |
12,628.40 |
|
|
Fisher Pivots for day following 17-Feb-2012 |
Pivot |
1 day |
3 day |
R1 |
12,945.11 |
12,920.17 |
PP |
12,940.35 |
12,890.47 |
S1 |
12,935.59 |
12,860.77 |
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