Trading Metrics calculated at close of trading on 21-Feb-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Feb-2012 |
21-Feb-2012 |
Change |
Change % |
Previous Week |
Open |
12,903.33 |
12,949.34 |
46.01 |
0.4% |
12,799.11 |
High |
12,967.92 |
13,005.04 |
37.12 |
0.3% |
12,967.92 |
Low |
12,903.25 |
12,926.11 |
22.86 |
0.2% |
12,753.62 |
Close |
12,949.87 |
12,965.69 |
15.82 |
0.1% |
12,949.87 |
Range |
64.67 |
78.93 |
14.26 |
22.1% |
214.30 |
ATR |
117.68 |
114.91 |
-2.77 |
-2.4% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 21-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,202.40 |
13,162.98 |
13,009.10 |
|
R3 |
13,123.47 |
13,084.05 |
12,987.40 |
|
R2 |
13,044.54 |
13,044.54 |
12,980.16 |
|
R1 |
13,005.12 |
13,005.12 |
12,972.93 |
13,024.83 |
PP |
12,965.61 |
12,965.61 |
12,965.61 |
12,975.47 |
S1 |
12,926.19 |
12,926.19 |
12,958.45 |
12,945.90 |
S2 |
12,886.68 |
12,886.68 |
12,951.22 |
|
S3 |
12,807.75 |
12,847.26 |
12,943.98 |
|
S4 |
12,728.82 |
12,768.33 |
12,922.28 |
|
|
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 |
13,005.04 |
12,753.62 |
251.42 |
1.9% |
103.16 |
0.8% |
84% |
True |
False |
|
10 |
13,005.04 |
12,743.56 |
261.48 |
2.0% |
102.61 |
0.8% |
85% |
True |
False |
|
20 |
13,005.04 |
12,529.41 |
475.63 |
3.7% |
115.10 |
0.9% |
92% |
True |
False |
|
40 |
13,005.04 |
12,107.37 |
897.67 |
6.9% |
114.57 |
0.9% |
96% |
True |
False |
|
60 |
13,005.04 |
11,231.56 |
1,773.48 |
13.7% |
144.09 |
1.1% |
98% |
True |
False |
|
80 |
13,005.04 |
11,231.56 |
1,773.48 |
13.7% |
165.38 |
1.3% |
98% |
True |
False |
|
100 |
13,005.04 |
10,404.49 |
2,600.55 |
20.1% |
180.52 |
1.4% |
98% |
True |
False |
|
120 |
13,005.04 |
10,404.49 |
2,600.55 |
20.1% |
193.66 |
1.5% |
98% |
True |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,340.49 |
2.618 |
13,211.68 |
1.618 |
13,132.75 |
1.000 |
13,083.97 |
0.618 |
13,053.82 |
HIGH |
13,005.04 |
0.618 |
12,974.89 |
0.500 |
12,965.58 |
0.382 |
12,956.26 |
LOW |
12,926.11 |
0.618 |
12,877.33 |
1.000 |
12,847.18 |
1.618 |
12,798.40 |
2.618 |
12,719.47 |
4.250 |
12,590.66 |
|
|
Fisher Pivots for day following 21-Feb-2012 |
Pivot |
1 day |
3 day |
R1 |
12,965.65 |
12,941.23 |
PP |
12,965.61 |
12,916.77 |
S1 |
12,965.58 |
12,892.31 |
|