Trading Metrics calculated at close of trading on 23-Feb-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Feb-2012 |
23-Feb-2012 |
Change |
Change % |
Previous Week |
Open |
12,966.22 |
12,937.08 |
-29.14 |
-0.2% |
12,799.11 |
High |
12,977.91 |
12,996.08 |
18.17 |
0.1% |
12,967.92 |
Low |
12,914.83 |
12,882.67 |
-32.16 |
-0.2% |
12,753.62 |
Close |
12,938.67 |
12,984.69 |
46.02 |
0.4% |
12,949.87 |
Range |
63.08 |
113.41 |
50.33 |
79.8% |
214.30 |
ATR |
111.21 |
111.37 |
0.16 |
0.1% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 23-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,294.71 |
13,253.11 |
13,047.07 |
|
R3 |
13,181.30 |
13,139.70 |
13,015.88 |
|
R2 |
13,067.89 |
13,067.89 |
13,005.48 |
|
R1 |
13,026.29 |
13,026.29 |
12,995.09 |
13,047.09 |
PP |
12,954.48 |
12,954.48 |
12,954.48 |
12,964.88 |
S1 |
12,912.88 |
12,912.88 |
12,974.29 |
12,933.68 |
S2 |
12,841.07 |
12,841.07 |
12,963.90 |
|
S3 |
12,727.66 |
12,799.47 |
12,953.50 |
|
S4 |
12,614.25 |
12,686.06 |
12,922.31 |
|
|
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 |
12,779.58 |
225.46 |
1.7% |
90.90 |
0.7% |
91% |
False |
False |
|
10 |
13,005.04 |
12,743.56 |
261.48 |
2.0% |
100.55 |
0.8% |
92% |
False |
False |
|
20 |
13,005.04 |
12,529.41 |
475.63 |
3.7% |
109.27 |
0.8% |
96% |
False |
False |
|
40 |
13,005.04 |
12,140.17 |
864.87 |
6.7% |
113.91 |
0.9% |
98% |
False |
False |
|
60 |
13,005.04 |
11,232.16 |
1,772.88 |
13.7% |
140.95 |
1.1% |
99% |
False |
False |
|
80 |
13,005.04 |
11,231.56 |
1,773.48 |
13.7% |
159.97 |
1.2% |
99% |
False |
False |
|
100 |
13,005.04 |
10,404.49 |
2,600.55 |
20.0% |
176.03 |
1.4% |
99% |
False |
False |
|
120 |
13,005.04 |
10,404.49 |
2,600.55 |
20.0% |
191.92 |
1.5% |
99% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,478.07 |
2.618 |
13,292.99 |
1.618 |
13,179.58 |
1.000 |
13,109.49 |
0.618 |
13,066.17 |
HIGH |
12,996.08 |
0.618 |
12,952.76 |
0.500 |
12,939.38 |
0.382 |
12,925.99 |
LOW |
12,882.67 |
0.618 |
12,812.58 |
1.000 |
12,769.26 |
1.618 |
12,699.17 |
2.618 |
12,585.76 |
4.250 |
12,400.68 |
|
|
Fisher Pivots for day following 23-Feb-2012 |
Pivot |
1 day |
3 day |
R1 |
12,969.59 |
12,971.08 |
PP |
12,954.48 |
12,957.47 |
S1 |
12,939.38 |
12,943.86 |
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