Trading Metrics calculated at close of trading on 24-Feb-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Feb-2012 |
24-Feb-2012 |
Change |
Change % |
Previous Week |
Open |
12,937.08 |
12,981.20 |
44.12 |
0.3% |
12,949.34 |
High |
12,996.08 |
13,013.82 |
17.74 |
0.1% |
13,013.82 |
Low |
12,882.67 |
12,950.59 |
67.92 |
0.5% |
12,882.67 |
Close |
12,984.69 |
12,982.95 |
-1.74 |
0.0% |
12,982.95 |
Range |
113.41 |
63.23 |
-50.18 |
-44.2% |
131.15 |
ATR |
111.37 |
107.93 |
-3.44 |
-3.1% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 24-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,172.14 |
13,140.78 |
13,017.73 |
|
R3 |
13,108.91 |
13,077.55 |
13,000.34 |
|
R2 |
13,045.68 |
13,045.68 |
12,994.54 |
|
R1 |
13,014.32 |
13,014.32 |
12,988.75 |
13,030.00 |
PP |
12,982.45 |
12,982.45 |
12,982.45 |
12,990.30 |
S1 |
12,951.09 |
12,951.09 |
12,977.15 |
12,966.77 |
S2 |
12,919.22 |
12,919.22 |
12,971.36 |
|
S3 |
12,855.99 |
12,887.86 |
12,965.56 |
|
S4 |
12,792.76 |
12,824.63 |
12,948.17 |
|
|
Weekly Pivots for week ending 24-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,353.26 |
13,299.26 |
13,055.08 |
|
R3 |
13,222.11 |
13,168.11 |
13,019.02 |
|
R2 |
13,090.96 |
13,090.96 |
13,006.99 |
|
R1 |
13,036.96 |
13,036.96 |
12,994.97 |
13,063.96 |
PP |
12,959.81 |
12,959.81 |
12,959.81 |
12,973.32 |
S1 |
12,905.81 |
12,905.81 |
12,970.93 |
12,932.81 |
S2 |
12,828.66 |
12,828.66 |
12,958.91 |
|
S3 |
12,697.51 |
12,774.66 |
12,946.88 |
|
S4 |
12,566.36 |
12,643.51 |
12,910.82 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
13,013.82 |
12,882.67 |
131.15 |
1.0% |
76.66 |
0.6% |
76% |
True |
False |
|
10 |
13,013.82 |
12,743.56 |
270.26 |
2.1% |
99.04 |
0.8% |
89% |
True |
False |
|
20 |
13,013.82 |
12,529.41 |
484.41 |
3.7% |
105.09 |
0.8% |
94% |
True |
False |
|
40 |
13,013.82 |
12,140.17 |
873.65 |
6.7% |
114.03 |
0.9% |
96% |
True |
False |
|
60 |
13,013.82 |
11,517.04 |
1,496.78 |
11.5% |
136.50 |
1.1% |
98% |
True |
False |
|
80 |
13,013.82 |
11,231.56 |
1,782.26 |
13.7% |
159.67 |
1.2% |
98% |
True |
False |
|
100 |
13,013.82 |
10,404.49 |
2,609.33 |
20.1% |
174.23 |
1.3% |
99% |
True |
False |
|
120 |
13,013.82 |
10,404.49 |
2,609.33 |
20.1% |
190.54 |
1.5% |
99% |
True |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,282.55 |
2.618 |
13,179.36 |
1.618 |
13,116.13 |
1.000 |
13,077.05 |
0.618 |
13,052.90 |
HIGH |
13,013.82 |
0.618 |
12,989.67 |
0.500 |
12,982.21 |
0.382 |
12,974.74 |
LOW |
12,950.59 |
0.618 |
12,911.51 |
1.000 |
12,887.36 |
1.618 |
12,848.28 |
2.618 |
12,785.05 |
4.250 |
12,681.86 |
|
|
Fisher Pivots for day following 24-Feb-2012 |
Pivot |
1 day |
3 day |
R1 |
12,982.70 |
12,971.38 |
PP |
12,982.45 |
12,959.81 |
S1 |
12,982.21 |
12,948.25 |
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