Trading Metrics calculated at close of trading on 28-Feb-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Feb-2012 |
28-Feb-2012 |
Change |
Change % |
Previous Week |
Open |
12,981.13 |
12,976.74 |
-4.39 |
0.0% |
12,949.34 |
High |
13,027.52 |
13,021.51 |
-6.01 |
0.0% |
13,013.82 |
Low |
12,882.59 |
12,952.82 |
70.23 |
0.5% |
12,882.67 |
Close |
12,981.51 |
13,005.12 |
23.61 |
0.2% |
12,982.95 |
Range |
144.93 |
68.69 |
-76.24 |
-52.6% |
131.15 |
ATR |
110.57 |
107.58 |
-2.99 |
-2.7% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 28-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,199.22 |
13,170.86 |
13,042.90 |
|
R3 |
13,130.53 |
13,102.17 |
13,024.01 |
|
R2 |
13,061.84 |
13,061.84 |
13,017.71 |
|
R1 |
13,033.48 |
13,033.48 |
13,011.42 |
13,047.66 |
PP |
12,993.15 |
12,993.15 |
12,993.15 |
13,000.24 |
S1 |
12,964.79 |
12,964.79 |
12,998.82 |
12,978.97 |
S2 |
12,924.46 |
12,924.46 |
12,992.53 |
|
S3 |
12,855.77 |
12,896.10 |
12,986.23 |
|
S4 |
12,787.08 |
12,827.41 |
12,967.34 |
|
|
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 |
13,027.52 |
12,882.59 |
144.93 |
1.1% |
90.67 |
0.7% |
85% |
False |
False |
|
10 |
13,027.52 |
12,753.62 |
273.90 |
2.1% |
96.92 |
0.7% |
92% |
False |
False |
|
20 |
13,027.52 |
12,567.33 |
460.19 |
3.5% |
104.11 |
0.8% |
95% |
False |
False |
|
40 |
13,027.52 |
12,213.78 |
813.74 |
6.3% |
111.85 |
0.9% |
97% |
False |
False |
|
60 |
13,027.52 |
11,735.19 |
1,292.33 |
9.9% |
130.17 |
1.0% |
98% |
False |
False |
|
80 |
13,027.52 |
11,231.56 |
1,795.96 |
13.8% |
154.88 |
1.2% |
99% |
False |
False |
|
100 |
13,027.52 |
10,738.10 |
2,289.42 |
17.6% |
168.90 |
1.3% |
99% |
False |
False |
|
120 |
13,027.52 |
10,404.49 |
2,623.03 |
20.2% |
187.44 |
1.4% |
99% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,313.44 |
2.618 |
13,201.34 |
1.618 |
13,132.65 |
1.000 |
13,090.20 |
0.618 |
13,063.96 |
HIGH |
13,021.51 |
0.618 |
12,995.27 |
0.500 |
12,987.17 |
0.382 |
12,979.06 |
LOW |
12,952.82 |
0.618 |
12,910.37 |
1.000 |
12,884.13 |
1.618 |
12,841.68 |
2.618 |
12,772.99 |
4.250 |
12,660.89 |
|
|
Fisher Pivots for day following 28-Feb-2012 |
Pivot |
1 day |
3 day |
R1 |
12,999.14 |
12,988.43 |
PP |
12,993.15 |
12,971.74 |
S1 |
12,987.17 |
12,955.06 |
|