Trading Metrics calculated at close of trading on 29-Feb-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Feb-2012 |
29-Feb-2012 |
Change |
Change % |
Previous Week |
Open |
12,976.74 |
13,005.42 |
28.68 |
0.2% |
12,949.34 |
High |
13,021.51 |
13,055.75 |
34.24 |
0.3% |
13,013.82 |
Low |
12,952.82 |
12,929.66 |
-23.16 |
-0.2% |
12,882.67 |
Close |
13,005.12 |
12,952.07 |
-53.05 |
-0.4% |
12,982.95 |
Range |
68.69 |
126.09 |
57.40 |
83.6% |
131.15 |
ATR |
107.58 |
108.90 |
1.32 |
1.2% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 29-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,357.43 |
13,280.84 |
13,021.42 |
|
R3 |
13,231.34 |
13,154.75 |
12,986.74 |
|
R2 |
13,105.25 |
13,105.25 |
12,975.19 |
|
R1 |
13,028.66 |
13,028.66 |
12,963.63 |
13,003.91 |
PP |
12,979.16 |
12,979.16 |
12,979.16 |
12,966.79 |
S1 |
12,902.57 |
12,902.57 |
12,940.51 |
12,877.82 |
S2 |
12,853.07 |
12,853.07 |
12,928.95 |
|
S3 |
12,726.98 |
12,776.48 |
12,917.40 |
|
S4 |
12,600.89 |
12,650.39 |
12,882.72 |
|
|
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 |
13,055.75 |
12,882.59 |
173.16 |
1.3% |
103.27 |
0.8% |
40% |
True |
False |
|
10 |
13,055.75 |
12,753.62 |
302.13 |
2.3% |
100.33 |
0.8% |
66% |
True |
False |
|
20 |
13,055.75 |
12,632.76 |
422.99 |
3.3% |
102.78 |
0.8% |
75% |
True |
False |
|
40 |
13,055.75 |
12,221.19 |
834.56 |
6.4% |
113.09 |
0.9% |
88% |
True |
False |
|
60 |
13,055.75 |
11,735.19 |
1,320.56 |
10.2% |
130.81 |
1.0% |
92% |
True |
False |
|
80 |
13,055.75 |
11,231.56 |
1,824.19 |
14.1% |
153.73 |
1.2% |
94% |
True |
False |
|
100 |
13,055.75 |
10,858.67 |
2,197.08 |
17.0% |
168.03 |
1.3% |
95% |
True |
False |
|
120 |
13,055.75 |
10,404.49 |
2,651.26 |
20.5% |
186.18 |
1.4% |
96% |
True |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,591.63 |
2.618 |
13,385.85 |
1.618 |
13,259.76 |
1.000 |
13,181.84 |
0.618 |
13,133.67 |
HIGH |
13,055.75 |
0.618 |
13,007.58 |
0.500 |
12,992.71 |
0.382 |
12,977.83 |
LOW |
12,929.66 |
0.618 |
12,851.74 |
1.000 |
12,803.57 |
1.618 |
12,725.65 |
2.618 |
12,599.56 |
4.250 |
12,393.78 |
|
|
Fisher Pivots for day following 29-Feb-2012 |
Pivot |
1 day |
3 day |
R1 |
12,992.71 |
12,969.17 |
PP |
12,979.16 |
12,963.47 |
S1 |
12,965.62 |
12,957.77 |
|