Trading Metrics calculated at close of trading on 13-Feb-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Feb-2012 |
13-Feb-2012 |
Change |
Change % |
Previous Week |
Open |
4,254.0 |
4,226.0 |
-28.0 |
-0.7% |
4,280.0 |
High |
4,256.0 |
4,256.0 |
0.0 |
0.0% |
4,283.0 |
Low |
4,204.0 |
4,207.0 |
3.0 |
0.1% |
4,204.0 |
Close |
4,218.0 |
4,245.0 |
27.0 |
0.6% |
4,218.0 |
Range |
52.0 |
49.0 |
-3.0 |
-5.8% |
79.0 |
ATR |
49.4 |
49.3 |
0.0 |
-0.1% |
0.0 |
Volume |
25,545 |
26,471 |
926 |
3.6% |
124,217 |
|
Daily Pivots for day following 13-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,383.0 |
4,363.0 |
4,272.0 |
|
R3 |
4,334.0 |
4,314.0 |
4,258.5 |
|
R2 |
4,285.0 |
4,285.0 |
4,254.0 |
|
R1 |
4,265.0 |
4,265.0 |
4,249.5 |
4,275.0 |
PP |
4,236.0 |
4,236.0 |
4,236.0 |
4,241.0 |
S1 |
4,216.0 |
4,216.0 |
4,240.5 |
4,226.0 |
S2 |
4,187.0 |
4,187.0 |
4,236.0 |
|
S3 |
4,138.0 |
4,167.0 |
4,231.5 |
|
S4 |
4,089.0 |
4,118.0 |
4,218.1 |
|
|
Weekly Pivots for week ending 10-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,472.0 |
4,424.0 |
4,261.5 |
|
R3 |
4,393.0 |
4,345.0 |
4,239.7 |
|
R2 |
4,314.0 |
4,314.0 |
4,232.5 |
|
R1 |
4,266.0 |
4,266.0 |
4,225.2 |
4,250.5 |
PP |
4,235.0 |
4,235.0 |
4,235.0 |
4,227.3 |
S1 |
4,187.0 |
4,187.0 |
4,210.8 |
4,171.5 |
S2 |
4,156.0 |
4,156.0 |
4,203.5 |
|
S3 |
4,077.0 |
4,108.0 |
4,196.3 |
|
S4 |
3,998.0 |
4,029.0 |
4,174.6 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,277.0 |
4,204.0 |
73.0 |
1.7% |
44.4 |
1.0% |
56% |
False |
False |
26,430 |
10 |
4,283.0 |
4,188.0 |
95.0 |
2.2% |
40.6 |
1.0% |
60% |
False |
False |
25,472 |
20 |
4,286.0 |
4,109.0 |
177.0 |
4.2% |
40.4 |
1.0% |
77% |
False |
False |
23,786 |
40 |
4,286.0 |
4,015.0 |
271.0 |
6.4% |
42.4 |
1.0% |
85% |
False |
False |
23,544 |
60 |
4,311.0 |
3,963.0 |
348.0 |
8.2% |
39.1 |
0.9% |
81% |
False |
False |
18,430 |
80 |
4,387.0 |
3,963.0 |
424.0 |
10.0% |
33.6 |
0.8% |
67% |
False |
False |
13,837 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,464.3 |
2.618 |
4,384.3 |
1.618 |
4,335.3 |
1.000 |
4,305.0 |
0.618 |
4,286.3 |
HIGH |
4,256.0 |
0.618 |
4,237.3 |
0.500 |
4,231.5 |
0.382 |
4,225.7 |
LOW |
4,207.0 |
0.618 |
4,176.7 |
1.000 |
4,158.0 |
1.618 |
4,127.7 |
2.618 |
4,078.7 |
4.250 |
3,998.8 |
|
|
Fisher Pivots for day following 13-Feb-2012 |
Pivot |
1 day |
3 day |
R1 |
4,240.5 |
4,240.0 |
PP |
4,236.0 |
4,235.0 |
S1 |
4,231.5 |
4,230.0 |
|