Trading Metrics calculated at close of trading on 14-Feb-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Feb-2012 |
14-Feb-2012 |
Change |
Change % |
Previous Week |
Open |
4,226.0 |
4,234.0 |
8.0 |
0.2% |
4,280.0 |
High |
4,256.0 |
4,244.0 |
-12.0 |
-0.3% |
4,283.0 |
Low |
4,207.0 |
4,195.0 |
-12.0 |
-0.3% |
4,204.0 |
Close |
4,245.0 |
4,209.0 |
-36.0 |
-0.8% |
4,218.0 |
Range |
49.0 |
49.0 |
0.0 |
0.0% |
79.0 |
ATR |
49.3 |
49.4 |
0.0 |
0.1% |
0.0 |
Volume |
26,471 |
32,704 |
6,233 |
23.5% |
124,217 |
|
Daily Pivots for day following 14-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,363.0 |
4,335.0 |
4,236.0 |
|
R3 |
4,314.0 |
4,286.0 |
4,222.5 |
|
R2 |
4,265.0 |
4,265.0 |
4,218.0 |
|
R1 |
4,237.0 |
4,237.0 |
4,213.5 |
4,226.5 |
PP |
4,216.0 |
4,216.0 |
4,216.0 |
4,210.8 |
S1 |
4,188.0 |
4,188.0 |
4,204.5 |
4,177.5 |
S2 |
4,167.0 |
4,167.0 |
4,200.0 |
|
S3 |
4,118.0 |
4,139.0 |
4,195.5 |
|
S4 |
4,069.0 |
4,090.0 |
4,182.1 |
|
|
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 |
4,263.0 |
4,195.0 |
68.0 |
1.6% |
45.2 |
1.1% |
21% |
False |
True |
27,401 |
10 |
4,283.0 |
4,188.0 |
95.0 |
2.3% |
41.9 |
1.0% |
22% |
False |
False |
25,921 |
20 |
4,286.0 |
4,143.0 |
143.0 |
3.4% |
41.1 |
1.0% |
46% |
False |
False |
24,323 |
40 |
4,286.0 |
4,015.0 |
271.0 |
6.4% |
42.7 |
1.0% |
72% |
False |
False |
23,260 |
60 |
4,311.0 |
3,963.0 |
348.0 |
8.3% |
39.9 |
0.9% |
71% |
False |
False |
18,975 |
80 |
4,387.0 |
3,963.0 |
424.0 |
10.1% |
34.2 |
0.8% |
58% |
False |
False |
14,246 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,452.3 |
2.618 |
4,372.3 |
1.618 |
4,323.3 |
1.000 |
4,293.0 |
0.618 |
4,274.3 |
HIGH |
4,244.0 |
0.618 |
4,225.3 |
0.500 |
4,219.5 |
0.382 |
4,213.7 |
LOW |
4,195.0 |
0.618 |
4,164.7 |
1.000 |
4,146.0 |
1.618 |
4,115.7 |
2.618 |
4,066.7 |
4.250 |
3,986.8 |
|
|
Fisher Pivots for day following 14-Feb-2012 |
Pivot |
1 day |
3 day |
R1 |
4,219.5 |
4,225.5 |
PP |
4,216.0 |
4,220.0 |
S1 |
4,212.5 |
4,214.5 |
|