Trading Metrics calculated at close of trading on 15-Feb-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Feb-2012 |
15-Feb-2012 |
Change |
Change % |
Previous Week |
Open |
4,234.0 |
4,201.0 |
-33.0 |
-0.8% |
4,280.0 |
High |
4,244.0 |
4,224.0 |
-20.0 |
-0.5% |
4,283.0 |
Low |
4,195.0 |
4,186.0 |
-9.0 |
-0.2% |
4,204.0 |
Close |
4,209.0 |
4,220.0 |
11.0 |
0.3% |
4,218.0 |
Range |
49.0 |
38.0 |
-11.0 |
-22.4% |
79.0 |
ATR |
49.4 |
48.6 |
-0.8 |
-1.6% |
0.0 |
Volume |
32,704 |
28,844 |
-3,860 |
-11.8% |
124,217 |
|
Daily Pivots for day following 15-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,324.0 |
4,310.0 |
4,240.9 |
|
R3 |
4,286.0 |
4,272.0 |
4,230.5 |
|
R2 |
4,248.0 |
4,248.0 |
4,227.0 |
|
R1 |
4,234.0 |
4,234.0 |
4,223.5 |
4,241.0 |
PP |
4,210.0 |
4,210.0 |
4,210.0 |
4,213.5 |
S1 |
4,196.0 |
4,196.0 |
4,216.5 |
4,203.0 |
S2 |
4,172.0 |
4,172.0 |
4,213.0 |
|
S3 |
4,134.0 |
4,158.0 |
4,209.6 |
|
S4 |
4,096.0 |
4,120.0 |
4,199.1 |
|
|
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 |
4,256.0 |
4,186.0 |
70.0 |
1.7% |
47.2 |
1.1% |
49% |
False |
True |
29,000 |
10 |
4,283.0 |
4,186.0 |
97.0 |
2.3% |
40.4 |
1.0% |
35% |
False |
True |
25,645 |
20 |
4,286.0 |
4,171.0 |
115.0 |
2.7% |
40.5 |
1.0% |
43% |
False |
False |
24,528 |
40 |
4,286.0 |
4,015.0 |
271.0 |
6.4% |
42.5 |
1.0% |
76% |
False |
False |
23,234 |
60 |
4,311.0 |
3,963.0 |
348.0 |
8.2% |
40.5 |
1.0% |
74% |
False |
False |
19,455 |
80 |
4,387.0 |
3,963.0 |
424.0 |
10.0% |
34.6 |
0.8% |
61% |
False |
False |
14,606 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,385.5 |
2.618 |
4,323.5 |
1.618 |
4,285.5 |
1.000 |
4,262.0 |
0.618 |
4,247.5 |
HIGH |
4,224.0 |
0.618 |
4,209.5 |
0.500 |
4,205.0 |
0.382 |
4,200.5 |
LOW |
4,186.0 |
0.618 |
4,162.5 |
1.000 |
4,148.0 |
1.618 |
4,124.5 |
2.618 |
4,086.5 |
4.250 |
4,024.5 |
|
|
Fisher Pivots for day following 15-Feb-2012 |
Pivot |
1 day |
3 day |
R1 |
4,215.0 |
4,221.0 |
PP |
4,210.0 |
4,220.7 |
S1 |
4,205.0 |
4,220.3 |
|