Trading Metrics calculated at close of trading on 17-Feb-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Feb-2012 |
17-Feb-2012 |
Change |
Change % |
Previous Week |
Open |
4,179.0 |
4,160.0 |
-19.0 |
-0.5% |
4,226.0 |
High |
4,180.0 |
4,177.0 |
-3.0 |
-0.1% |
4,256.0 |
Low |
4,130.0 |
4,149.0 |
19.0 |
0.5% |
4,130.0 |
Close |
4,141.0 |
4,166.0 |
25.0 |
0.6% |
4,166.0 |
Range |
50.0 |
28.0 |
-22.0 |
-44.0% |
126.0 |
ATR |
51.5 |
50.4 |
-1.1 |
-2.2% |
0.0 |
Volume |
46,962 |
23,710 |
-23,252 |
-49.5% |
158,691 |
|
Daily Pivots for day following 17-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,248.0 |
4,235.0 |
4,181.4 |
|
R3 |
4,220.0 |
4,207.0 |
4,173.7 |
|
R2 |
4,192.0 |
4,192.0 |
4,171.1 |
|
R1 |
4,179.0 |
4,179.0 |
4,168.6 |
4,185.5 |
PP |
4,164.0 |
4,164.0 |
4,164.0 |
4,167.3 |
S1 |
4,151.0 |
4,151.0 |
4,163.4 |
4,157.5 |
S2 |
4,136.0 |
4,136.0 |
4,160.9 |
|
S3 |
4,108.0 |
4,123.0 |
4,158.3 |
|
S4 |
4,080.0 |
4,095.0 |
4,150.6 |
|
|
Weekly Pivots for week ending 17-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,562.0 |
4,490.0 |
4,235.3 |
|
R3 |
4,436.0 |
4,364.0 |
4,200.7 |
|
R2 |
4,310.0 |
4,310.0 |
4,189.1 |
|
R1 |
4,238.0 |
4,238.0 |
4,177.6 |
4,211.0 |
PP |
4,184.0 |
4,184.0 |
4,184.0 |
4,170.5 |
S1 |
4,112.0 |
4,112.0 |
4,154.5 |
4,085.0 |
S2 |
4,058.0 |
4,058.0 |
4,142.9 |
|
S3 |
3,932.0 |
3,986.0 |
4,131.4 |
|
S4 |
3,806.0 |
3,860.0 |
4,096.7 |
|
|
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 |
4,130.0 |
126.0 |
3.0% |
42.8 |
1.0% |
29% |
False |
False |
31,738 |
10 |
4,283.0 |
4,130.0 |
153.0 |
3.7% |
41.5 |
1.0% |
24% |
False |
False |
28,290 |
20 |
4,286.0 |
4,130.0 |
156.0 |
3.7% |
40.0 |
1.0% |
23% |
False |
False |
25,572 |
40 |
4,286.0 |
4,015.0 |
271.0 |
6.5% |
41.7 |
1.0% |
56% |
False |
False |
23,416 |
60 |
4,311.0 |
3,963.0 |
348.0 |
8.4% |
41.1 |
1.0% |
58% |
False |
False |
20,630 |
80 |
4,387.0 |
3,963.0 |
424.0 |
10.2% |
35.1 |
0.8% |
48% |
False |
False |
15,489 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,296.0 |
2.618 |
4,250.3 |
1.618 |
4,222.3 |
1.000 |
4,205.0 |
0.618 |
4,194.3 |
HIGH |
4,177.0 |
0.618 |
4,166.3 |
0.500 |
4,163.0 |
0.382 |
4,159.7 |
LOW |
4,149.0 |
0.618 |
4,131.7 |
1.000 |
4,121.0 |
1.618 |
4,103.7 |
2.618 |
4,075.7 |
4.250 |
4,030.0 |
|
|
Fisher Pivots for day following 17-Feb-2012 |
Pivot |
1 day |
3 day |
R1 |
4,165.0 |
4,177.0 |
PP |
4,164.0 |
4,173.3 |
S1 |
4,163.0 |
4,169.7 |
|