Trading Metrics calculated at close of trading on 20-Feb-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Feb-2012 |
20-Feb-2012 |
Change |
Change % |
Previous Week |
Open |
4,160.0 |
4,192.0 |
32.0 |
0.8% |
4,226.0 |
High |
4,177.0 |
4,249.0 |
72.0 |
1.7% |
4,256.0 |
Low |
4,149.0 |
4,191.0 |
42.0 |
1.0% |
4,130.0 |
Close |
4,166.0 |
4,245.0 |
79.0 |
1.9% |
4,166.0 |
Range |
28.0 |
58.0 |
30.0 |
107.1% |
126.0 |
ATR |
50.4 |
52.8 |
2.3 |
4.6% |
0.0 |
Volume |
23,710 |
30,805 |
7,095 |
29.9% |
158,691 |
|
Daily Pivots for day following 20-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,402.3 |
4,381.7 |
4,276.9 |
|
R3 |
4,344.3 |
4,323.7 |
4,261.0 |
|
R2 |
4,286.3 |
4,286.3 |
4,255.6 |
|
R1 |
4,265.7 |
4,265.7 |
4,250.3 |
4,276.0 |
PP |
4,228.3 |
4,228.3 |
4,228.3 |
4,233.5 |
S1 |
4,207.7 |
4,207.7 |
4,239.7 |
4,218.0 |
S2 |
4,170.3 |
4,170.3 |
4,234.4 |
|
S3 |
4,112.3 |
4,149.7 |
4,229.1 |
|
S4 |
4,054.3 |
4,091.7 |
4,213.1 |
|
|
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 |
4,249.0 |
4,130.0 |
119.0 |
2.8% |
44.6 |
1.1% |
97% |
True |
False |
32,605 |
10 |
4,277.0 |
4,130.0 |
147.0 |
3.5% |
44.5 |
1.0% |
78% |
False |
False |
29,517 |
20 |
4,286.0 |
4,130.0 |
156.0 |
3.7% |
41.0 |
1.0% |
74% |
False |
False |
26,182 |
40 |
4,286.0 |
4,015.0 |
271.0 |
6.4% |
42.4 |
1.0% |
85% |
False |
False |
23,624 |
60 |
4,311.0 |
3,963.0 |
348.0 |
8.2% |
41.5 |
1.0% |
81% |
False |
False |
21,143 |
80 |
4,387.0 |
3,963.0 |
424.0 |
10.0% |
35.3 |
0.8% |
67% |
False |
False |
15,873 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,495.5 |
2.618 |
4,400.8 |
1.618 |
4,342.8 |
1.000 |
4,307.0 |
0.618 |
4,284.8 |
HIGH |
4,249.0 |
0.618 |
4,226.8 |
0.500 |
4,220.0 |
0.382 |
4,213.2 |
LOW |
4,191.0 |
0.618 |
4,155.2 |
1.000 |
4,133.0 |
1.618 |
4,097.2 |
2.618 |
4,039.2 |
4.250 |
3,944.5 |
|
|
Fisher Pivots for day following 20-Feb-2012 |
Pivot |
1 day |
3 day |
R1 |
4,236.7 |
4,226.5 |
PP |
4,228.3 |
4,208.0 |
S1 |
4,220.0 |
4,189.5 |
|