Trading Metrics calculated at close of trading on 27-Feb-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Feb-2012 |
27-Feb-2012 |
Change |
Change % |
Previous Week |
Open |
4,277.0 |
4,295.0 |
18.0 |
0.4% |
4,192.0 |
High |
4,294.0 |
4,297.0 |
3.0 |
0.1% |
4,294.0 |
Low |
4,263.0 |
4,252.0 |
-11.0 |
-0.3% |
4,191.0 |
Close |
4,289.0 |
4,270.0 |
-19.0 |
-0.4% |
4,289.0 |
Range |
31.0 |
45.0 |
14.0 |
45.2% |
103.0 |
ATR |
49.7 |
49.4 |
-0.3 |
-0.7% |
0.0 |
Volume |
26,692 |
29,262 |
2,570 |
9.6% |
136,327 |
|
Daily Pivots for day following 27-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,408.0 |
4,384.0 |
4,294.8 |
|
R3 |
4,363.0 |
4,339.0 |
4,282.4 |
|
R2 |
4,318.0 |
4,318.0 |
4,278.3 |
|
R1 |
4,294.0 |
4,294.0 |
4,274.1 |
4,283.5 |
PP |
4,273.0 |
4,273.0 |
4,273.0 |
4,267.8 |
S1 |
4,249.0 |
4,249.0 |
4,265.9 |
4,238.5 |
S2 |
4,228.0 |
4,228.0 |
4,261.8 |
|
S3 |
4,183.0 |
4,204.0 |
4,257.6 |
|
S4 |
4,138.0 |
4,159.0 |
4,245.3 |
|
|
Weekly Pivots for week ending 24-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,567.0 |
4,531.0 |
4,345.7 |
|
R3 |
4,464.0 |
4,428.0 |
4,317.3 |
|
R2 |
4,361.0 |
4,361.0 |
4,307.9 |
|
R1 |
4,325.0 |
4,325.0 |
4,298.4 |
4,343.0 |
PP |
4,258.0 |
4,258.0 |
4,258.0 |
4,267.0 |
S1 |
4,222.0 |
4,222.0 |
4,279.6 |
4,240.0 |
S2 |
4,155.0 |
4,155.0 |
4,270.1 |
|
S3 |
4,052.0 |
4,119.0 |
4,260.7 |
|
S4 |
3,949.0 |
4,016.0 |
4,232.4 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,297.0 |
4,226.0 |
71.0 |
1.7% |
41.8 |
1.0% |
62% |
True |
False |
26,956 |
10 |
4,297.0 |
4,130.0 |
167.0 |
3.9% |
43.2 |
1.0% |
84% |
True |
False |
29,780 |
20 |
4,297.0 |
4,130.0 |
167.0 |
3.9% |
41.9 |
1.0% |
84% |
True |
False |
27,626 |
40 |
4,297.0 |
4,015.0 |
282.0 |
6.6% |
42.3 |
1.0% |
90% |
True |
False |
24,747 |
60 |
4,311.0 |
4,015.0 |
296.0 |
6.9% |
41.4 |
1.0% |
86% |
False |
False |
23,378 |
80 |
4,360.0 |
3,963.0 |
397.0 |
9.3% |
36.2 |
0.8% |
77% |
False |
False |
17,553 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,488.3 |
2.618 |
4,414.8 |
1.618 |
4,369.8 |
1.000 |
4,342.0 |
0.618 |
4,324.8 |
HIGH |
4,297.0 |
0.618 |
4,279.8 |
0.500 |
4,274.5 |
0.382 |
4,269.2 |
LOW |
4,252.0 |
0.618 |
4,224.2 |
1.000 |
4,207.0 |
1.618 |
4,179.2 |
2.618 |
4,134.2 |
4.250 |
4,060.8 |
|
|
Fisher Pivots for day following 27-Feb-2012 |
Pivot |
1 day |
3 day |
R1 |
4,274.5 |
4,271.5 |
PP |
4,273.0 |
4,271.0 |
S1 |
4,271.5 |
4,270.5 |
|