Trading Metrics calculated at close of trading on 28-Feb-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Feb-2012 |
28-Feb-2012 |
Change |
Change % |
Previous Week |
Open |
4,295.0 |
4,265.0 |
-30.0 |
-0.7% |
4,192.0 |
High |
4,297.0 |
4,282.0 |
-15.0 |
-0.3% |
4,294.0 |
Low |
4,252.0 |
4,250.0 |
-2.0 |
0.0% |
4,191.0 |
Close |
4,270.0 |
4,257.0 |
-13.0 |
-0.3% |
4,289.0 |
Range |
45.0 |
32.0 |
-13.0 |
-28.9% |
103.0 |
ATR |
49.4 |
48.2 |
-1.2 |
-2.5% |
0.0 |
Volume |
29,262 |
25,510 |
-3,752 |
-12.8% |
136,327 |
|
Daily Pivots for day following 28-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,359.0 |
4,340.0 |
4,274.6 |
|
R3 |
4,327.0 |
4,308.0 |
4,265.8 |
|
R2 |
4,295.0 |
4,295.0 |
4,262.9 |
|
R1 |
4,276.0 |
4,276.0 |
4,259.9 |
4,269.5 |
PP |
4,263.0 |
4,263.0 |
4,263.0 |
4,259.8 |
S1 |
4,244.0 |
4,244.0 |
4,254.1 |
4,237.5 |
S2 |
4,231.0 |
4,231.0 |
4,251.1 |
|
S3 |
4,199.0 |
4,212.0 |
4,248.2 |
|
S4 |
4,167.0 |
4,180.0 |
4,239.4 |
|
|
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 |
4,246.0 |
51.0 |
1.2% |
36.6 |
0.9% |
22% |
False |
False |
25,381 |
10 |
4,297.0 |
4,130.0 |
167.0 |
3.9% |
41.5 |
1.0% |
76% |
False |
False |
29,061 |
20 |
4,297.0 |
4,130.0 |
167.0 |
3.9% |
41.7 |
1.0% |
76% |
False |
False |
27,491 |
40 |
4,297.0 |
4,062.0 |
235.0 |
5.5% |
41.5 |
1.0% |
83% |
False |
False |
25,105 |
60 |
4,311.0 |
4,015.0 |
296.0 |
7.0% |
41.2 |
1.0% |
82% |
False |
False |
23,801 |
80 |
4,360.0 |
3,963.0 |
397.0 |
9.3% |
36.3 |
0.9% |
74% |
False |
False |
17,870 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,418.0 |
2.618 |
4,365.8 |
1.618 |
4,333.8 |
1.000 |
4,314.0 |
0.618 |
4,301.8 |
HIGH |
4,282.0 |
0.618 |
4,269.8 |
0.500 |
4,266.0 |
0.382 |
4,262.2 |
LOW |
4,250.0 |
0.618 |
4,230.2 |
1.000 |
4,218.0 |
1.618 |
4,198.2 |
2.618 |
4,166.2 |
4.250 |
4,114.0 |
|
|
Fisher Pivots for day following 28-Feb-2012 |
Pivot |
1 day |
3 day |
R1 |
4,266.0 |
4,273.5 |
PP |
4,263.0 |
4,268.0 |
S1 |
4,260.0 |
4,262.5 |
|