Trading Metrics calculated at close of trading on 29-Feb-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Feb-2012 |
29-Feb-2012 |
Change |
Change % |
Previous Week |
Open |
4,265.0 |
4,258.0 |
-7.0 |
-0.2% |
4,192.0 |
High |
4,282.0 |
4,319.0 |
37.0 |
0.9% |
4,294.0 |
Low |
4,250.0 |
4,256.0 |
6.0 |
0.1% |
4,191.0 |
Close |
4,257.0 |
4,288.0 |
31.0 |
0.7% |
4,289.0 |
Range |
32.0 |
63.0 |
31.0 |
96.9% |
103.0 |
ATR |
48.2 |
49.2 |
1.1 |
2.2% |
0.0 |
Volume |
25,510 |
43,971 |
18,461 |
72.4% |
136,327 |
|
Daily Pivots for day following 29-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,476.7 |
4,445.3 |
4,322.7 |
|
R3 |
4,413.7 |
4,382.3 |
4,305.3 |
|
R2 |
4,350.7 |
4,350.7 |
4,299.6 |
|
R1 |
4,319.3 |
4,319.3 |
4,293.8 |
4,335.0 |
PP |
4,287.7 |
4,287.7 |
4,287.7 |
4,295.5 |
S1 |
4,256.3 |
4,256.3 |
4,282.2 |
4,272.0 |
S2 |
4,224.7 |
4,224.7 |
4,276.5 |
|
S3 |
4,161.7 |
4,193.3 |
4,270.7 |
|
S4 |
4,098.7 |
4,130.3 |
4,253.4 |
|
|
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 |
4,319.0 |
4,246.0 |
73.0 |
1.7% |
41.0 |
1.0% |
58% |
True |
False |
29,295 |
10 |
4,319.0 |
4,130.0 |
189.0 |
4.4% |
44.0 |
1.0% |
84% |
True |
False |
30,574 |
20 |
4,319.0 |
4,130.0 |
189.0 |
4.4% |
42.2 |
1.0% |
84% |
True |
False |
28,109 |
40 |
4,319.0 |
4,062.0 |
257.0 |
6.0% |
42.5 |
1.0% |
88% |
True |
False |
25,928 |
60 |
4,319.0 |
4,015.0 |
304.0 |
7.1% |
41.7 |
1.0% |
90% |
True |
False |
24,517 |
80 |
4,360.0 |
3,963.0 |
397.0 |
9.3% |
37.1 |
0.9% |
82% |
False |
False |
18,419 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,586.8 |
2.618 |
4,483.9 |
1.618 |
4,420.9 |
1.000 |
4,382.0 |
0.618 |
4,357.9 |
HIGH |
4,319.0 |
0.618 |
4,294.9 |
0.500 |
4,287.5 |
0.382 |
4,280.1 |
LOW |
4,256.0 |
0.618 |
4,217.1 |
1.000 |
4,193.0 |
1.618 |
4,154.1 |
2.618 |
4,091.1 |
4.250 |
3,988.3 |
|
|
Fisher Pivots for day following 29-Feb-2012 |
Pivot |
1 day |
3 day |
R1 |
4,287.8 |
4,286.8 |
PP |
4,287.7 |
4,285.7 |
S1 |
4,287.5 |
4,284.5 |
|