Trading Metrics calculated at close of trading on 13-Feb-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Feb-2012 |
13-Feb-2012 |
Change |
Change % |
Previous Week |
Open |
6,810.0 |
6,742.0 |
-68.0 |
-1.0% |
6,754.0 |
High |
6,810.0 |
6,777.0 |
-33.0 |
-0.5% |
6,849.0 |
Low |
6,651.0 |
6,711.0 |
60.0 |
0.9% |
6,651.0 |
Close |
6,703.0 |
6,750.5 |
47.5 |
0.7% |
6,703.0 |
Range |
159.0 |
66.0 |
-93.0 |
-58.5% |
198.0 |
ATR |
120.6 |
117.3 |
-3.3 |
-2.8% |
0.0 |
Volume |
152,941 |
115,665 |
-37,276 |
-24.4% |
698,221 |
|
Daily Pivots for day following 13-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,944.2 |
6,913.3 |
6,786.8 |
|
R3 |
6,878.2 |
6,847.3 |
6,768.7 |
|
R2 |
6,812.2 |
6,812.2 |
6,762.6 |
|
R1 |
6,781.3 |
6,781.3 |
6,756.6 |
6,796.8 |
PP |
6,746.2 |
6,746.2 |
6,746.2 |
6,753.9 |
S1 |
6,715.3 |
6,715.3 |
6,744.5 |
6,730.8 |
S2 |
6,680.2 |
6,680.2 |
6,738.4 |
|
S3 |
6,614.2 |
6,649.3 |
6,732.4 |
|
S4 |
6,548.2 |
6,583.3 |
6,714.2 |
|
|
Weekly Pivots for week ending 10-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,328.3 |
7,213.7 |
6,811.9 |
|
R3 |
7,130.3 |
7,015.7 |
6,757.5 |
|
R2 |
6,932.3 |
6,932.3 |
6,739.3 |
|
R1 |
6,817.7 |
6,817.7 |
6,721.2 |
6,776.0 |
PP |
6,734.3 |
6,734.3 |
6,734.3 |
6,713.5 |
S1 |
6,619.7 |
6,619.7 |
6,684.9 |
6,578.0 |
S2 |
6,536.3 |
6,536.3 |
6,666.7 |
|
S3 |
6,338.3 |
6,421.7 |
6,648.6 |
|
S4 |
6,140.3 |
6,223.7 |
6,594.1 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
6,849.0 |
6,651.0 |
198.0 |
2.9% |
106.1 |
1.6% |
50% |
False |
False |
140,106 |
10 |
6,849.0 |
6,453.5 |
395.5 |
5.9% |
107.6 |
1.6% |
75% |
False |
False |
140,283 |
20 |
6,849.0 |
6,267.5 |
581.5 |
8.6% |
103.2 |
1.5% |
83% |
False |
False |
140,961 |
40 |
6,849.0 |
5,614.5 |
1,234.5 |
18.3% |
115.0 |
1.7% |
92% |
False |
False |
126,954 |
60 |
6,849.0 |
5,382.0 |
1,467.0 |
21.7% |
133.6 |
2.0% |
93% |
False |
False |
90,598 |
80 |
6,849.0 |
5,382.0 |
1,467.0 |
21.7% |
152.4 |
2.3% |
93% |
False |
False |
68,081 |
100 |
6,849.0 |
5,001.0 |
1,848.0 |
27.4% |
160.5 |
2.4% |
95% |
False |
False |
54,580 |
120 |
6,849.0 |
4,988.0 |
1,861.0 |
27.6% |
163.6 |
2.4% |
95% |
False |
False |
46,143 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,057.5 |
2.618 |
6,949.8 |
1.618 |
6,883.8 |
1.000 |
6,843.0 |
0.618 |
6,817.8 |
HIGH |
6,777.0 |
0.618 |
6,751.8 |
0.500 |
6,744.0 |
0.382 |
6,736.2 |
LOW |
6,711.0 |
0.618 |
6,670.2 |
1.000 |
6,645.0 |
1.618 |
6,604.2 |
2.618 |
6,538.2 |
4.250 |
6,430.5 |
|
|
Fisher Pivots for day following 13-Feb-2012 |
Pivot |
1 day |
3 day |
R1 |
6,748.3 |
6,750.3 |
PP |
6,746.2 |
6,750.2 |
S1 |
6,744.0 |
6,750.0 |
|