Trading Metrics calculated at close of trading on 16-Feb-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Feb-2012 |
16-Feb-2012 |
Change |
Change % |
Previous Week |
Open |
6,800.0 |
6,673.0 |
-127.0 |
-1.9% |
6,754.0 |
High |
6,834.0 |
6,807.0 |
-27.0 |
-0.4% |
6,849.0 |
Low |
6,715.0 |
6,653.0 |
-62.0 |
-0.9% |
6,651.0 |
Close |
6,721.5 |
6,796.0 |
74.5 |
1.1% |
6,703.0 |
Range |
119.0 |
154.0 |
35.0 |
29.4% |
198.0 |
ATR |
116.4 |
119.1 |
2.7 |
2.3% |
0.0 |
Volume |
156,455 |
161,027 |
4,572 |
2.9% |
698,221 |
|
Daily Pivots for day following 16-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,214.0 |
7,159.0 |
6,880.7 |
|
R3 |
7,060.0 |
7,005.0 |
6,838.4 |
|
R2 |
6,906.0 |
6,906.0 |
6,824.2 |
|
R1 |
6,851.0 |
6,851.0 |
6,810.1 |
6,878.5 |
PP |
6,752.0 |
6,752.0 |
6,752.0 |
6,765.8 |
S1 |
6,697.0 |
6,697.0 |
6,781.9 |
6,724.5 |
S2 |
6,598.0 |
6,598.0 |
6,767.8 |
|
S3 |
6,444.0 |
6,543.0 |
6,753.7 |
|
S4 |
6,290.0 |
6,389.0 |
6,711.3 |
|
|
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 |
6,834.0 |
6,651.0 |
183.0 |
2.7% |
120.0 |
1.8% |
79% |
False |
False |
145,074 |
10 |
6,849.0 |
6,639.5 |
209.5 |
3.1% |
112.9 |
1.7% |
75% |
False |
False |
141,492 |
20 |
6,849.0 |
6,338.0 |
511.0 |
7.5% |
107.4 |
1.6% |
90% |
False |
False |
141,108 |
40 |
6,849.0 |
5,773.0 |
1,076.0 |
15.8% |
110.5 |
1.6% |
95% |
False |
False |
128,145 |
60 |
6,849.0 |
5,382.0 |
1,467.0 |
21.6% |
132.3 |
1.9% |
96% |
False |
False |
98,190 |
80 |
6,849.0 |
5,382.0 |
1,467.0 |
21.6% |
150.8 |
2.2% |
96% |
False |
False |
73,770 |
100 |
6,849.0 |
5,147.5 |
1,701.5 |
25.0% |
156.6 |
2.3% |
97% |
False |
False |
59,135 |
120 |
6,849.0 |
4,988.0 |
1,861.0 |
27.4% |
163.8 |
2.4% |
97% |
False |
False |
49,946 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,461.5 |
2.618 |
7,210.2 |
1.618 |
7,056.2 |
1.000 |
6,961.0 |
0.618 |
6,902.2 |
HIGH |
6,807.0 |
0.618 |
6,748.2 |
0.500 |
6,730.0 |
0.382 |
6,711.8 |
LOW |
6,653.0 |
0.618 |
6,557.8 |
1.000 |
6,499.0 |
1.618 |
6,403.8 |
2.618 |
6,249.8 |
4.250 |
5,998.5 |
|
|
Fisher Pivots for day following 16-Feb-2012 |
Pivot |
1 day |
3 day |
R1 |
6,774.0 |
6,778.5 |
PP |
6,752.0 |
6,761.0 |
S1 |
6,730.0 |
6,743.5 |
|