Trading Metrics calculated at close of trading on 17-Feb-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Feb-2012 |
17-Feb-2012 |
Change |
Change % |
Previous Week |
Open |
6,673.0 |
6,793.5 |
120.5 |
1.8% |
6,742.0 |
High |
6,807.0 |
6,879.0 |
72.0 |
1.1% |
6,879.0 |
Low |
6,653.0 |
6,793.5 |
140.5 |
2.1% |
6,653.0 |
Close |
6,796.0 |
6,842.5 |
46.5 |
0.7% |
6,842.5 |
Range |
154.0 |
85.5 |
-68.5 |
-44.5% |
226.0 |
ATR |
119.1 |
116.7 |
-2.4 |
-2.0% |
0.0 |
Volume |
161,027 |
133,288 |
-27,739 |
-17.2% |
705,720 |
|
Daily Pivots for day following 17-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,094.8 |
7,054.2 |
6,889.5 |
|
R3 |
7,009.3 |
6,968.7 |
6,866.0 |
|
R2 |
6,923.8 |
6,923.8 |
6,858.2 |
|
R1 |
6,883.2 |
6,883.2 |
6,850.3 |
6,903.5 |
PP |
6,838.3 |
6,838.3 |
6,838.3 |
6,848.5 |
S1 |
6,797.7 |
6,797.7 |
6,834.7 |
6,818.0 |
S2 |
6,752.8 |
6,752.8 |
6,826.8 |
|
S3 |
6,667.3 |
6,712.2 |
6,819.0 |
|
S4 |
6,581.8 |
6,626.7 |
6,795.5 |
|
|
Weekly Pivots for week ending 17-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,469.5 |
7,382.0 |
6,966.8 |
|
R3 |
7,243.5 |
7,156.0 |
6,904.7 |
|
R2 |
7,017.5 |
7,017.5 |
6,883.9 |
|
R1 |
6,930.0 |
6,930.0 |
6,863.2 |
6,973.8 |
PP |
6,791.5 |
6,791.5 |
6,791.5 |
6,813.4 |
S1 |
6,704.0 |
6,704.0 |
6,821.8 |
6,747.8 |
S2 |
6,565.5 |
6,565.5 |
6,801.1 |
|
S3 |
6,339.5 |
6,478.0 |
6,780.4 |
|
S4 |
6,113.5 |
6,252.0 |
6,718.2 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
6,879.0 |
6,653.0 |
226.0 |
3.3% |
105.3 |
1.5% |
84% |
True |
False |
141,144 |
10 |
6,879.0 |
6,651.0 |
228.0 |
3.3% |
105.9 |
1.5% |
84% |
True |
False |
140,394 |
20 |
6,879.0 |
6,338.0 |
541.0 |
7.9% |
108.4 |
1.6% |
93% |
True |
False |
140,720 |
40 |
6,879.0 |
5,774.0 |
1,105.0 |
16.1% |
107.6 |
1.6% |
97% |
True |
False |
127,681 |
60 |
6,879.0 |
5,382.0 |
1,497.0 |
21.9% |
131.6 |
1.9% |
98% |
True |
False |
100,386 |
80 |
6,879.0 |
5,382.0 |
1,497.0 |
21.9% |
149.5 |
2.2% |
98% |
True |
False |
75,433 |
100 |
6,879.0 |
5,147.5 |
1,731.5 |
25.3% |
155.4 |
2.3% |
98% |
True |
False |
60,462 |
120 |
6,879.0 |
4,988.0 |
1,891.0 |
27.6% |
163.4 |
2.4% |
98% |
True |
False |
51,054 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,242.4 |
2.618 |
7,102.8 |
1.618 |
7,017.3 |
1.000 |
6,964.5 |
0.618 |
6,931.8 |
HIGH |
6,879.0 |
0.618 |
6,846.3 |
0.500 |
6,836.3 |
0.382 |
6,826.2 |
LOW |
6,793.5 |
0.618 |
6,740.7 |
1.000 |
6,708.0 |
1.618 |
6,655.2 |
2.618 |
6,569.7 |
4.250 |
6,430.1 |
|
|
Fisher Pivots for day following 17-Feb-2012 |
Pivot |
1 day |
3 day |
R1 |
6,840.4 |
6,817.0 |
PP |
6,838.3 |
6,791.5 |
S1 |
6,836.3 |
6,766.0 |
|