Trading Metrics calculated at close of trading on 21-Feb-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Feb-2012 |
21-Feb-2012 |
Change |
Change % |
Previous Week |
Open |
6,793.5 |
6,958.5 |
165.0 |
2.4% |
6,742.0 |
High |
6,879.0 |
6,975.5 |
96.5 |
1.4% |
6,879.0 |
Low |
6,793.5 |
6,872.0 |
78.5 |
1.2% |
6,653.0 |
Close |
6,842.5 |
6,916.0 |
73.5 |
1.1% |
6,842.5 |
Range |
85.5 |
103.5 |
18.0 |
21.1% |
226.0 |
ATR |
116.7 |
117.8 |
1.2 |
1.0% |
0.0 |
Volume |
133,288 |
137,635 |
4,347 |
3.3% |
705,720 |
|
Daily Pivots for day following 21-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,231.7 |
7,177.3 |
6,972.9 |
|
R3 |
7,128.2 |
7,073.8 |
6,944.5 |
|
R2 |
7,024.7 |
7,024.7 |
6,935.0 |
|
R1 |
6,970.3 |
6,970.3 |
6,925.5 |
6,945.8 |
PP |
6,921.2 |
6,921.2 |
6,921.2 |
6,908.9 |
S1 |
6,866.8 |
6,866.8 |
6,906.5 |
6,842.3 |
S2 |
6,817.7 |
6,817.7 |
6,897.0 |
|
S3 |
6,714.2 |
6,763.3 |
6,887.5 |
|
S4 |
6,610.7 |
6,659.8 |
6,859.1 |
|
|
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 |
6,975.5 |
6,653.0 |
322.5 |
4.7% |
112.8 |
1.6% |
82% |
True |
False |
145,538 |
10 |
6,975.5 |
6,651.0 |
324.5 |
4.7% |
109.5 |
1.6% |
82% |
True |
False |
142,822 |
20 |
6,975.5 |
6,338.0 |
637.5 |
9.2% |
107.4 |
1.6% |
91% |
True |
False |
140,799 |
40 |
6,975.5 |
5,774.0 |
1,201.5 |
17.4% |
107.9 |
1.6% |
95% |
True |
False |
128,757 |
60 |
6,975.5 |
5,382.0 |
1,593.5 |
23.0% |
130.7 |
1.9% |
96% |
True |
False |
102,661 |
80 |
6,975.5 |
5,382.0 |
1,593.5 |
23.0% |
147.6 |
2.1% |
96% |
True |
False |
77,140 |
100 |
6,975.5 |
5,147.5 |
1,828.0 |
26.4% |
154.8 |
2.2% |
97% |
True |
False |
61,836 |
120 |
6,975.5 |
4,988.0 |
1,987.5 |
28.7% |
163.2 |
2.4% |
97% |
True |
False |
52,200 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,415.4 |
2.618 |
7,246.5 |
1.618 |
7,143.0 |
1.000 |
7,079.0 |
0.618 |
7,039.5 |
HIGH |
6,975.5 |
0.618 |
6,936.0 |
0.500 |
6,923.8 |
0.382 |
6,911.5 |
LOW |
6,872.0 |
0.618 |
6,808.0 |
1.000 |
6,768.5 |
1.618 |
6,704.5 |
2.618 |
6,601.0 |
4.250 |
6,432.1 |
|
|
Fisher Pivots for day following 21-Feb-2012 |
Pivot |
1 day |
3 day |
R1 |
6,923.8 |
6,882.1 |
PP |
6,921.2 |
6,848.2 |
S1 |
6,918.6 |
6,814.3 |
|