Trading Metrics calculated at close of trading on 22-Feb-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Feb-2012 |
22-Feb-2012 |
Change |
Change % |
Previous Week |
Open |
6,958.5 |
6,905.5 |
-53.0 |
-0.8% |
6,742.0 |
High |
6,975.5 |
6,922.5 |
-53.0 |
-0.8% |
6,879.0 |
Low |
6,872.0 |
6,821.0 |
-51.0 |
-0.7% |
6,653.0 |
Close |
6,916.0 |
6,836.0 |
-80.0 |
-1.2% |
6,842.5 |
Range |
103.5 |
101.5 |
-2.0 |
-1.9% |
226.0 |
ATR |
117.8 |
116.7 |
-1.2 |
-1.0% |
0.0 |
Volume |
137,635 |
137,290 |
-345 |
-0.3% |
705,720 |
|
Daily Pivots for day following 22-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,164.3 |
7,101.7 |
6,891.8 |
|
R3 |
7,062.8 |
7,000.2 |
6,863.9 |
|
R2 |
6,961.3 |
6,961.3 |
6,854.6 |
|
R1 |
6,898.7 |
6,898.7 |
6,845.3 |
6,879.3 |
PP |
6,859.8 |
6,859.8 |
6,859.8 |
6,850.1 |
S1 |
6,797.2 |
6,797.2 |
6,826.7 |
6,777.8 |
S2 |
6,758.3 |
6,758.3 |
6,817.4 |
|
S3 |
6,656.8 |
6,695.7 |
6,808.1 |
|
S4 |
6,555.3 |
6,594.2 |
6,780.2 |
|
|
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% |
112.7 |
1.6% |
57% |
False |
False |
145,139 |
10 |
6,975.5 |
6,651.0 |
324.5 |
4.7% |
108.9 |
1.6% |
57% |
False |
False |
142,427 |
20 |
6,975.5 |
6,369.0 |
606.5 |
8.9% |
107.9 |
1.6% |
77% |
False |
False |
140,595 |
40 |
6,975.5 |
5,774.0 |
1,201.5 |
17.6% |
108.3 |
1.6% |
88% |
False |
False |
130,940 |
60 |
6,975.5 |
5,585.0 |
1,390.5 |
20.3% |
129.8 |
1.9% |
90% |
False |
False |
104,914 |
80 |
6,975.5 |
5,382.0 |
1,593.5 |
23.3% |
147.4 |
2.2% |
91% |
False |
False |
78,852 |
100 |
6,975.5 |
5,147.5 |
1,828.0 |
26.7% |
154.0 |
2.3% |
92% |
False |
False |
63,201 |
120 |
6,975.5 |
4,988.0 |
1,987.5 |
29.1% |
163.0 |
2.4% |
93% |
False |
False |
53,341 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,353.9 |
2.618 |
7,188.2 |
1.618 |
7,086.7 |
1.000 |
7,024.0 |
0.618 |
6,985.2 |
HIGH |
6,922.5 |
0.618 |
6,883.7 |
0.500 |
6,871.8 |
0.382 |
6,859.8 |
LOW |
6,821.0 |
0.618 |
6,758.3 |
1.000 |
6,719.5 |
1.618 |
6,656.8 |
2.618 |
6,555.3 |
4.250 |
6,389.6 |
|
|
Fisher Pivots for day following 22-Feb-2012 |
Pivot |
1 day |
3 day |
R1 |
6,871.8 |
6,884.5 |
PP |
6,859.8 |
6,868.3 |
S1 |
6,847.9 |
6,852.2 |
|