Trading Metrics calculated at close of trading on 24-Feb-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Feb-2012 |
24-Feb-2012 |
Change |
Change % |
Previous Week |
Open |
6,850.0 |
6,833.5 |
-16.5 |
-0.2% |
6,958.5 |
High |
6,908.0 |
6,893.5 |
-14.5 |
-0.2% |
6,975.5 |
Low |
6,732.0 |
6,827.5 |
95.5 |
1.4% |
6,732.0 |
Close |
6,833.5 |
6,868.0 |
34.5 |
0.5% |
6,868.0 |
Range |
176.0 |
66.0 |
-110.0 |
-62.5% |
243.5 |
ATR |
120.9 |
117.0 |
-3.9 |
-3.2% |
0.0 |
Volume |
163,048 |
108,322 |
-54,726 |
-33.6% |
546,295 |
|
Daily Pivots for day following 24-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,061.0 |
7,030.5 |
6,904.3 |
|
R3 |
6,995.0 |
6,964.5 |
6,886.2 |
|
R2 |
6,929.0 |
6,929.0 |
6,880.1 |
|
R1 |
6,898.5 |
6,898.5 |
6,874.1 |
6,913.8 |
PP |
6,863.0 |
6,863.0 |
6,863.0 |
6,870.6 |
S1 |
6,832.5 |
6,832.5 |
6,862.0 |
6,847.8 |
S2 |
6,797.0 |
6,797.0 |
6,855.9 |
|
S3 |
6,731.0 |
6,766.5 |
6,849.9 |
|
S4 |
6,665.0 |
6,700.5 |
6,831.7 |
|
|
Weekly Pivots for week ending 24-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,589.0 |
7,472.0 |
7,001.9 |
|
R3 |
7,345.5 |
7,228.5 |
6,935.0 |
|
R2 |
7,102.0 |
7,102.0 |
6,912.6 |
|
R1 |
6,985.0 |
6,985.0 |
6,890.3 |
6,921.8 |
PP |
6,858.5 |
6,858.5 |
6,858.5 |
6,826.9 |
S1 |
6,741.5 |
6,741.5 |
6,845.7 |
6,678.3 |
S2 |
6,615.0 |
6,615.0 |
6,823.4 |
|
S3 |
6,371.5 |
6,498.0 |
6,801.0 |
|
S4 |
6,128.0 |
6,254.5 |
6,734.1 |
|
|
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 |
6,732.0 |
243.5 |
3.5% |
106.5 |
1.6% |
56% |
False |
False |
135,916 |
10 |
6,975.5 |
6,651.0 |
324.5 |
4.7% |
113.3 |
1.6% |
67% |
False |
False |
140,495 |
20 |
6,975.5 |
6,416.0 |
559.5 |
8.1% |
107.9 |
1.6% |
81% |
False |
False |
140,285 |
40 |
6,975.5 |
5,780.5 |
1,195.0 |
17.4% |
109.7 |
1.6% |
91% |
False |
False |
135,016 |
60 |
6,975.5 |
5,614.5 |
1,361.0 |
19.8% |
128.7 |
1.9% |
92% |
False |
False |
109,404 |
80 |
6,975.5 |
5,382.0 |
1,593.5 |
23.2% |
144.6 |
2.1% |
93% |
False |
False |
82,235 |
100 |
6,975.5 |
5,288.0 |
1,687.5 |
24.6% |
153.1 |
2.2% |
94% |
False |
False |
65,903 |
120 |
6,975.5 |
4,988.0 |
1,987.5 |
28.9% |
161.9 |
2.4% |
95% |
False |
False |
55,598 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,174.0 |
2.618 |
7,066.3 |
1.618 |
7,000.3 |
1.000 |
6,959.5 |
0.618 |
6,934.3 |
HIGH |
6,893.5 |
0.618 |
6,868.3 |
0.500 |
6,860.5 |
0.382 |
6,852.7 |
LOW |
6,827.5 |
0.618 |
6,786.7 |
1.000 |
6,761.5 |
1.618 |
6,720.7 |
2.618 |
6,654.7 |
4.250 |
6,547.0 |
|
|
Fisher Pivots for day following 24-Feb-2012 |
Pivot |
1 day |
3 day |
R1 |
6,865.5 |
6,854.4 |
PP |
6,863.0 |
6,840.8 |
S1 |
6,860.5 |
6,827.3 |
|