Trading Metrics calculated at close of trading on 28-Feb-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Feb-2012 |
28-Feb-2012 |
Change |
Change % |
Previous Week |
Open |
6,826.5 |
6,875.0 |
48.5 |
0.7% |
6,958.5 |
High |
6,872.5 |
6,904.5 |
32.0 |
0.5% |
6,975.5 |
Low |
6,744.0 |
6,810.5 |
66.5 |
1.0% |
6,732.0 |
Close |
6,849.0 |
6,891.5 |
42.5 |
0.6% |
6,868.0 |
Range |
128.5 |
94.0 |
-34.5 |
-26.8% |
243.5 |
ATR |
117.8 |
116.1 |
-1.7 |
-1.4% |
0.0 |
Volume |
139,884 |
146,823 |
6,939 |
5.0% |
546,295 |
|
Daily Pivots for day following 28-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,150.8 |
7,115.2 |
6,943.2 |
|
R3 |
7,056.8 |
7,021.2 |
6,917.4 |
|
R2 |
6,962.8 |
6,962.8 |
6,908.7 |
|
R1 |
6,927.2 |
6,927.2 |
6,900.1 |
6,945.0 |
PP |
6,868.8 |
6,868.8 |
6,868.8 |
6,877.8 |
S1 |
6,833.2 |
6,833.2 |
6,882.9 |
6,851.0 |
S2 |
6,774.8 |
6,774.8 |
6,874.3 |
|
S3 |
6,680.8 |
6,739.2 |
6,865.7 |
|
S4 |
6,586.8 |
6,645.2 |
6,839.8 |
|
|
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 |
6,922.5 |
6,732.0 |
190.5 |
2.8% |
113.2 |
1.6% |
84% |
False |
False |
139,073 |
10 |
6,975.5 |
6,653.0 |
322.5 |
4.7% |
113.0 |
1.6% |
74% |
False |
False |
142,305 |
20 |
6,975.5 |
6,453.5 |
522.0 |
7.6% |
110.3 |
1.6% |
84% |
False |
False |
141,294 |
40 |
6,975.5 |
5,880.0 |
1,095.5 |
15.9% |
110.7 |
1.6% |
92% |
False |
False |
139,628 |
60 |
6,975.5 |
5,614.5 |
1,361.0 |
19.7% |
123.7 |
1.8% |
94% |
False |
False |
114,082 |
80 |
6,975.5 |
5,382.0 |
1,593.5 |
23.1% |
140.4 |
2.0% |
95% |
False |
False |
85,806 |
100 |
6,975.5 |
5,382.0 |
1,593.5 |
23.1% |
150.8 |
2.2% |
95% |
False |
False |
68,751 |
120 |
6,975.5 |
4,988.0 |
1,987.5 |
28.8% |
161.4 |
2.3% |
96% |
False |
False |
57,976 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,304.0 |
2.618 |
7,150.6 |
1.618 |
7,056.6 |
1.000 |
6,998.5 |
0.618 |
6,962.6 |
HIGH |
6,904.5 |
0.618 |
6,868.6 |
0.500 |
6,857.5 |
0.382 |
6,846.4 |
LOW |
6,810.5 |
0.618 |
6,752.4 |
1.000 |
6,716.5 |
1.618 |
6,658.4 |
2.618 |
6,564.4 |
4.250 |
6,411.0 |
|
|
Fisher Pivots for day following 28-Feb-2012 |
Pivot |
1 day |
3 day |
R1 |
6,880.2 |
6,869.1 |
PP |
6,868.8 |
6,846.7 |
S1 |
6,857.5 |
6,824.3 |
|