Trading Metrics calculated at close of trading on 13-Feb-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Feb-2012 |
13-Feb-2012 |
Change |
Change % |
Previous Week |
Open |
9,030 |
8,955 |
-75 |
-0.8% |
8,930 |
High |
9,030 |
9,030 |
0 |
0.0% |
9,045 |
Low |
8,900 |
8,940 |
40 |
0.4% |
8,880 |
Close |
8,940 |
9,025 |
85 |
1.0% |
8,940 |
Range |
130 |
90 |
-40 |
-30.8% |
165 |
ATR |
97 |
97 |
-1 |
-0.5% |
0 |
Volume |
5,257 |
3,893 |
-1,364 |
-25.9% |
23,742 |
|
Daily Pivots for day following 13-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,268 |
9,237 |
9,075 |
|
R3 |
9,178 |
9,147 |
9,050 |
|
R2 |
9,088 |
9,088 |
9,042 |
|
R1 |
9,057 |
9,057 |
9,033 |
9,073 |
PP |
8,998 |
8,998 |
8,998 |
9,006 |
S1 |
8,967 |
8,967 |
9,017 |
8,983 |
S2 |
8,908 |
8,908 |
9,009 |
|
S3 |
8,818 |
8,877 |
9,000 |
|
S4 |
8,728 |
8,787 |
8,976 |
|
|
Weekly Pivots for week ending 10-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,450 |
9,360 |
9,031 |
|
R3 |
9,285 |
9,195 |
8,986 |
|
R2 |
9,120 |
9,120 |
8,970 |
|
R1 |
9,030 |
9,030 |
8,955 |
9,075 |
PP |
8,955 |
8,955 |
8,955 |
8,978 |
S1 |
8,865 |
8,865 |
8,925 |
8,910 |
S2 |
8,790 |
8,790 |
8,910 |
|
S3 |
8,625 |
8,700 |
8,895 |
|
S4 |
8,460 |
8,535 |
8,849 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
9,045 |
8,900 |
145 |
1.6% |
90 |
1.0% |
86% |
False |
False |
4,826 |
10 |
9,045 |
8,770 |
275 |
3.0% |
89 |
1.0% |
93% |
False |
False |
4,514 |
20 |
9,045 |
8,355 |
690 |
7.6% |
96 |
1.1% |
97% |
False |
False |
4,742 |
40 |
9,045 |
8,275 |
770 |
8.5% |
98 |
1.1% |
97% |
False |
False |
4,087 |
60 |
9,045 |
8,110 |
935 |
10.4% |
99 |
1.1% |
98% |
False |
False |
3,499 |
80 |
9,075 |
8,110 |
965 |
10.7% |
79 |
0.9% |
95% |
False |
False |
2,628 |
100 |
9,075 |
8,110 |
965 |
10.7% |
65 |
0.7% |
95% |
False |
False |
2,103 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,413 |
2.618 |
9,266 |
1.618 |
9,176 |
1.000 |
9,120 |
0.618 |
9,086 |
HIGH |
9,030 |
0.618 |
8,996 |
0.500 |
8,985 |
0.382 |
8,975 |
LOW |
8,940 |
0.618 |
8,885 |
1.000 |
8,850 |
1.618 |
8,795 |
2.618 |
8,705 |
4.250 |
8,558 |
|
|
Fisher Pivots for day following 13-Feb-2012 |
Pivot |
1 day |
3 day |
R1 |
9,012 |
9,008 |
PP |
8,998 |
8,990 |
S1 |
8,985 |
8,973 |
|