Trading Metrics calculated at close of trading on 14-Feb-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Feb-2012 |
14-Feb-2012 |
Change |
Change % |
Previous Week |
Open |
8,955 |
9,005 |
50 |
0.6% |
8,930 |
High |
9,030 |
9,110 |
80 |
0.9% |
9,045 |
Low |
8,940 |
8,970 |
30 |
0.3% |
8,880 |
Close |
9,025 |
9,105 |
80 |
0.9% |
8,940 |
Range |
90 |
140 |
50 |
55.6% |
165 |
ATR |
97 |
100 |
3 |
3.2% |
0 |
Volume |
3,893 |
5,917 |
2,024 |
52.0% |
23,742 |
|
Daily Pivots for day following 14-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,482 |
9,433 |
9,182 |
|
R3 |
9,342 |
9,293 |
9,144 |
|
R2 |
9,202 |
9,202 |
9,131 |
|
R1 |
9,153 |
9,153 |
9,118 |
9,178 |
PP |
9,062 |
9,062 |
9,062 |
9,074 |
S1 |
9,013 |
9,013 |
9,092 |
9,038 |
S2 |
8,922 |
8,922 |
9,079 |
|
S3 |
8,782 |
8,873 |
9,067 |
|
S4 |
8,642 |
8,733 |
9,028 |
|
|
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 |
9,110 |
8,900 |
210 |
2.3% |
105 |
1.2% |
98% |
True |
False |
4,956 |
10 |
9,110 |
8,775 |
335 |
3.7% |
96 |
1.1% |
99% |
True |
False |
4,713 |
20 |
9,110 |
8,465 |
645 |
7.1% |
96 |
1.0% |
99% |
True |
False |
4,732 |
40 |
9,110 |
8,275 |
835 |
9.2% |
100 |
1.1% |
99% |
True |
False |
4,102 |
60 |
9,110 |
8,110 |
1,000 |
11.0% |
101 |
1.1% |
100% |
True |
False |
3,598 |
80 |
9,110 |
8,110 |
1,000 |
11.0% |
81 |
0.9% |
100% |
True |
False |
2,702 |
100 |
9,110 |
8,110 |
1,000 |
11.0% |
67 |
0.7% |
100% |
True |
False |
2,162 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,705 |
2.618 |
9,477 |
1.618 |
9,337 |
1.000 |
9,250 |
0.618 |
9,197 |
HIGH |
9,110 |
0.618 |
9,057 |
0.500 |
9,040 |
0.382 |
9,024 |
LOW |
8,970 |
0.618 |
8,884 |
1.000 |
8,830 |
1.618 |
8,744 |
2.618 |
8,604 |
4.250 |
8,375 |
|
|
Fisher Pivots for day following 14-Feb-2012 |
Pivot |
1 day |
3 day |
R1 |
9,083 |
9,072 |
PP |
9,062 |
9,038 |
S1 |
9,040 |
9,005 |
|