Trading Metrics calculated at close of trading on 15-Feb-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Feb-2012 |
15-Feb-2012 |
Change |
Change % |
Previous Week |
Open |
9,005 |
9,115 |
110 |
1.2% |
8,930 |
High |
9,110 |
9,310 |
200 |
2.2% |
9,045 |
Low |
8,970 |
9,105 |
135 |
1.5% |
8,880 |
Close |
9,105 |
9,240 |
135 |
1.5% |
8,940 |
Range |
140 |
205 |
65 |
46.4% |
165 |
ATR |
100 |
107 |
8 |
7.5% |
0 |
Volume |
5,917 |
13,186 |
7,269 |
122.8% |
23,742 |
|
Daily Pivots for day following 15-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,833 |
9,742 |
9,353 |
|
R3 |
9,628 |
9,537 |
9,297 |
|
R2 |
9,423 |
9,423 |
9,278 |
|
R1 |
9,332 |
9,332 |
9,259 |
9,378 |
PP |
9,218 |
9,218 |
9,218 |
9,241 |
S1 |
9,127 |
9,127 |
9,221 |
9,173 |
S2 |
9,013 |
9,013 |
9,203 |
|
S3 |
8,808 |
8,922 |
9,184 |
|
S4 |
8,603 |
8,717 |
9,127 |
|
|
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 |
9,310 |
8,900 |
410 |
4.4% |
133 |
1.4% |
83% |
True |
False |
6,688 |
10 |
9,310 |
8,830 |
480 |
5.2% |
104 |
1.1% |
85% |
True |
False |
5,544 |
20 |
9,310 |
8,585 |
725 |
7.8% |
98 |
1.1% |
90% |
True |
False |
5,073 |
40 |
9,310 |
8,275 |
1,035 |
11.2% |
102 |
1.1% |
93% |
True |
False |
4,335 |
60 |
9,310 |
8,110 |
1,200 |
13.0% |
104 |
1.1% |
94% |
True |
False |
3,817 |
80 |
9,310 |
8,110 |
1,200 |
13.0% |
83 |
0.9% |
94% |
True |
False |
2,867 |
100 |
9,310 |
8,110 |
1,200 |
13.0% |
69 |
0.7% |
94% |
True |
False |
2,294 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,181 |
2.618 |
9,847 |
1.618 |
9,642 |
1.000 |
9,515 |
0.618 |
9,437 |
HIGH |
9,310 |
0.618 |
9,232 |
0.500 |
9,208 |
0.382 |
9,183 |
LOW |
9,105 |
0.618 |
8,978 |
1.000 |
8,900 |
1.618 |
8,773 |
2.618 |
8,568 |
4.250 |
8,234 |
|
|
Fisher Pivots for day following 15-Feb-2012 |
Pivot |
1 day |
3 day |
R1 |
9,229 |
9,202 |
PP |
9,218 |
9,163 |
S1 |
9,208 |
9,125 |
|