Trading Metrics calculated at close of trading on 16-Feb-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Feb-2012 |
16-Feb-2012 |
Change |
Change % |
Previous Week |
Open |
9,115 |
9,230 |
115 |
1.3% |
8,930 |
High |
9,310 |
9,385 |
75 |
0.8% |
9,045 |
Low |
9,105 |
9,215 |
110 |
1.2% |
8,880 |
Close |
9,240 |
9,375 |
135 |
1.5% |
8,940 |
Range |
205 |
170 |
-35 |
-17.1% |
165 |
ATR |
107 |
112 |
4 |
4.2% |
0 |
Volume |
13,186 |
10,484 |
-2,702 |
-20.5% |
23,742 |
|
Daily Pivots for day following 16-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,835 |
9,775 |
9,469 |
|
R3 |
9,665 |
9,605 |
9,422 |
|
R2 |
9,495 |
9,495 |
9,406 |
|
R1 |
9,435 |
9,435 |
9,391 |
9,465 |
PP |
9,325 |
9,325 |
9,325 |
9,340 |
S1 |
9,265 |
9,265 |
9,360 |
9,295 |
S2 |
9,155 |
9,155 |
9,344 |
|
S3 |
8,985 |
9,095 |
9,328 |
|
S4 |
8,815 |
8,925 |
9,282 |
|
|
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 |
9,385 |
8,900 |
485 |
5.2% |
147 |
1.6% |
98% |
True |
False |
7,747 |
10 |
9,385 |
8,830 |
555 |
5.9% |
116 |
1.2% |
98% |
True |
False |
6,278 |
20 |
9,385 |
8,715 |
670 |
7.1% |
98 |
1.0% |
99% |
True |
False |
5,344 |
40 |
9,385 |
8,300 |
1,085 |
11.6% |
104 |
1.1% |
99% |
True |
False |
4,521 |
60 |
9,385 |
8,110 |
1,275 |
13.6% |
106 |
1.1% |
99% |
True |
False |
3,992 |
80 |
9,385 |
8,110 |
1,275 |
13.6% |
85 |
0.9% |
99% |
True |
False |
2,998 |
100 |
9,385 |
8,110 |
1,275 |
13.6% |
70 |
0.7% |
99% |
True |
False |
2,399 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,108 |
2.618 |
9,830 |
1.618 |
9,660 |
1.000 |
9,555 |
0.618 |
9,490 |
HIGH |
9,385 |
0.618 |
9,320 |
0.500 |
9,300 |
0.382 |
9,280 |
LOW |
9,215 |
0.618 |
9,110 |
1.000 |
9,045 |
1.618 |
8,940 |
2.618 |
8,770 |
4.250 |
8,493 |
|
|
Fisher Pivots for day following 16-Feb-2012 |
Pivot |
1 day |
3 day |
R1 |
9,350 |
9,309 |
PP |
9,325 |
9,243 |
S1 |
9,300 |
9,178 |
|