Trading Metrics calculated at close of trading on 17-Feb-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Feb-2012 |
17-Feb-2012 |
Change |
Change % |
Previous Week |
Open |
9,230 |
9,365 |
135 |
1.5% |
8,955 |
High |
9,385 |
9,500 |
115 |
1.2% |
9,500 |
Low |
9,215 |
9,365 |
150 |
1.6% |
8,940 |
Close |
9,375 |
9,485 |
110 |
1.2% |
9,485 |
Range |
170 |
135 |
-35 |
-20.6% |
560 |
ATR |
112 |
113 |
2 |
1.5% |
0 |
Volume |
10,484 |
7,985 |
-2,499 |
-23.8% |
41,465 |
|
Daily Pivots for day following 17-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,855 |
9,805 |
9,559 |
|
R3 |
9,720 |
9,670 |
9,522 |
|
R2 |
9,585 |
9,585 |
9,510 |
|
R1 |
9,535 |
9,535 |
9,498 |
9,560 |
PP |
9,450 |
9,450 |
9,450 |
9,463 |
S1 |
9,400 |
9,400 |
9,473 |
9,425 |
S2 |
9,315 |
9,315 |
9,460 |
|
S3 |
9,180 |
9,265 |
9,448 |
|
S4 |
9,045 |
9,130 |
9,411 |
|
|
Weekly Pivots for week ending 17-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,988 |
10,797 |
9,793 |
|
R3 |
10,428 |
10,237 |
9,639 |
|
R2 |
9,868 |
9,868 |
9,588 |
|
R1 |
9,677 |
9,677 |
9,536 |
9,773 |
PP |
9,308 |
9,308 |
9,308 |
9,356 |
S1 |
9,117 |
9,117 |
9,434 |
9,213 |
S2 |
8,748 |
8,748 |
9,382 |
|
S3 |
8,188 |
8,557 |
9,331 |
|
S4 |
7,628 |
7,997 |
9,177 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
9,500 |
8,940 |
560 |
5.9% |
148 |
1.6% |
97% |
True |
False |
8,293 |
10 |
9,500 |
8,880 |
620 |
6.5% |
118 |
1.2% |
98% |
True |
False |
6,520 |
20 |
9,500 |
8,745 |
755 |
8.0% |
101 |
1.1% |
98% |
True |
False |
5,518 |
40 |
9,500 |
8,300 |
1,200 |
12.7% |
103 |
1.1% |
99% |
True |
False |
4,634 |
60 |
9,500 |
8,110 |
1,390 |
14.7% |
106 |
1.1% |
99% |
True |
False |
4,124 |
80 |
9,500 |
8,110 |
1,390 |
14.7% |
87 |
0.9% |
99% |
True |
False |
3,098 |
100 |
9,500 |
8,110 |
1,390 |
14.7% |
72 |
0.8% |
99% |
True |
False |
2,479 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,074 |
2.618 |
9,854 |
1.618 |
9,719 |
1.000 |
9,635 |
0.618 |
9,584 |
HIGH |
9,500 |
0.618 |
9,449 |
0.500 |
9,433 |
0.382 |
9,417 |
LOW |
9,365 |
0.618 |
9,282 |
1.000 |
9,230 |
1.618 |
9,147 |
2.618 |
9,012 |
4.250 |
8,791 |
|
|
Fisher Pivots for day following 17-Feb-2012 |
Pivot |
1 day |
3 day |
R1 |
9,468 |
9,424 |
PP |
9,450 |
9,363 |
S1 |
9,433 |
9,303 |
|