Trading Metrics calculated at close of trading on 21-Feb-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Feb-2012 |
21-Feb-2012 |
Change |
Change % |
Previous Week |
Open |
9,365 |
9,500 |
135 |
1.4% |
8,955 |
High |
9,500 |
9,560 |
60 |
0.6% |
9,500 |
Low |
9,365 |
9,435 |
70 |
0.7% |
8,940 |
Close |
9,485 |
9,480 |
-5 |
-0.1% |
9,485 |
Range |
135 |
125 |
-10 |
-7.4% |
560 |
ATR |
113 |
114 |
1 |
0.7% |
0 |
Volume |
7,985 |
6,755 |
-1,230 |
-15.4% |
41,465 |
|
Daily Pivots for day following 21-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,867 |
9,798 |
9,549 |
|
R3 |
9,742 |
9,673 |
9,515 |
|
R2 |
9,617 |
9,617 |
9,503 |
|
R1 |
9,548 |
9,548 |
9,492 |
9,520 |
PP |
9,492 |
9,492 |
9,492 |
9,478 |
S1 |
9,423 |
9,423 |
9,469 |
9,395 |
S2 |
9,367 |
9,367 |
9,457 |
|
S3 |
9,242 |
9,298 |
9,446 |
|
S4 |
9,117 |
9,173 |
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 |
9,560 |
8,970 |
590 |
6.2% |
155 |
1.6% |
86% |
True |
False |
8,865 |
10 |
9,560 |
8,900 |
660 |
7.0% |
123 |
1.3% |
88% |
True |
False |
6,845 |
20 |
9,560 |
8,750 |
810 |
8.5% |
104 |
1.1% |
90% |
True |
False |
5,667 |
40 |
9,560 |
8,300 |
1,260 |
13.3% |
104 |
1.1% |
94% |
True |
False |
4,723 |
60 |
9,560 |
8,110 |
1,450 |
15.3% |
108 |
1.1% |
94% |
True |
False |
4,237 |
80 |
9,560 |
8,110 |
1,450 |
15.3% |
89 |
0.9% |
94% |
True |
False |
3,182 |
100 |
9,560 |
8,110 |
1,450 |
15.3% |
73 |
0.8% |
94% |
True |
False |
2,546 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,091 |
2.618 |
9,887 |
1.618 |
9,762 |
1.000 |
9,685 |
0.618 |
9,637 |
HIGH |
9,560 |
0.618 |
9,512 |
0.500 |
9,498 |
0.382 |
9,483 |
LOW |
9,435 |
0.618 |
9,358 |
1.000 |
9,310 |
1.618 |
9,233 |
2.618 |
9,108 |
4.250 |
8,904 |
|
|
Fisher Pivots for day following 21-Feb-2012 |
Pivot |
1 day |
3 day |
R1 |
9,498 |
9,449 |
PP |
9,492 |
9,418 |
S1 |
9,486 |
9,388 |
|