Trading Metrics calculated at close of trading on 22-Feb-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Feb-2012 |
22-Feb-2012 |
Change |
Change % |
Previous Week |
Open |
9,500 |
9,470 |
-30 |
-0.3% |
8,955 |
High |
9,560 |
9,610 |
50 |
0.5% |
9,500 |
Low |
9,435 |
9,445 |
10 |
0.1% |
8,940 |
Close |
9,480 |
9,580 |
100 |
1.1% |
9,485 |
Range |
125 |
165 |
40 |
32.0% |
560 |
ATR |
114 |
118 |
4 |
3.2% |
0 |
Volume |
6,755 |
6,195 |
-560 |
-8.3% |
41,465 |
|
Daily Pivots for day following 22-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,040 |
9,975 |
9,671 |
|
R3 |
9,875 |
9,810 |
9,626 |
|
R2 |
9,710 |
9,710 |
9,610 |
|
R1 |
9,645 |
9,645 |
9,595 |
9,678 |
PP |
9,545 |
9,545 |
9,545 |
9,561 |
S1 |
9,480 |
9,480 |
9,565 |
9,513 |
S2 |
9,380 |
9,380 |
9,550 |
|
S3 |
9,215 |
9,315 |
9,535 |
|
S4 |
9,050 |
9,150 |
9,489 |
|
|
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 |
9,610 |
9,105 |
505 |
5.3% |
160 |
1.7% |
94% |
True |
False |
8,921 |
10 |
9,610 |
8,900 |
710 |
7.4% |
133 |
1.4% |
96% |
True |
False |
6,938 |
20 |
9,610 |
8,750 |
860 |
9.0% |
109 |
1.1% |
97% |
True |
False |
5,775 |
40 |
9,610 |
8,300 |
1,310 |
13.7% |
105 |
1.1% |
98% |
True |
False |
4,798 |
60 |
9,610 |
8,110 |
1,500 |
15.7% |
111 |
1.2% |
98% |
True |
False |
4,340 |
80 |
9,610 |
8,110 |
1,500 |
15.7% |
90 |
0.9% |
98% |
True |
False |
3,260 |
100 |
9,610 |
8,110 |
1,500 |
15.7% |
75 |
0.8% |
98% |
True |
False |
2,608 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,311 |
2.618 |
10,042 |
1.618 |
9,877 |
1.000 |
9,775 |
0.618 |
9,712 |
HIGH |
9,610 |
0.618 |
9,547 |
0.500 |
9,528 |
0.382 |
9,508 |
LOW |
9,445 |
0.618 |
9,343 |
1.000 |
9,280 |
1.618 |
9,178 |
2.618 |
9,013 |
4.250 |
8,744 |
|
|
Fisher Pivots for day following 22-Feb-2012 |
Pivot |
1 day |
3 day |
R1 |
9,563 |
9,549 |
PP |
9,545 |
9,518 |
S1 |
9,528 |
9,488 |
|