Trading Metrics calculated at close of trading on 23-Feb-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Feb-2012 |
23-Feb-2012 |
Change |
Change % |
Previous Week |
Open |
9,470 |
9,565 |
95 |
1.0% |
8,955 |
High |
9,610 |
9,620 |
10 |
0.1% |
9,500 |
Low |
9,445 |
9,510 |
65 |
0.7% |
8,940 |
Close |
9,580 |
9,600 |
20 |
0.2% |
9,485 |
Range |
165 |
110 |
-55 |
-33.3% |
560 |
ATR |
118 |
117 |
-1 |
-0.5% |
0 |
Volume |
6,195 |
4,334 |
-1,861 |
-30.0% |
41,465 |
|
Daily Pivots for day following 23-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,907 |
9,863 |
9,661 |
|
R3 |
9,797 |
9,753 |
9,630 |
|
R2 |
9,687 |
9,687 |
9,620 |
|
R1 |
9,643 |
9,643 |
9,610 |
9,665 |
PP |
9,577 |
9,577 |
9,577 |
9,588 |
S1 |
9,533 |
9,533 |
9,590 |
9,555 |
S2 |
9,467 |
9,467 |
9,580 |
|
S3 |
9,357 |
9,423 |
9,570 |
|
S4 |
9,247 |
9,313 |
9,540 |
|
|
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 |
9,620 |
9,215 |
405 |
4.2% |
141 |
1.5% |
95% |
True |
False |
7,150 |
10 |
9,620 |
8,900 |
720 |
7.5% |
137 |
1.4% |
97% |
True |
False |
6,919 |
20 |
9,620 |
8,750 |
870 |
9.1% |
110 |
1.1% |
98% |
True |
False |
5,703 |
40 |
9,620 |
8,300 |
1,320 |
13.8% |
105 |
1.1% |
98% |
True |
False |
4,873 |
60 |
9,620 |
8,275 |
1,345 |
14.0% |
111 |
1.2% |
99% |
True |
False |
4,412 |
80 |
9,620 |
8,110 |
1,510 |
15.7% |
91 |
0.9% |
99% |
True |
False |
3,314 |
100 |
9,620 |
8,110 |
1,510 |
15.7% |
76 |
0.8% |
99% |
True |
False |
2,652 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,088 |
2.618 |
9,908 |
1.618 |
9,798 |
1.000 |
9,730 |
0.618 |
9,688 |
HIGH |
9,620 |
0.618 |
9,578 |
0.500 |
9,565 |
0.382 |
9,552 |
LOW |
9,510 |
0.618 |
9,442 |
1.000 |
9,400 |
1.618 |
9,332 |
2.618 |
9,222 |
4.250 |
9,043 |
|
|
Fisher Pivots for day following 23-Feb-2012 |
Pivot |
1 day |
3 day |
R1 |
9,588 |
9,576 |
PP |
9,577 |
9,552 |
S1 |
9,565 |
9,528 |
|