Trading Metrics calculated at close of trading on 24-Feb-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Feb-2012 |
24-Feb-2012 |
Change |
Change % |
Previous Week |
Open |
9,565 |
9,600 |
35 |
0.4% |
9,500 |
High |
9,620 |
9,750 |
130 |
1.4% |
9,750 |
Low |
9,510 |
9,575 |
65 |
0.7% |
9,435 |
Close |
9,600 |
9,710 |
110 |
1.1% |
9,710 |
Range |
110 |
175 |
65 |
59.1% |
315 |
ATR |
117 |
121 |
4 |
3.5% |
0 |
Volume |
4,334 |
8,102 |
3,768 |
86.9% |
25,386 |
|
Daily Pivots for day following 24-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,203 |
10,132 |
9,806 |
|
R3 |
10,028 |
9,957 |
9,758 |
|
R2 |
9,853 |
9,853 |
9,742 |
|
R1 |
9,782 |
9,782 |
9,726 |
9,818 |
PP |
9,678 |
9,678 |
9,678 |
9,696 |
S1 |
9,607 |
9,607 |
9,694 |
9,643 |
S2 |
9,503 |
9,503 |
9,678 |
|
S3 |
9,328 |
9,432 |
9,662 |
|
S4 |
9,153 |
9,257 |
9,614 |
|
|
Weekly Pivots for week ending 24-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,577 |
10,458 |
9,883 |
|
R3 |
10,262 |
10,143 |
9,797 |
|
R2 |
9,947 |
9,947 |
9,768 |
|
R1 |
9,828 |
9,828 |
9,739 |
9,888 |
PP |
9,632 |
9,632 |
9,632 |
9,661 |
S1 |
9,513 |
9,513 |
9,681 |
9,573 |
S2 |
9,317 |
9,317 |
9,652 |
|
S3 |
9,002 |
9,198 |
9,624 |
|
S4 |
8,687 |
8,883 |
9,537 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
9,750 |
9,365 |
385 |
4.0% |
142 |
1.5% |
90% |
True |
False |
6,674 |
10 |
9,750 |
8,900 |
850 |
8.8% |
145 |
1.5% |
95% |
True |
False |
7,210 |
20 |
9,750 |
8,750 |
1,000 |
10.3% |
114 |
1.2% |
96% |
True |
False |
5,861 |
40 |
9,750 |
8,300 |
1,450 |
14.9% |
107 |
1.1% |
97% |
True |
False |
5,053 |
60 |
9,750 |
8,275 |
1,475 |
15.2% |
113 |
1.2% |
97% |
True |
False |
4,546 |
80 |
9,750 |
8,110 |
1,640 |
16.9% |
93 |
1.0% |
98% |
True |
False |
3,415 |
100 |
9,750 |
8,110 |
1,640 |
16.9% |
77 |
0.8% |
98% |
True |
False |
2,733 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,494 |
2.618 |
10,208 |
1.618 |
10,033 |
1.000 |
9,925 |
0.618 |
9,858 |
HIGH |
9,750 |
0.618 |
9,683 |
0.500 |
9,663 |
0.382 |
9,642 |
LOW |
9,575 |
0.618 |
9,467 |
1.000 |
9,400 |
1.618 |
9,292 |
2.618 |
9,117 |
4.250 |
8,831 |
|
|
Fisher Pivots for day following 24-Feb-2012 |
Pivot |
1 day |
3 day |
R1 |
9,694 |
9,673 |
PP |
9,678 |
9,635 |
S1 |
9,663 |
9,598 |
|