Trading Metrics calculated at close of trading on 27-Feb-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Feb-2012 |
27-Feb-2012 |
Change |
Change % |
Previous Week |
Open |
9,600 |
9,725 |
125 |
1.3% |
9,500 |
High |
9,750 |
9,755 |
5 |
0.1% |
9,750 |
Low |
9,575 |
9,480 |
-95 |
-1.0% |
9,435 |
Close |
9,710 |
9,595 |
-115 |
-1.2% |
9,710 |
Range |
175 |
275 |
100 |
57.1% |
315 |
ATR |
121 |
132 |
11 |
9.0% |
0 |
Volume |
8,102 |
6,737 |
-1,365 |
-16.8% |
25,386 |
|
Daily Pivots for day following 27-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,435 |
10,290 |
9,746 |
|
R3 |
10,160 |
10,015 |
9,671 |
|
R2 |
9,885 |
9,885 |
9,646 |
|
R1 |
9,740 |
9,740 |
9,620 |
9,675 |
PP |
9,610 |
9,610 |
9,610 |
9,578 |
S1 |
9,465 |
9,465 |
9,570 |
9,400 |
S2 |
9,335 |
9,335 |
9,545 |
|
S3 |
9,060 |
9,190 |
9,520 |
|
S4 |
8,785 |
8,915 |
9,444 |
|
|
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 |
9,755 |
9,435 |
320 |
3.3% |
170 |
1.8% |
50% |
True |
False |
6,424 |
10 |
9,755 |
8,940 |
815 |
8.5% |
159 |
1.7% |
80% |
True |
False |
7,358 |
20 |
9,755 |
8,750 |
1,005 |
10.5% |
124 |
1.3% |
84% |
True |
False |
6,025 |
40 |
9,755 |
8,300 |
1,455 |
15.2% |
111 |
1.2% |
89% |
True |
False |
5,161 |
60 |
9,755 |
8,275 |
1,480 |
15.4% |
117 |
1.2% |
89% |
True |
False |
4,658 |
80 |
9,755 |
8,110 |
1,645 |
17.1% |
96 |
1.0% |
90% |
True |
False |
3,499 |
100 |
9,755 |
8,110 |
1,645 |
17.1% |
80 |
0.8% |
90% |
True |
False |
2,800 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,924 |
2.618 |
10,475 |
1.618 |
10,200 |
1.000 |
10,030 |
0.618 |
9,925 |
HIGH |
9,755 |
0.618 |
9,650 |
0.500 |
9,618 |
0.382 |
9,585 |
LOW |
9,480 |
0.618 |
9,310 |
1.000 |
9,205 |
1.618 |
9,035 |
2.618 |
8,760 |
4.250 |
8,311 |
|
|
Fisher Pivots for day following 27-Feb-2012 |
Pivot |
1 day |
3 day |
R1 |
9,618 |
9,618 |
PP |
9,610 |
9,610 |
S1 |
9,603 |
9,603 |
|