Trading Metrics calculated at close of trading on 13-Feb-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Feb-2012 |
13-Feb-2012 |
Change |
Change % |
Previous Week |
Open |
5,845.5 |
5,819.5 |
-26.0 |
-0.4% |
5,861.5 |
High |
5,866.0 |
5,876.5 |
10.5 |
0.2% |
5,872.5 |
Low |
5,794.0 |
5,815.5 |
21.5 |
0.4% |
5,794.0 |
Close |
5,815.5 |
5,867.5 |
52.0 |
0.9% |
5,815.5 |
Range |
72.0 |
61.0 |
-11.0 |
-15.3% |
78.5 |
ATR |
74.0 |
73.1 |
-0.9 |
-1.3% |
0.0 |
Volume |
93,619 |
77,249 |
-16,370 |
-17.5% |
425,781 |
|
Daily Pivots for day following 13-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,036.0 |
6,013.0 |
5,901.0 |
|
R3 |
5,975.0 |
5,952.0 |
5,884.5 |
|
R2 |
5,914.0 |
5,914.0 |
5,878.5 |
|
R1 |
5,891.0 |
5,891.0 |
5,873.0 |
5,902.5 |
PP |
5,853.0 |
5,853.0 |
5,853.0 |
5,859.0 |
S1 |
5,830.0 |
5,830.0 |
5,862.0 |
5,841.5 |
S2 |
5,792.0 |
5,792.0 |
5,856.5 |
|
S3 |
5,731.0 |
5,769.0 |
5,850.5 |
|
S4 |
5,670.0 |
5,708.0 |
5,834.0 |
|
|
Weekly Pivots for week ending 10-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,063.0 |
6,017.5 |
5,858.5 |
|
R3 |
5,984.5 |
5,939.0 |
5,837.0 |
|
R2 |
5,906.0 |
5,906.0 |
5,830.0 |
|
R1 |
5,860.5 |
5,860.5 |
5,822.5 |
5,844.0 |
PP |
5,827.5 |
5,827.5 |
5,827.5 |
5,819.0 |
S1 |
5,782.0 |
5,782.0 |
5,808.5 |
5,765.5 |
S2 |
5,749.0 |
5,749.0 |
5,801.0 |
|
S3 |
5,670.5 |
5,703.5 |
5,794.0 |
|
S4 |
5,592.0 |
5,625.0 |
5,772.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,876.5 |
5,794.0 |
82.5 |
1.4% |
56.0 |
1.0% |
89% |
True |
False |
85,709 |
10 |
5,878.5 |
5,638.0 |
240.5 |
4.1% |
68.5 |
1.2% |
95% |
False |
False |
79,962 |
20 |
5,878.5 |
5,605.0 |
273.5 |
4.7% |
67.5 |
1.2% |
96% |
False |
False |
89,351 |
40 |
5,878.5 |
5,281.5 |
597.0 |
10.2% |
75.5 |
1.3% |
98% |
False |
False |
83,689 |
60 |
5,878.5 |
5,040.0 |
838.5 |
14.3% |
85.0 |
1.5% |
99% |
False |
False |
67,511 |
80 |
5,878.5 |
5,040.0 |
838.5 |
14.3% |
84.0 |
1.4% |
99% |
False |
False |
50,659 |
100 |
5,878.5 |
4,887.5 |
991.0 |
16.9% |
79.0 |
1.3% |
99% |
False |
False |
40,534 |
120 |
5,878.5 |
4,887.5 |
991.0 |
16.9% |
67.0 |
1.1% |
99% |
False |
False |
33,779 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,136.0 |
2.618 |
6,036.0 |
1.618 |
5,975.0 |
1.000 |
5,937.5 |
0.618 |
5,914.0 |
HIGH |
5,876.5 |
0.618 |
5,853.0 |
0.500 |
5,846.0 |
0.382 |
5,839.0 |
LOW |
5,815.5 |
0.618 |
5,778.0 |
1.000 |
5,754.5 |
1.618 |
5,717.0 |
2.618 |
5,656.0 |
4.250 |
5,556.0 |
|
|
Fisher Pivots for day following 13-Feb-2012 |
Pivot |
1 day |
3 day |
R1 |
5,860.5 |
5,857.0 |
PP |
5,853.0 |
5,846.0 |
S1 |
5,846.0 |
5,835.0 |
|