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 |
1,731.1 |
1,727.4 |
-3.7 |
-0.2% |
1,731.0 |
High |
1,737.2 |
1,735.4 |
-1.8 |
-0.1% |
1,755.5 |
Low |
1,706.4 |
1,717.7 |
11.3 |
0.7% |
1,706.4 |
Close |
1,725.3 |
1,724.9 |
-0.4 |
0.0% |
1,725.3 |
Range |
30.8 |
17.7 |
-13.1 |
-42.5% |
49.1 |
ATR |
29.4 |
28.6 |
-0.8 |
-2.8% |
0.0 |
Volume |
167,159 |
101,240 |
-65,919 |
-39.4% |
741,826 |
|
Daily Pivots for day following 13-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,779.1 |
1,769.7 |
1,734.6 |
|
R3 |
1,761.4 |
1,752.0 |
1,729.8 |
|
R2 |
1,743.7 |
1,743.7 |
1,728.1 |
|
R1 |
1,734.3 |
1,734.3 |
1,726.5 |
1,730.2 |
PP |
1,726.0 |
1,726.0 |
1,726.0 |
1,723.9 |
S1 |
1,716.6 |
1,716.6 |
1,723.3 |
1,712.5 |
S2 |
1,708.3 |
1,708.3 |
1,721.7 |
|
S3 |
1,690.6 |
1,698.9 |
1,720.0 |
|
S4 |
1,672.9 |
1,681.2 |
1,715.2 |
|
|
Weekly Pivots for week ending 10-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,876.4 |
1,849.9 |
1,752.3 |
|
R3 |
1,827.3 |
1,800.8 |
1,738.8 |
|
R2 |
1,778.2 |
1,778.2 |
1,734.3 |
|
R1 |
1,751.7 |
1,751.7 |
1,729.8 |
1,740.4 |
PP |
1,729.1 |
1,729.1 |
1,729.1 |
1,723.4 |
S1 |
1,702.6 |
1,702.6 |
1,720.8 |
1,691.3 |
S2 |
1,680.0 |
1,680.0 |
1,716.3 |
|
S3 |
1,630.9 |
1,653.5 |
1,711.8 |
|
S4 |
1,581.8 |
1,604.4 |
1,698.3 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,755.5 |
1,706.4 |
49.1 |
2.8% |
28.9 |
1.7% |
38% |
False |
False |
142,913 |
10 |
1,765.9 |
1,706.4 |
59.5 |
3.4% |
27.4 |
1.6% |
31% |
False |
False |
141,824 |
20 |
1,765.9 |
1,635.8 |
130.1 |
7.5% |
27.6 |
1.6% |
68% |
False |
False |
95,970 |
40 |
1,765.9 |
1,526.2 |
239.7 |
13.9% |
27.0 |
1.6% |
83% |
False |
False |
52,118 |
60 |
1,789.2 |
1,526.2 |
263.0 |
15.2% |
30.3 |
1.8% |
76% |
False |
False |
36,126 |
80 |
1,808.0 |
1,526.2 |
281.8 |
16.3% |
30.3 |
1.8% |
71% |
False |
False |
27,549 |
100 |
1,818.8 |
1,526.2 |
292.6 |
17.0% |
33.5 |
1.9% |
68% |
False |
False |
22,205 |
120 |
1,925.0 |
1,526.2 |
398.8 |
23.1% |
37.1 |
2.1% |
50% |
False |
False |
18,603 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,810.6 |
2.618 |
1,781.7 |
1.618 |
1,764.0 |
1.000 |
1,753.1 |
0.618 |
1,746.3 |
HIGH |
1,735.4 |
0.618 |
1,728.6 |
0.500 |
1,726.6 |
0.382 |
1,724.5 |
LOW |
1,717.7 |
0.618 |
1,706.8 |
1.000 |
1,700.0 |
1.618 |
1,689.1 |
2.618 |
1,671.4 |
4.250 |
1,642.5 |
|
|
Fisher Pivots for day following 13-Feb-2012 |
Pivot |
1 day |
3 day |
R1 |
1,726.6 |
1,731.0 |
PP |
1,726.0 |
1,728.9 |
S1 |
1,725.5 |
1,726.9 |
|