Trading Metrics calculated at close of trading on 14-Feb-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Feb-2012 |
14-Feb-2012 |
Change |
Change % |
Previous Week |
Open |
1,727.4 |
1,724.0 |
-3.4 |
-0.2% |
1,731.0 |
High |
1,735.4 |
1,729.9 |
-5.5 |
-0.3% |
1,755.5 |
Low |
1,717.7 |
1,713.8 |
-3.9 |
-0.2% |
1,706.4 |
Close |
1,724.9 |
1,717.7 |
-7.2 |
-0.4% |
1,725.3 |
Range |
17.7 |
16.1 |
-1.6 |
-9.0% |
49.1 |
ATR |
28.6 |
27.7 |
-0.9 |
-3.1% |
0.0 |
Volume |
101,240 |
139,607 |
38,367 |
37.9% |
741,826 |
|
Daily Pivots for day following 14-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,768.8 |
1,759.3 |
1,726.6 |
|
R3 |
1,752.7 |
1,743.2 |
1,722.1 |
|
R2 |
1,736.6 |
1,736.6 |
1,720.7 |
|
R1 |
1,727.1 |
1,727.1 |
1,719.2 |
1,723.8 |
PP |
1,720.5 |
1,720.5 |
1,720.5 |
1,718.8 |
S1 |
1,711.0 |
1,711.0 |
1,716.2 |
1,707.7 |
S2 |
1,704.4 |
1,704.4 |
1,714.7 |
|
S3 |
1,688.3 |
1,694.9 |
1,713.3 |
|
S4 |
1,672.2 |
1,678.8 |
1,708.8 |
|
|
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 |
2.9% |
24.2 |
1.4% |
23% |
False |
False |
139,832 |
10 |
1,765.9 |
1,706.4 |
59.5 |
3.5% |
26.7 |
1.6% |
19% |
False |
False |
141,177 |
20 |
1,765.9 |
1,645.0 |
120.9 |
7.0% |
26.7 |
1.6% |
60% |
False |
False |
101,474 |
40 |
1,765.9 |
1,526.2 |
239.7 |
14.0% |
26.6 |
1.5% |
80% |
False |
False |
55,332 |
60 |
1,772.7 |
1,526.2 |
246.5 |
14.4% |
30.1 |
1.8% |
78% |
False |
False |
38,431 |
80 |
1,808.0 |
1,526.2 |
281.8 |
16.4% |
30.2 |
1.8% |
68% |
False |
False |
29,287 |
100 |
1,808.0 |
1,526.2 |
281.8 |
16.4% |
33.3 |
1.9% |
68% |
False |
False |
23,600 |
120 |
1,925.0 |
1,526.2 |
398.8 |
23.2% |
36.5 |
2.1% |
48% |
False |
False |
19,759 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,798.3 |
2.618 |
1,772.0 |
1.618 |
1,755.9 |
1.000 |
1,746.0 |
0.618 |
1,739.8 |
HIGH |
1,729.9 |
0.618 |
1,723.7 |
0.500 |
1,721.9 |
0.382 |
1,720.0 |
LOW |
1,713.8 |
0.618 |
1,703.9 |
1.000 |
1,697.7 |
1.618 |
1,687.8 |
2.618 |
1,671.7 |
4.250 |
1,645.4 |
|
|
Fisher Pivots for day following 14-Feb-2012 |
Pivot |
1 day |
3 day |
R1 |
1,721.9 |
1,721.8 |
PP |
1,720.5 |
1,720.4 |
S1 |
1,719.1 |
1,719.1 |
|