Trading Metrics calculated at close of trading on 15-Feb-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Feb-2012 |
15-Feb-2012 |
Change |
Change % |
Previous Week |
Open |
1,724.0 |
1,723.0 |
-1.0 |
-0.1% |
1,731.0 |
High |
1,729.9 |
1,739.2 |
9.3 |
0.5% |
1,755.5 |
Low |
1,713.8 |
1,720.3 |
6.5 |
0.4% |
1,706.4 |
Close |
1,717.7 |
1,728.1 |
10.4 |
0.6% |
1,725.3 |
Range |
16.1 |
18.9 |
2.8 |
17.4% |
49.1 |
ATR |
27.7 |
27.3 |
-0.4 |
-1.6% |
0.0 |
Volume |
139,607 |
135,674 |
-3,933 |
-2.8% |
741,826 |
|
Daily Pivots for day following 15-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,785.9 |
1,775.9 |
1,738.5 |
|
R3 |
1,767.0 |
1,757.0 |
1,733.3 |
|
R2 |
1,748.1 |
1,748.1 |
1,731.6 |
|
R1 |
1,738.1 |
1,738.1 |
1,729.8 |
1,743.1 |
PP |
1,729.2 |
1,729.2 |
1,729.2 |
1,731.7 |
S1 |
1,719.2 |
1,719.2 |
1,726.4 |
1,724.2 |
S2 |
1,710.3 |
1,710.3 |
1,724.6 |
|
S3 |
1,691.4 |
1,700.3 |
1,722.9 |
|
S4 |
1,672.5 |
1,681.4 |
1,717.7 |
|
|
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% |
22.2 |
1.3% |
44% |
False |
False |
139,161 |
10 |
1,765.9 |
1,706.4 |
59.5 |
3.4% |
26.7 |
1.5% |
36% |
False |
False |
143,246 |
20 |
1,765.9 |
1,648.0 |
117.9 |
6.8% |
26.6 |
1.5% |
68% |
False |
False |
106,506 |
40 |
1,765.9 |
1,526.2 |
239.7 |
13.9% |
26.4 |
1.5% |
84% |
False |
False |
58,623 |
60 |
1,769.7 |
1,526.2 |
243.5 |
14.1% |
29.6 |
1.7% |
83% |
False |
False |
40,653 |
80 |
1,808.0 |
1,526.2 |
281.8 |
16.3% |
30.2 |
1.7% |
72% |
False |
False |
30,961 |
100 |
1,808.0 |
1,526.2 |
281.8 |
16.3% |
33.0 |
1.9% |
72% |
False |
False |
24,955 |
120 |
1,925.0 |
1,526.2 |
398.8 |
23.1% |
35.8 |
2.1% |
51% |
False |
False |
20,887 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,819.5 |
2.618 |
1,788.7 |
1.618 |
1,769.8 |
1.000 |
1,758.1 |
0.618 |
1,750.9 |
HIGH |
1,739.2 |
0.618 |
1,732.0 |
0.500 |
1,729.8 |
0.382 |
1,727.5 |
LOW |
1,720.3 |
0.618 |
1,708.6 |
1.000 |
1,701.4 |
1.618 |
1,689.7 |
2.618 |
1,670.8 |
4.250 |
1,640.0 |
|
|
Fisher Pivots for day following 15-Feb-2012 |
Pivot |
1 day |
3 day |
R1 |
1,729.8 |
1,727.6 |
PP |
1,729.2 |
1,727.0 |
S1 |
1,728.7 |
1,726.5 |
|