Trading Metrics calculated at close of trading on 16-Feb-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Feb-2012 |
16-Feb-2012 |
Change |
Change % |
Previous Week |
Open |
1,723.0 |
1,730.1 |
7.1 |
0.4% |
1,731.0 |
High |
1,739.2 |
1,731.6 |
-7.6 |
-0.4% |
1,755.5 |
Low |
1,720.3 |
1,706.7 |
-13.6 |
-0.8% |
1,706.4 |
Close |
1,728.1 |
1,728.4 |
0.3 |
0.0% |
1,725.3 |
Range |
18.9 |
24.9 |
6.0 |
31.7% |
49.1 |
ATR |
27.3 |
27.1 |
-0.2 |
-0.6% |
0.0 |
Volume |
135,674 |
156,078 |
20,404 |
15.0% |
741,826 |
|
Daily Pivots for day following 16-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,796.9 |
1,787.6 |
1,742.1 |
|
R3 |
1,772.0 |
1,762.7 |
1,735.2 |
|
R2 |
1,747.1 |
1,747.1 |
1,733.0 |
|
R1 |
1,737.8 |
1,737.8 |
1,730.7 |
1,730.0 |
PP |
1,722.2 |
1,722.2 |
1,722.2 |
1,718.4 |
S1 |
1,712.9 |
1,712.9 |
1,726.1 |
1,705.1 |
S2 |
1,697.3 |
1,697.3 |
1,723.8 |
|
S3 |
1,672.4 |
1,688.0 |
1,721.6 |
|
S4 |
1,647.5 |
1,663.1 |
1,714.7 |
|
|
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 |
1,739.2 |
1,706.4 |
32.8 |
1.9% |
21.7 |
1.3% |
67% |
False |
False |
139,951 |
10 |
1,765.9 |
1,706.4 |
59.5 |
3.4% |
27.1 |
1.6% |
37% |
False |
False |
145,590 |
20 |
1,765.9 |
1,648.0 |
117.9 |
6.8% |
26.8 |
1.6% |
68% |
False |
False |
113,378 |
40 |
1,765.9 |
1,526.2 |
239.7 |
13.9% |
26.4 |
1.5% |
84% |
False |
False |
62,426 |
60 |
1,769.7 |
1,526.2 |
243.5 |
14.1% |
29.6 |
1.7% |
83% |
False |
False |
43,210 |
80 |
1,808.0 |
1,526.2 |
281.8 |
16.3% |
30.2 |
1.7% |
72% |
False |
False |
32,884 |
100 |
1,808.0 |
1,526.2 |
281.8 |
16.3% |
32.0 |
1.8% |
72% |
False |
False |
26,503 |
120 |
1,925.0 |
1,526.2 |
398.8 |
23.1% |
35.4 |
2.0% |
51% |
False |
False |
22,185 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,837.4 |
2.618 |
1,796.8 |
1.618 |
1,771.9 |
1.000 |
1,756.5 |
0.618 |
1,747.0 |
HIGH |
1,731.6 |
0.618 |
1,722.1 |
0.500 |
1,719.2 |
0.382 |
1,716.2 |
LOW |
1,706.7 |
0.618 |
1,691.3 |
1.000 |
1,681.8 |
1.618 |
1,666.4 |
2.618 |
1,641.5 |
4.250 |
1,600.9 |
|
|
Fisher Pivots for day following 16-Feb-2012 |
Pivot |
1 day |
3 day |
R1 |
1,725.3 |
1,726.6 |
PP |
1,722.2 |
1,724.8 |
S1 |
1,719.2 |
1,723.0 |
|