Trading Metrics calculated at close of trading on 17-Feb-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Feb-2012 |
17-Feb-2012 |
Change |
Change % |
Previous Week |
Open |
1,730.1 |
1,730.4 |
0.3 |
0.0% |
1,727.4 |
High |
1,731.6 |
1,737.5 |
5.9 |
0.3% |
1,739.2 |
Low |
1,706.7 |
1,718.6 |
11.9 |
0.7% |
1,706.7 |
Close |
1,728.4 |
1,725.9 |
-2.5 |
-0.1% |
1,725.9 |
Range |
24.9 |
18.9 |
-6.0 |
-24.1% |
32.5 |
ATR |
27.1 |
26.5 |
-0.6 |
-2.2% |
0.0 |
Volume |
156,078 |
110,774 |
-45,304 |
-29.0% |
643,373 |
|
Daily Pivots for day following 17-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,784.0 |
1,773.9 |
1,736.3 |
|
R3 |
1,765.1 |
1,755.0 |
1,731.1 |
|
R2 |
1,746.2 |
1,746.2 |
1,729.4 |
|
R1 |
1,736.1 |
1,736.1 |
1,727.6 |
1,731.7 |
PP |
1,727.3 |
1,727.3 |
1,727.3 |
1,725.2 |
S1 |
1,717.2 |
1,717.2 |
1,724.2 |
1,712.8 |
S2 |
1,708.4 |
1,708.4 |
1,722.4 |
|
S3 |
1,689.5 |
1,698.3 |
1,720.7 |
|
S4 |
1,670.6 |
1,679.4 |
1,715.5 |
|
|
Weekly Pivots for week ending 17-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,821.4 |
1,806.2 |
1,743.8 |
|
R3 |
1,788.9 |
1,773.7 |
1,734.8 |
|
R2 |
1,756.4 |
1,756.4 |
1,731.9 |
|
R1 |
1,741.2 |
1,741.2 |
1,728.9 |
1,732.6 |
PP |
1,723.9 |
1,723.9 |
1,723.9 |
1,719.6 |
S1 |
1,708.7 |
1,708.7 |
1,722.9 |
1,700.1 |
S2 |
1,691.4 |
1,691.4 |
1,719.9 |
|
S3 |
1,658.9 |
1,676.2 |
1,717.0 |
|
S4 |
1,626.4 |
1,643.7 |
1,708.0 |
|
|
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 |
1,706.7 |
32.5 |
1.9% |
19.3 |
1.1% |
59% |
False |
False |
128,674 |
10 |
1,755.5 |
1,706.4 |
49.1 |
2.8% |
25.0 |
1.5% |
40% |
False |
False |
138,519 |
20 |
1,765.9 |
1,652.2 |
113.7 |
6.6% |
26.6 |
1.5% |
65% |
False |
False |
117,940 |
40 |
1,765.9 |
1,526.2 |
239.7 |
13.9% |
26.3 |
1.5% |
83% |
False |
False |
65,159 |
60 |
1,769.7 |
1,526.2 |
243.5 |
14.1% |
29.0 |
1.7% |
82% |
False |
False |
45,033 |
80 |
1,808.0 |
1,526.2 |
281.8 |
16.3% |
30.1 |
1.7% |
71% |
False |
False |
34,267 |
100 |
1,808.0 |
1,526.2 |
281.8 |
16.3% |
31.0 |
1.8% |
71% |
False |
False |
27,607 |
120 |
1,925.0 |
1,526.2 |
398.8 |
23.1% |
35.0 |
2.0% |
50% |
False |
False |
23,104 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,817.8 |
2.618 |
1,787.0 |
1.618 |
1,768.1 |
1.000 |
1,756.4 |
0.618 |
1,749.2 |
HIGH |
1,737.5 |
0.618 |
1,730.3 |
0.500 |
1,728.1 |
0.382 |
1,725.8 |
LOW |
1,718.6 |
0.618 |
1,706.9 |
1.000 |
1,699.7 |
1.618 |
1,688.0 |
2.618 |
1,669.1 |
4.250 |
1,638.3 |
|
|
Fisher Pivots for day following 17-Feb-2012 |
Pivot |
1 day |
3 day |
R1 |
1,728.1 |
1,724.9 |
PP |
1,727.3 |
1,723.9 |
S1 |
1,726.6 |
1,723.0 |
|