Trading Metrics calculated at close of trading on 21-Feb-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Feb-2012 |
21-Feb-2012 |
Change |
Change % |
Previous Week |
Open |
1,730.4 |
1,728.4 |
-2.0 |
-0.1% |
1,727.4 |
High |
1,737.5 |
1,761.9 |
24.4 |
1.4% |
1,739.2 |
Low |
1,718.6 |
1,727.0 |
8.4 |
0.5% |
1,706.7 |
Close |
1,725.9 |
1,758.5 |
32.6 |
1.9% |
1,725.9 |
Range |
18.9 |
34.9 |
16.0 |
84.7% |
32.5 |
ATR |
26.5 |
27.2 |
0.7 |
2.6% |
0.0 |
Volume |
110,774 |
190,706 |
79,932 |
72.2% |
643,373 |
|
Daily Pivots for day following 21-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,853.8 |
1,841.1 |
1,777.7 |
|
R3 |
1,818.9 |
1,806.2 |
1,768.1 |
|
R2 |
1,784.0 |
1,784.0 |
1,764.9 |
|
R1 |
1,771.3 |
1,771.3 |
1,761.7 |
1,777.7 |
PP |
1,749.1 |
1,749.1 |
1,749.1 |
1,752.3 |
S1 |
1,736.4 |
1,736.4 |
1,755.3 |
1,742.8 |
S2 |
1,714.2 |
1,714.2 |
1,752.1 |
|
S3 |
1,679.3 |
1,701.5 |
1,748.9 |
|
S4 |
1,644.4 |
1,666.6 |
1,739.3 |
|
|
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 |
1,761.9 |
1,706.7 |
55.2 |
3.1% |
22.7 |
1.3% |
94% |
True |
False |
146,567 |
10 |
1,761.9 |
1,706.4 |
55.5 |
3.2% |
25.8 |
1.5% |
94% |
True |
False |
144,740 |
20 |
1,765.9 |
1,652.2 |
113.7 |
6.5% |
27.5 |
1.6% |
93% |
False |
False |
126,611 |
40 |
1,765.9 |
1,526.2 |
239.7 |
13.6% |
26.2 |
1.5% |
97% |
False |
False |
69,849 |
60 |
1,769.7 |
1,526.2 |
243.5 |
13.8% |
29.1 |
1.7% |
95% |
False |
False |
48,105 |
80 |
1,808.0 |
1,526.2 |
281.8 |
16.0% |
29.8 |
1.7% |
82% |
False |
False |
36,646 |
100 |
1,808.0 |
1,526.2 |
281.8 |
16.0% |
30.9 |
1.8% |
82% |
False |
False |
29,507 |
120 |
1,925.0 |
1,526.2 |
398.8 |
22.7% |
34.8 |
2.0% |
58% |
False |
False |
24,692 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,910.2 |
2.618 |
1,853.3 |
1.618 |
1,818.4 |
1.000 |
1,796.8 |
0.618 |
1,783.5 |
HIGH |
1,761.9 |
0.618 |
1,748.6 |
0.500 |
1,744.5 |
0.382 |
1,740.3 |
LOW |
1,727.0 |
0.618 |
1,705.4 |
1.000 |
1,692.1 |
1.618 |
1,670.5 |
2.618 |
1,635.6 |
4.250 |
1,578.7 |
|
|
Fisher Pivots for day following 21-Feb-2012 |
Pivot |
1 day |
3 day |
R1 |
1,753.8 |
1,750.4 |
PP |
1,749.1 |
1,742.4 |
S1 |
1,744.5 |
1,734.3 |
|