Trading Metrics calculated at close of trading on 22-Feb-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Feb-2012 |
22-Feb-2012 |
Change |
Change % |
Previous Week |
Open |
1,728.4 |
1,761.4 |
33.0 |
1.9% |
1,727.4 |
High |
1,761.9 |
1,783.4 |
21.5 |
1.2% |
1,739.2 |
Low |
1,727.0 |
1,750.7 |
23.7 |
1.4% |
1,706.7 |
Close |
1,758.5 |
1,771.3 |
12.8 |
0.7% |
1,725.9 |
Range |
34.9 |
32.7 |
-2.2 |
-6.3% |
32.5 |
ATR |
27.2 |
27.6 |
0.4 |
1.5% |
0.0 |
Volume |
190,706 |
162,046 |
-28,660 |
-15.0% |
643,373 |
|
Daily Pivots for day following 22-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,866.6 |
1,851.6 |
1,789.3 |
|
R3 |
1,833.9 |
1,818.9 |
1,780.3 |
|
R2 |
1,801.2 |
1,801.2 |
1,777.3 |
|
R1 |
1,786.2 |
1,786.2 |
1,774.3 |
1,793.7 |
PP |
1,768.5 |
1,768.5 |
1,768.5 |
1,772.2 |
S1 |
1,753.5 |
1,753.5 |
1,768.3 |
1,761.0 |
S2 |
1,735.8 |
1,735.8 |
1,765.3 |
|
S3 |
1,703.1 |
1,720.8 |
1,762.3 |
|
S4 |
1,670.4 |
1,688.1 |
1,753.3 |
|
|
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 |
1,783.4 |
1,706.7 |
76.7 |
4.3% |
26.1 |
1.5% |
84% |
True |
False |
151,055 |
10 |
1,783.4 |
1,706.4 |
77.0 |
4.3% |
25.1 |
1.4% |
84% |
True |
False |
145,443 |
20 |
1,783.4 |
1,652.2 |
131.2 |
7.4% |
28.1 |
1.6% |
91% |
True |
False |
133,154 |
40 |
1,783.4 |
1,526.2 |
257.2 |
14.5% |
26.6 |
1.5% |
95% |
True |
False |
73,766 |
60 |
1,783.4 |
1,526.2 |
257.2 |
14.5% |
29.1 |
1.6% |
95% |
True |
False |
50,734 |
80 |
1,808.0 |
1,526.2 |
281.8 |
15.9% |
29.9 |
1.7% |
87% |
False |
False |
38,664 |
100 |
1,808.0 |
1,526.2 |
281.8 |
15.9% |
30.5 |
1.7% |
87% |
False |
False |
31,124 |
120 |
1,925.0 |
1,526.2 |
398.8 |
22.5% |
34.7 |
2.0% |
61% |
False |
False |
26,039 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,922.4 |
2.618 |
1,869.0 |
1.618 |
1,836.3 |
1.000 |
1,816.1 |
0.618 |
1,803.6 |
HIGH |
1,783.4 |
0.618 |
1,770.9 |
0.500 |
1,767.1 |
0.382 |
1,763.2 |
LOW |
1,750.7 |
0.618 |
1,730.5 |
1.000 |
1,718.0 |
1.618 |
1,697.8 |
2.618 |
1,665.1 |
4.250 |
1,611.7 |
|
|
Fisher Pivots for day following 22-Feb-2012 |
Pivot |
1 day |
3 day |
R1 |
1,769.9 |
1,764.5 |
PP |
1,768.5 |
1,757.8 |
S1 |
1,767.1 |
1,751.0 |
|