Trading Metrics calculated at close of trading on 23-Feb-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Feb-2012 |
23-Feb-2012 |
Change |
Change % |
Previous Week |
Open |
1,761.4 |
1,778.3 |
16.9 |
1.0% |
1,727.4 |
High |
1,783.4 |
1,789.5 |
6.1 |
0.3% |
1,739.2 |
Low |
1,750.7 |
1,773.3 |
22.6 |
1.3% |
1,706.7 |
Close |
1,771.3 |
1,786.3 |
15.0 |
0.8% |
1,725.9 |
Range |
32.7 |
16.2 |
-16.5 |
-50.5% |
32.5 |
ATR |
27.6 |
26.9 |
-0.7 |
-2.4% |
0.0 |
Volume |
162,046 |
140,755 |
-21,291 |
-13.1% |
643,373 |
|
Daily Pivots for day following 23-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,831.6 |
1,825.2 |
1,795.2 |
|
R3 |
1,815.4 |
1,809.0 |
1,790.8 |
|
R2 |
1,799.2 |
1,799.2 |
1,789.3 |
|
R1 |
1,792.8 |
1,792.8 |
1,787.8 |
1,796.0 |
PP |
1,783.0 |
1,783.0 |
1,783.0 |
1,784.7 |
S1 |
1,776.6 |
1,776.6 |
1,784.8 |
1,779.8 |
S2 |
1,766.8 |
1,766.8 |
1,783.3 |
|
S3 |
1,750.6 |
1,760.4 |
1,781.8 |
|
S4 |
1,734.4 |
1,744.2 |
1,777.4 |
|
|
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 |
1,789.5 |
1,706.7 |
82.8 |
4.6% |
25.5 |
1.4% |
96% |
True |
False |
152,071 |
10 |
1,789.5 |
1,706.4 |
83.1 |
4.7% |
23.9 |
1.3% |
96% |
True |
False |
145,616 |
20 |
1,789.5 |
1,706.0 |
83.5 |
4.7% |
25.8 |
1.4% |
96% |
True |
False |
138,025 |
40 |
1,789.5 |
1,526.2 |
263.3 |
14.7% |
26.8 |
1.5% |
99% |
True |
False |
77,228 |
60 |
1,789.5 |
1,526.2 |
263.3 |
14.7% |
28.9 |
1.6% |
99% |
True |
False |
52,963 |
80 |
1,808.0 |
1,526.2 |
281.8 |
15.8% |
29.7 |
1.7% |
92% |
False |
False |
40,412 |
100 |
1,808.0 |
1,526.2 |
281.8 |
15.8% |
30.3 |
1.7% |
92% |
False |
False |
32,528 |
120 |
1,925.0 |
1,526.2 |
398.8 |
22.3% |
34.6 |
1.9% |
65% |
False |
False |
27,203 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,858.4 |
2.618 |
1,831.9 |
1.618 |
1,815.7 |
1.000 |
1,805.7 |
0.618 |
1,799.5 |
HIGH |
1,789.5 |
0.618 |
1,783.3 |
0.500 |
1,781.4 |
0.382 |
1,779.5 |
LOW |
1,773.3 |
0.618 |
1,763.3 |
1.000 |
1,757.1 |
1.618 |
1,747.1 |
2.618 |
1,730.9 |
4.250 |
1,704.5 |
|
|
Fisher Pivots for day following 23-Feb-2012 |
Pivot |
1 day |
3 day |
R1 |
1,784.7 |
1,777.0 |
PP |
1,783.0 |
1,767.6 |
S1 |
1,781.4 |
1,758.3 |
|