Trading Metrics calculated at close of trading on 24-Feb-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Feb-2012 |
24-Feb-2012 |
Change |
Change % |
Previous Week |
Open |
1,778.3 |
1,782.0 |
3.7 |
0.2% |
1,728.4 |
High |
1,789.5 |
1,784.4 |
-5.1 |
-0.3% |
1,789.5 |
Low |
1,773.3 |
1,771.3 |
-2.0 |
-0.1% |
1,727.0 |
Close |
1,786.3 |
1,776.4 |
-9.9 |
-0.6% |
1,776.4 |
Range |
16.2 |
13.1 |
-3.1 |
-19.1% |
62.5 |
ATR |
26.9 |
26.1 |
-0.9 |
-3.2% |
0.0 |
Volume |
140,755 |
130,544 |
-10,211 |
-7.3% |
624,051 |
|
Daily Pivots for day following 24-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,816.7 |
1,809.6 |
1,783.6 |
|
R3 |
1,803.6 |
1,796.5 |
1,780.0 |
|
R2 |
1,790.5 |
1,790.5 |
1,778.8 |
|
R1 |
1,783.4 |
1,783.4 |
1,777.6 |
1,780.4 |
PP |
1,777.4 |
1,777.4 |
1,777.4 |
1,775.9 |
S1 |
1,770.3 |
1,770.3 |
1,775.2 |
1,767.3 |
S2 |
1,764.3 |
1,764.3 |
1,774.0 |
|
S3 |
1,751.2 |
1,757.2 |
1,772.8 |
|
S4 |
1,738.1 |
1,744.1 |
1,769.2 |
|
|
Weekly Pivots for week ending 24-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,951.8 |
1,926.6 |
1,810.8 |
|
R3 |
1,889.3 |
1,864.1 |
1,793.6 |
|
R2 |
1,826.8 |
1,826.8 |
1,787.9 |
|
R1 |
1,801.6 |
1,801.6 |
1,782.1 |
1,814.2 |
PP |
1,764.3 |
1,764.3 |
1,764.3 |
1,770.6 |
S1 |
1,739.1 |
1,739.1 |
1,770.7 |
1,751.7 |
S2 |
1,701.8 |
1,701.8 |
1,764.9 |
|
S3 |
1,639.3 |
1,676.6 |
1,759.2 |
|
S4 |
1,576.8 |
1,614.1 |
1,742.0 |
|
|
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 |
1,718.6 |
70.9 |
4.0% |
23.2 |
1.3% |
82% |
False |
False |
146,965 |
10 |
1,789.5 |
1,706.4 |
83.1 |
4.7% |
22.4 |
1.3% |
84% |
False |
False |
143,458 |
20 |
1,789.5 |
1,706.4 |
83.1 |
4.7% |
25.0 |
1.4% |
84% |
False |
False |
141,084 |
40 |
1,789.5 |
1,526.2 |
263.3 |
14.8% |
26.7 |
1.5% |
95% |
False |
False |
80,420 |
60 |
1,789.5 |
1,526.2 |
263.3 |
14.8% |
28.6 |
1.6% |
95% |
False |
False |
55,064 |
80 |
1,808.0 |
1,526.2 |
281.8 |
15.9% |
29.6 |
1.7% |
89% |
False |
False |
42,035 |
100 |
1,808.0 |
1,526.2 |
281.8 |
15.9% |
30.1 |
1.7% |
89% |
False |
False |
33,827 |
120 |
1,925.0 |
1,526.2 |
398.8 |
22.4% |
34.6 |
1.9% |
63% |
False |
False |
28,288 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,840.1 |
2.618 |
1,818.7 |
1.618 |
1,805.6 |
1.000 |
1,797.5 |
0.618 |
1,792.5 |
HIGH |
1,784.4 |
0.618 |
1,779.4 |
0.500 |
1,777.9 |
0.382 |
1,776.3 |
LOW |
1,771.3 |
0.618 |
1,763.2 |
1.000 |
1,758.2 |
1.618 |
1,750.1 |
2.618 |
1,737.0 |
4.250 |
1,715.6 |
|
|
Fisher Pivots for day following 24-Feb-2012 |
Pivot |
1 day |
3 day |
R1 |
1,777.9 |
1,774.3 |
PP |
1,777.4 |
1,772.2 |
S1 |
1,776.9 |
1,770.1 |
|