Trading Metrics calculated at close of trading on 27-Feb-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Feb-2012 |
27-Feb-2012 |
Change |
Change % |
Previous Week |
Open |
1,782.0 |
1,776.8 |
-5.2 |
-0.3% |
1,728.4 |
High |
1,784.4 |
1,781.0 |
-3.4 |
-0.2% |
1,789.5 |
Low |
1,771.3 |
1,762.6 |
-8.7 |
-0.5% |
1,727.0 |
Close |
1,776.4 |
1,774.9 |
-1.5 |
-0.1% |
1,776.4 |
Range |
13.1 |
18.4 |
5.3 |
40.5% |
62.5 |
ATR |
26.1 |
25.5 |
-0.5 |
-2.1% |
0.0 |
Volume |
130,544 |
125,579 |
-4,965 |
-3.8% |
624,051 |
|
Daily Pivots for day following 27-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,828.0 |
1,819.9 |
1,785.0 |
|
R3 |
1,809.6 |
1,801.5 |
1,780.0 |
|
R2 |
1,791.2 |
1,791.2 |
1,778.3 |
|
R1 |
1,783.1 |
1,783.1 |
1,776.6 |
1,778.0 |
PP |
1,772.8 |
1,772.8 |
1,772.8 |
1,770.3 |
S1 |
1,764.7 |
1,764.7 |
1,773.2 |
1,759.6 |
S2 |
1,754.4 |
1,754.4 |
1,771.5 |
|
S3 |
1,736.0 |
1,746.3 |
1,769.8 |
|
S4 |
1,717.6 |
1,727.9 |
1,764.8 |
|
|
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 |
1,727.0 |
62.5 |
3.5% |
23.1 |
1.3% |
77% |
False |
False |
149,926 |
10 |
1,789.5 |
1,706.7 |
82.8 |
4.7% |
21.2 |
1.2% |
82% |
False |
False |
139,300 |
20 |
1,789.5 |
1,706.4 |
83.1 |
4.7% |
24.6 |
1.4% |
82% |
False |
False |
141,739 |
40 |
1,789.5 |
1,526.2 |
263.3 |
14.8% |
26.1 |
1.5% |
94% |
False |
False |
83,516 |
60 |
1,789.5 |
1,526.2 |
263.3 |
14.8% |
28.6 |
1.6% |
94% |
False |
False |
57,049 |
80 |
1,808.0 |
1,526.2 |
281.8 |
15.9% |
29.4 |
1.7% |
88% |
False |
False |
43,598 |
100 |
1,808.0 |
1,526.2 |
281.8 |
15.9% |
29.9 |
1.7% |
88% |
False |
False |
35,078 |
120 |
1,925.0 |
1,526.2 |
398.8 |
22.5% |
34.2 |
1.9% |
62% |
False |
False |
29,332 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,859.2 |
2.618 |
1,829.2 |
1.618 |
1,810.8 |
1.000 |
1,799.4 |
0.618 |
1,792.4 |
HIGH |
1,781.0 |
0.618 |
1,774.0 |
0.500 |
1,771.8 |
0.382 |
1,769.6 |
LOW |
1,762.6 |
0.618 |
1,751.2 |
1.000 |
1,744.2 |
1.618 |
1,732.8 |
2.618 |
1,714.4 |
4.250 |
1,684.4 |
|
|
Fisher Pivots for day following 27-Feb-2012 |
Pivot |
1 day |
3 day |
R1 |
1,773.9 |
1,776.1 |
PP |
1,772.8 |
1,775.7 |
S1 |
1,771.8 |
1,775.3 |
|