Trading Metrics calculated at close of trading on 28-Feb-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Feb-2012 |
28-Feb-2012 |
Change |
Change % |
Previous Week |
Open |
1,776.8 |
1,770.2 |
-6.6 |
-0.4% |
1,728.4 |
High |
1,781.0 |
1,792.7 |
11.7 |
0.7% |
1,789.5 |
Low |
1,762.6 |
1,767.0 |
4.4 |
0.2% |
1,727.0 |
Close |
1,774.9 |
1,788.4 |
13.5 |
0.8% |
1,776.4 |
Range |
18.4 |
25.7 |
7.3 |
39.7% |
62.5 |
ATR |
25.5 |
25.5 |
0.0 |
0.1% |
0.0 |
Volume |
125,579 |
150,203 |
24,624 |
19.6% |
624,051 |
|
Daily Pivots for day following 28-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,859.8 |
1,849.8 |
1,802.5 |
|
R3 |
1,834.1 |
1,824.1 |
1,795.5 |
|
R2 |
1,808.4 |
1,808.4 |
1,793.1 |
|
R1 |
1,798.4 |
1,798.4 |
1,790.8 |
1,803.4 |
PP |
1,782.7 |
1,782.7 |
1,782.7 |
1,785.2 |
S1 |
1,772.7 |
1,772.7 |
1,786.0 |
1,777.7 |
S2 |
1,757.0 |
1,757.0 |
1,783.7 |
|
S3 |
1,731.3 |
1,747.0 |
1,781.3 |
|
S4 |
1,705.6 |
1,721.3 |
1,774.3 |
|
|
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 |
1,792.7 |
1,750.7 |
42.0 |
2.3% |
21.2 |
1.2% |
90% |
True |
False |
141,825 |
10 |
1,792.7 |
1,706.7 |
86.0 |
4.8% |
22.0 |
1.2% |
95% |
True |
False |
144,196 |
20 |
1,792.7 |
1,706.4 |
86.3 |
4.8% |
24.7 |
1.4% |
95% |
True |
False |
143,010 |
40 |
1,792.7 |
1,549.8 |
242.9 |
13.6% |
25.8 |
1.4% |
98% |
True |
False |
87,132 |
60 |
1,792.7 |
1,526.2 |
266.5 |
14.9% |
28.3 |
1.6% |
98% |
True |
False |
59,465 |
80 |
1,808.0 |
1,526.2 |
281.8 |
15.8% |
29.2 |
1.6% |
93% |
False |
False |
45,472 |
100 |
1,808.0 |
1,526.2 |
281.8 |
15.8% |
29.4 |
1.6% |
93% |
False |
False |
36,574 |
120 |
1,888.2 |
1,526.2 |
362.0 |
20.2% |
34.0 |
1.9% |
72% |
False |
False |
30,575 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,901.9 |
2.618 |
1,860.0 |
1.618 |
1,834.3 |
1.000 |
1,818.4 |
0.618 |
1,808.6 |
HIGH |
1,792.7 |
0.618 |
1,782.9 |
0.500 |
1,779.9 |
0.382 |
1,776.8 |
LOW |
1,767.0 |
0.618 |
1,751.1 |
1.000 |
1,741.3 |
1.618 |
1,725.4 |
2.618 |
1,699.7 |
4.250 |
1,657.8 |
|
|
Fisher Pivots for day following 28-Feb-2012 |
Pivot |
1 day |
3 day |
R1 |
1,785.6 |
1,784.8 |
PP |
1,782.7 |
1,781.2 |
S1 |
1,779.9 |
1,777.7 |
|