Trading Metrics calculated at close of trading on 29-Feb-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Feb-2012 |
29-Feb-2012 |
Change |
Change % |
Previous Week |
Open |
1,770.2 |
1,786.2 |
16.0 |
0.9% |
1,728.4 |
High |
1,792.7 |
1,792.3 |
-0.4 |
0.0% |
1,789.5 |
Low |
1,767.0 |
1,688.4 |
-78.6 |
-4.4% |
1,727.0 |
Close |
1,788.4 |
1,711.3 |
-77.1 |
-4.3% |
1,776.4 |
Range |
25.7 |
103.9 |
78.2 |
304.3% |
62.5 |
ATR |
25.5 |
31.1 |
5.6 |
21.9% |
0.0 |
Volume |
150,203 |
321,180 |
170,977 |
113.8% |
624,051 |
|
Daily Pivots for day following 29-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,042.4 |
1,980.7 |
1,768.4 |
|
R3 |
1,938.5 |
1,876.8 |
1,739.9 |
|
R2 |
1,834.6 |
1,834.6 |
1,730.3 |
|
R1 |
1,772.9 |
1,772.9 |
1,720.8 |
1,751.8 |
PP |
1,730.7 |
1,730.7 |
1,730.7 |
1,720.1 |
S1 |
1,669.0 |
1,669.0 |
1,701.8 |
1,647.9 |
S2 |
1,626.8 |
1,626.8 |
1,692.3 |
|
S3 |
1,522.9 |
1,565.1 |
1,682.7 |
|
S4 |
1,419.0 |
1,461.2 |
1,654.2 |
|
|
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 |
1,792.7 |
1,688.4 |
104.3 |
6.1% |
35.5 |
2.1% |
22% |
False |
True |
173,652 |
10 |
1,792.7 |
1,688.4 |
104.3 |
6.1% |
30.8 |
1.8% |
22% |
False |
True |
162,353 |
20 |
1,792.7 |
1,688.4 |
104.3 |
6.1% |
28.7 |
1.7% |
22% |
False |
True |
151,765 |
40 |
1,792.7 |
1,572.3 |
220.4 |
12.9% |
27.5 |
1.6% |
63% |
False |
False |
95,033 |
60 |
1,792.7 |
1,526.2 |
266.5 |
15.6% |
29.7 |
1.7% |
69% |
False |
False |
64,721 |
80 |
1,808.0 |
1,526.2 |
281.8 |
16.5% |
30.2 |
1.8% |
66% |
False |
False |
49,465 |
100 |
1,808.0 |
1,526.2 |
281.8 |
16.5% |
30.0 |
1.8% |
66% |
False |
False |
39,765 |
120 |
1,888.2 |
1,526.2 |
362.0 |
21.2% |
34.2 |
2.0% |
51% |
False |
False |
33,244 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,233.9 |
2.618 |
2,064.3 |
1.618 |
1,960.4 |
1.000 |
1,896.2 |
0.618 |
1,856.5 |
HIGH |
1,792.3 |
0.618 |
1,752.6 |
0.500 |
1,740.4 |
0.382 |
1,728.1 |
LOW |
1,688.4 |
0.618 |
1,624.2 |
1.000 |
1,584.5 |
1.618 |
1,520.3 |
2.618 |
1,416.4 |
4.250 |
1,246.8 |
|
|
Fisher Pivots for day following 29-Feb-2012 |
Pivot |
1 day |
3 day |
R1 |
1,740.4 |
1,740.6 |
PP |
1,730.7 |
1,730.8 |
S1 |
1,721.0 |
1,721.1 |
|