Trading Metrics calculated at close of trading on 13-Feb-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Feb-2012 |
13-Feb-2012 |
Change |
Change % |
Previous Week |
Open |
6,780.0 |
6,746.5 |
-33.5 |
-0.5% |
6,755.0 |
High |
6,780.0 |
6,787.0 |
7.0 |
0.1% |
6,852.0 |
Low |
6,669.5 |
6,729.0 |
59.5 |
0.9% |
6,669.5 |
Close |
6,711.0 |
6,745.0 |
34.0 |
0.5% |
6,711.0 |
Range |
110.5 |
58.0 |
-52.5 |
-47.5% |
182.5 |
ATR |
107.3 |
105.1 |
-2.2 |
-2.1% |
0.0 |
Volume |
333 |
614 |
281 |
84.4% |
2,132 |
|
Daily Pivots for day following 13-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,927.7 |
6,894.3 |
6,776.9 |
|
R3 |
6,869.7 |
6,836.3 |
6,761.0 |
|
R2 |
6,811.7 |
6,811.7 |
6,755.6 |
|
R1 |
6,778.3 |
6,778.3 |
6,750.3 |
6,766.0 |
PP |
6,753.7 |
6,753.7 |
6,753.7 |
6,747.5 |
S1 |
6,720.3 |
6,720.3 |
6,739.7 |
6,708.0 |
S2 |
6,695.7 |
6,695.7 |
6,734.4 |
|
S3 |
6,637.7 |
6,662.3 |
6,729.1 |
|
S4 |
6,579.7 |
6,604.3 |
6,713.1 |
|
|
Weekly Pivots for week ending 10-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,291.7 |
7,183.8 |
6,811.4 |
|
R3 |
7,109.2 |
7,001.3 |
6,761.2 |
|
R2 |
6,926.7 |
6,926.7 |
6,744.5 |
|
R1 |
6,818.8 |
6,818.8 |
6,727.7 |
6,781.5 |
PP |
6,744.2 |
6,744.2 |
6,744.2 |
6,725.5 |
S1 |
6,636.3 |
6,636.3 |
6,694.3 |
6,599.0 |
S2 |
6,561.7 |
6,561.7 |
6,677.5 |
|
S3 |
6,379.2 |
6,453.8 |
6,660.8 |
|
S4 |
6,196.7 |
6,271.3 |
6,610.6 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
6,852.0 |
6,669.5 |
182.5 |
2.7% |
87.7 |
1.3% |
41% |
False |
False |
501 |
10 |
6,852.0 |
6,468.0 |
384.0 |
5.7% |
94.7 |
1.4% |
72% |
False |
False |
474 |
20 |
6,852.0 |
6,294.0 |
558.0 |
8.3% |
90.3 |
1.3% |
81% |
False |
False |
406 |
40 |
6,852.0 |
5,641.5 |
1,210.5 |
17.9% |
101.2 |
1.5% |
91% |
False |
False |
412 |
60 |
6,852.0 |
5,409.0 |
1,443.0 |
21.4% |
119.1 |
1.8% |
93% |
False |
False |
1,030 |
80 |
6,852.0 |
5,409.0 |
1,443.0 |
21.4% |
132.4 |
2.0% |
93% |
False |
False |
808 |
100 |
6,852.0 |
5,187.5 |
1,664.5 |
24.7% |
133.9 |
2.0% |
94% |
False |
False |
662 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,033.5 |
2.618 |
6,938.8 |
1.618 |
6,880.8 |
1.000 |
6,845.0 |
0.618 |
6,822.8 |
HIGH |
6,787.0 |
0.618 |
6,764.8 |
0.500 |
6,758.0 |
0.382 |
6,751.2 |
LOW |
6,729.0 |
0.618 |
6,693.2 |
1.000 |
6,671.0 |
1.618 |
6,635.2 |
2.618 |
6,577.2 |
4.250 |
6,482.5 |
|
|
Fisher Pivots for day following 13-Feb-2012 |
Pivot |
1 day |
3 day |
R1 |
6,758.0 |
6,760.8 |
PP |
6,753.7 |
6,755.5 |
S1 |
6,749.3 |
6,750.3 |
|