Trading Metrics calculated at close of trading on 17-Feb-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Feb-2012 |
17-Feb-2012 |
Change |
Change % |
Previous Week |
Open |
6,704.0 |
6,815.5 |
111.5 |
1.7% |
6,746.5 |
High |
6,815.0 |
6,890.0 |
75.0 |
1.1% |
6,890.0 |
Low |
6,670.0 |
6,812.0 |
142.0 |
2.1% |
6,670.0 |
Close |
6,760.5 |
6,855.5 |
95.0 |
1.4% |
6,855.5 |
Range |
145.0 |
78.0 |
-67.0 |
-46.2% |
220.0 |
ATR |
107.6 |
109.2 |
1.6 |
1.5% |
0.0 |
Volume |
488 |
816 |
328 |
67.2% |
2,728 |
|
Daily Pivots for day following 17-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,086.5 |
7,049.0 |
6,898.4 |
|
R3 |
7,008.5 |
6,971.0 |
6,877.0 |
|
R2 |
6,930.5 |
6,930.5 |
6,869.8 |
|
R1 |
6,893.0 |
6,893.0 |
6,862.7 |
6,911.8 |
PP |
6,852.5 |
6,852.5 |
6,852.5 |
6,861.9 |
S1 |
6,815.0 |
6,815.0 |
6,848.4 |
6,833.8 |
S2 |
6,774.5 |
6,774.5 |
6,841.2 |
|
S3 |
6,696.5 |
6,737.0 |
6,834.1 |
|
S4 |
6,618.5 |
6,659.0 |
6,812.6 |
|
|
Weekly Pivots for week ending 17-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,465.2 |
7,380.3 |
6,976.5 |
|
R3 |
7,245.2 |
7,160.3 |
6,916.0 |
|
R2 |
7,025.2 |
7,025.2 |
6,895.8 |
|
R1 |
6,940.3 |
6,940.3 |
6,875.7 |
6,982.8 |
PP |
6,805.2 |
6,805.2 |
6,805.2 |
6,826.4 |
S1 |
6,720.3 |
6,720.3 |
6,835.3 |
6,762.8 |
S2 |
6,585.2 |
6,585.2 |
6,815.2 |
|
S3 |
6,365.2 |
6,500.3 |
6,795.0 |
|
S4 |
6,145.2 |
6,280.3 |
6,734.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
6,890.0 |
6,670.0 |
220.0 |
3.2% |
97.1 |
1.4% |
84% |
True |
False |
545 |
10 |
6,890.0 |
6,669.5 |
220.5 |
3.2% |
92.2 |
1.3% |
84% |
True |
False |
486 |
20 |
6,890.0 |
6,358.0 |
532.0 |
7.8% |
96.8 |
1.4% |
94% |
True |
False |
435 |
40 |
6,890.0 |
5,795.5 |
1,094.5 |
16.0% |
95.5 |
1.4% |
97% |
True |
False |
422 |
60 |
6,890.0 |
5,409.0 |
1,481.0 |
21.6% |
117.8 |
1.7% |
98% |
True |
False |
1,052 |
80 |
6,890.0 |
5,409.0 |
1,481.0 |
21.6% |
130.3 |
1.9% |
98% |
True |
False |
828 |
100 |
6,890.0 |
5,187.5 |
1,702.5 |
24.8% |
132.4 |
1.9% |
98% |
True |
False |
682 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,221.5 |
2.618 |
7,094.2 |
1.618 |
7,016.2 |
1.000 |
6,968.0 |
0.618 |
6,938.2 |
HIGH |
6,890.0 |
0.618 |
6,860.2 |
0.500 |
6,851.0 |
0.382 |
6,841.8 |
LOW |
6,812.0 |
0.618 |
6,763.8 |
1.000 |
6,734.0 |
1.618 |
6,685.8 |
2.618 |
6,607.8 |
4.250 |
6,480.5 |
|
|
Fisher Pivots for day following 17-Feb-2012 |
Pivot |
1 day |
3 day |
R1 |
6,854.0 |
6,830.3 |
PP |
6,852.5 |
6,805.2 |
S1 |
6,851.0 |
6,780.0 |
|