Trading Metrics calculated at close of trading on 22-Feb-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Feb-2012 |
22-Feb-2012 |
Change |
Change % |
Previous Week |
Open |
6,952.5 |
6,919.0 |
-33.5 |
-0.5% |
6,746.5 |
High |
6,985.5 |
6,932.5 |
-53.0 |
-0.8% |
6,890.0 |
Low |
6,887.0 |
6,840.0 |
-47.0 |
-0.7% |
6,670.0 |
Close |
6,930.0 |
6,863.0 |
-67.0 |
-1.0% |
6,855.5 |
Range |
98.5 |
92.5 |
-6.0 |
-6.1% |
220.0 |
ATR |
108.8 |
107.6 |
-1.2 |
-1.1% |
0.0 |
Volume |
1,104 |
1,480 |
376 |
34.1% |
2,728 |
|
Daily Pivots for day following 22-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,156.0 |
7,102.0 |
6,913.9 |
|
R3 |
7,063.5 |
7,009.5 |
6,888.4 |
|
R2 |
6,971.0 |
6,971.0 |
6,880.0 |
|
R1 |
6,917.0 |
6,917.0 |
6,871.5 |
6,897.8 |
PP |
6,878.5 |
6,878.5 |
6,878.5 |
6,868.9 |
S1 |
6,824.5 |
6,824.5 |
6,854.5 |
6,805.3 |
S2 |
6,786.0 |
6,786.0 |
6,846.0 |
|
S3 |
6,693.5 |
6,732.0 |
6,837.6 |
|
S4 |
6,601.0 |
6,639.5 |
6,812.1 |
|
|
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 |
6,985.5 |
6,670.0 |
315.5 |
4.6% |
97.5 |
1.4% |
61% |
False |
False |
864 |
10 |
6,985.5 |
6,669.5 |
316.0 |
4.6% |
94.6 |
1.4% |
61% |
False |
False |
685 |
20 |
6,985.5 |
6,439.0 |
546.5 |
8.0% |
95.5 |
1.4% |
78% |
False |
False |
545 |
40 |
6,985.5 |
5,800.0 |
1,185.5 |
17.3% |
96.0 |
1.4% |
90% |
False |
False |
465 |
60 |
6,985.5 |
5,641.5 |
1,344.0 |
19.6% |
115.6 |
1.7% |
91% |
False |
False |
1,098 |
80 |
6,985.5 |
5,409.0 |
1,576.5 |
23.0% |
127.2 |
1.9% |
92% |
False |
False |
864 |
100 |
6,985.5 |
5,347.0 |
1,638.5 |
23.9% |
131.7 |
1.9% |
93% |
False |
False |
710 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,325.6 |
2.618 |
7,174.7 |
1.618 |
7,082.2 |
1.000 |
7,025.0 |
0.618 |
6,989.7 |
HIGH |
6,932.5 |
0.618 |
6,897.2 |
0.500 |
6,886.3 |
0.382 |
6,875.3 |
LOW |
6,840.0 |
0.618 |
6,782.8 |
1.000 |
6,747.5 |
1.618 |
6,690.3 |
2.618 |
6,597.8 |
4.250 |
6,446.9 |
|
|
Fisher Pivots for day following 22-Feb-2012 |
Pivot |
1 day |
3 day |
R1 |
6,886.3 |
6,912.8 |
PP |
6,878.5 |
6,896.2 |
S1 |
6,870.8 |
6,879.6 |
|