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 |
1,341.00 |
1,340.25 |
-0.75 |
-0.1% |
1,330.50 |
High |
1,341.00 |
1,346.25 |
5.25 |
0.4% |
1,347.00 |
Low |
1,328.00 |
1,337.00 |
9.00 |
0.7% |
1,324.50 |
Close |
1,335.00 |
1,343.50 |
8.50 |
0.6% |
1,335.00 |
Range |
13.00 |
9.25 |
-3.75 |
-28.8% |
22.50 |
ATR |
14.92 |
14.66 |
-0.26 |
-1.8% |
0.00 |
Volume |
3,202 |
782 |
-2,420 |
-75.6% |
17,793 |
|
Daily Pivots for day following 13-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,370.00 |
1,366.00 |
1,348.50 |
|
R3 |
1,360.75 |
1,356.75 |
1,346.00 |
|
R2 |
1,351.50 |
1,351.50 |
1,345.25 |
|
R1 |
1,347.50 |
1,347.50 |
1,344.25 |
1,349.50 |
PP |
1,342.25 |
1,342.25 |
1,342.25 |
1,343.25 |
S1 |
1,338.25 |
1,338.25 |
1,342.75 |
1,340.25 |
S2 |
1,333.00 |
1,333.00 |
1,341.75 |
|
S3 |
1,323.75 |
1,329.00 |
1,341.00 |
|
S4 |
1,314.50 |
1,319.75 |
1,338.50 |
|
|
Weekly Pivots for week ending 10-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,403.00 |
1,391.50 |
1,347.50 |
|
R3 |
1,380.50 |
1,369.00 |
1,341.25 |
|
R2 |
1,358.00 |
1,358.00 |
1,339.00 |
|
R1 |
1,346.50 |
1,346.50 |
1,337.00 |
1,352.25 |
PP |
1,335.50 |
1,335.50 |
1,335.50 |
1,338.50 |
S1 |
1,324.00 |
1,324.00 |
1,333.00 |
1,329.75 |
S2 |
1,313.00 |
1,313.00 |
1,331.00 |
|
S3 |
1,290.50 |
1,301.50 |
1,328.75 |
|
S4 |
1,268.00 |
1,279.00 |
1,322.50 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,347.00 |
1,327.00 |
20.00 |
1.5% |
11.00 |
0.8% |
83% |
False |
False |
2,892 |
10 |
1,347.00 |
1,296.50 |
50.50 |
3.8% |
13.00 |
1.0% |
93% |
False |
False |
3,758 |
20 |
1,347.00 |
1,276.25 |
70.75 |
5.3% |
14.00 |
1.0% |
95% |
False |
False |
3,856 |
40 |
1,347.00 |
1,190.00 |
157.00 |
11.7% |
15.00 |
1.1% |
98% |
False |
False |
2,560 |
60 |
1,347.00 |
1,140.25 |
206.75 |
15.4% |
16.25 |
1.2% |
98% |
False |
False |
1,766 |
80 |
1,347.00 |
1,140.25 |
206.75 |
15.4% |
17.50 |
1.3% |
98% |
False |
False |
1,343 |
100 |
1,347.00 |
1,057.50 |
289.50 |
21.5% |
20.75 |
1.5% |
99% |
False |
False |
1,078 |
120 |
1,347.00 |
1,057.50 |
289.50 |
21.5% |
19.50 |
1.5% |
99% |
False |
False |
901 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,385.50 |
2.618 |
1,370.50 |
1.618 |
1,361.25 |
1.000 |
1,355.50 |
0.618 |
1,352.00 |
HIGH |
1,346.25 |
0.618 |
1,342.75 |
0.500 |
1,341.50 |
0.382 |
1,340.50 |
LOW |
1,337.00 |
0.618 |
1,331.25 |
1.000 |
1,327.75 |
1.618 |
1,322.00 |
2.618 |
1,312.75 |
4.250 |
1,297.75 |
|
|
Fisher Pivots for day following 13-Feb-2012 |
Pivot |
1 day |
3 day |
R1 |
1,343.00 |
1,341.50 |
PP |
1,342.25 |
1,339.50 |
S1 |
1,341.50 |
1,337.50 |
|