Trading Metrics calculated at close of trading on 15-Feb-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Feb-2012 |
15-Feb-2012 |
Change |
Change % |
Previous Week |
Open |
1,343.00 |
1,341.00 |
-2.00 |
-0.1% |
1,330.50 |
High |
1,346.00 |
1,351.75 |
5.75 |
0.4% |
1,347.00 |
Low |
1,332.00 |
1,332.75 |
0.75 |
0.1% |
1,324.50 |
Close |
1,342.00 |
1,336.50 |
-5.50 |
-0.4% |
1,335.00 |
Range |
14.00 |
19.00 |
5.00 |
35.7% |
22.50 |
ATR |
14.61 |
14.93 |
0.31 |
2.1% |
0.00 |
Volume |
1,036 |
1,070 |
34 |
3.3% |
17,793 |
|
Daily Pivots for day following 15-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,397.25 |
1,386.00 |
1,347.00 |
|
R3 |
1,378.25 |
1,367.00 |
1,341.75 |
|
R2 |
1,359.25 |
1,359.25 |
1,340.00 |
|
R1 |
1,348.00 |
1,348.00 |
1,338.25 |
1,344.00 |
PP |
1,340.25 |
1,340.25 |
1,340.25 |
1,338.50 |
S1 |
1,329.00 |
1,329.00 |
1,334.75 |
1,325.00 |
S2 |
1,321.25 |
1,321.25 |
1,333.00 |
|
S3 |
1,302.25 |
1,310.00 |
1,331.25 |
|
S4 |
1,283.25 |
1,291.00 |
1,326.00 |
|
|
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 |
1,351.75 |
1,328.00 |
23.75 |
1.8% |
13.50 |
1.0% |
36% |
True |
False |
2,358 |
10 |
1,351.75 |
1,312.00 |
39.75 |
3.0% |
12.75 |
1.0% |
62% |
True |
False |
2,216 |
20 |
1,351.75 |
1,291.25 |
60.50 |
4.5% |
13.75 |
1.0% |
75% |
True |
False |
3,850 |
40 |
1,351.75 |
1,190.00 |
161.75 |
12.1% |
15.00 |
1.1% |
91% |
True |
False |
2,594 |
60 |
1,351.75 |
1,140.25 |
211.50 |
15.8% |
16.50 |
1.2% |
93% |
True |
False |
1,801 |
80 |
1,351.75 |
1,140.25 |
211.50 |
15.8% |
17.25 |
1.3% |
93% |
True |
False |
1,369 |
100 |
1,351.75 |
1,057.50 |
294.25 |
22.0% |
20.00 |
1.5% |
95% |
True |
False |
1,099 |
120 |
1,351.75 |
1,057.50 |
294.25 |
22.0% |
19.75 |
1.5% |
95% |
True |
False |
918 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,432.50 |
2.618 |
1,401.50 |
1.618 |
1,382.50 |
1.000 |
1,370.75 |
0.618 |
1,363.50 |
HIGH |
1,351.75 |
0.618 |
1,344.50 |
0.500 |
1,342.25 |
0.382 |
1,340.00 |
LOW |
1,332.75 |
0.618 |
1,321.00 |
1.000 |
1,313.75 |
1.618 |
1,302.00 |
2.618 |
1,283.00 |
4.250 |
1,252.00 |
|
|
Fisher Pivots for day following 15-Feb-2012 |
Pivot |
1 day |
3 day |
R1 |
1,342.25 |
1,342.00 |
PP |
1,340.25 |
1,340.00 |
S1 |
1,338.50 |
1,338.25 |
|