Trading Metrics calculated at close of trading on 16-Feb-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Feb-2012 |
16-Feb-2012 |
Change |
Change % |
Previous Week |
Open |
1,341.00 |
1,327.75 |
-13.25 |
-1.0% |
1,330.50 |
High |
1,351.75 |
1,351.25 |
-0.50 |
0.0% |
1,347.00 |
Low |
1,332.75 |
1,327.75 |
-5.00 |
-0.4% |
1,324.50 |
Close |
1,336.50 |
1,349.00 |
12.50 |
0.9% |
1,335.00 |
Range |
19.00 |
23.50 |
4.50 |
23.7% |
22.50 |
ATR |
14.93 |
15.54 |
0.61 |
4.1% |
0.00 |
Volume |
1,070 |
3,572 |
2,502 |
233.8% |
17,793 |
|
Daily Pivots for day following 16-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,413.25 |
1,404.50 |
1,362.00 |
|
R3 |
1,389.75 |
1,381.00 |
1,355.50 |
|
R2 |
1,366.25 |
1,366.25 |
1,353.25 |
|
R1 |
1,357.50 |
1,357.50 |
1,351.25 |
1,362.00 |
PP |
1,342.75 |
1,342.75 |
1,342.75 |
1,344.75 |
S1 |
1,334.00 |
1,334.00 |
1,346.75 |
1,338.50 |
S2 |
1,319.25 |
1,319.25 |
1,344.75 |
|
S3 |
1,295.75 |
1,310.50 |
1,342.50 |
|
S4 |
1,272.25 |
1,287.00 |
1,336.00 |
|
|
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 |
1,327.75 |
24.00 |
1.8% |
15.75 |
1.2% |
89% |
False |
True |
1,932 |
10 |
1,351.75 |
1,315.75 |
36.00 |
2.7% |
14.25 |
1.1% |
92% |
False |
False |
2,469 |
20 |
1,351.75 |
1,291.25 |
60.50 |
4.5% |
14.25 |
1.1% |
95% |
False |
False |
3,928 |
40 |
1,351.75 |
1,193.50 |
158.25 |
11.7% |
15.00 |
1.1% |
98% |
False |
False |
2,636 |
60 |
1,351.75 |
1,140.25 |
211.50 |
15.7% |
16.75 |
1.2% |
99% |
False |
False |
1,860 |
80 |
1,351.75 |
1,140.25 |
211.50 |
15.7% |
17.50 |
1.3% |
99% |
False |
False |
1,413 |
100 |
1,351.75 |
1,057.50 |
294.25 |
21.8% |
20.00 |
1.5% |
99% |
False |
False |
1,134 |
120 |
1,351.75 |
1,057.50 |
294.25 |
21.8% |
19.75 |
1.5% |
99% |
False |
False |
947 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,451.00 |
2.618 |
1,412.75 |
1.618 |
1,389.25 |
1.000 |
1,374.75 |
0.618 |
1,365.75 |
HIGH |
1,351.25 |
0.618 |
1,342.25 |
0.500 |
1,339.50 |
0.382 |
1,336.75 |
LOW |
1,327.75 |
0.618 |
1,313.25 |
1.000 |
1,304.25 |
1.618 |
1,289.75 |
2.618 |
1,266.25 |
4.250 |
1,228.00 |
|
|
Fisher Pivots for day following 16-Feb-2012 |
Pivot |
1 day |
3 day |
R1 |
1,345.75 |
1,346.00 |
PP |
1,342.75 |
1,342.75 |
S1 |
1,339.50 |
1,339.75 |
|