Trading Metrics calculated at close of trading on 21-Feb-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Feb-2012 |
21-Feb-2012 |
Change |
Change % |
Previous Week |
Open |
1,348.75 |
1,360.25 |
11.50 |
0.9% |
1,340.25 |
High |
1,355.50 |
1,364.00 |
8.50 |
0.6% |
1,355.50 |
Low |
1,348.00 |
1,350.25 |
2.25 |
0.2% |
1,327.75 |
Close |
1,354.00 |
1,354.50 |
0.50 |
0.0% |
1,354.00 |
Range |
7.50 |
13.75 |
6.25 |
83.3% |
27.75 |
ATR |
14.96 |
14.88 |
-0.09 |
-0.6% |
0.00 |
Volume |
1,634 |
4,493 |
2,859 |
175.0% |
8,094 |
|
Daily Pivots for day following 21-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,397.50 |
1,389.75 |
1,362.00 |
|
R3 |
1,383.75 |
1,376.00 |
1,358.25 |
|
R2 |
1,370.00 |
1,370.00 |
1,357.00 |
|
R1 |
1,362.25 |
1,362.25 |
1,355.75 |
1,359.25 |
PP |
1,356.25 |
1,356.25 |
1,356.25 |
1,354.75 |
S1 |
1,348.50 |
1,348.50 |
1,353.25 |
1,345.50 |
S2 |
1,342.50 |
1,342.50 |
1,352.00 |
|
S3 |
1,328.75 |
1,334.75 |
1,350.75 |
|
S4 |
1,315.00 |
1,321.00 |
1,347.00 |
|
|
Weekly Pivots for week ending 17-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,429.00 |
1,419.25 |
1,369.25 |
|
R3 |
1,401.25 |
1,391.50 |
1,361.75 |
|
R2 |
1,373.50 |
1,373.50 |
1,359.00 |
|
R1 |
1,363.75 |
1,363.75 |
1,356.50 |
1,368.50 |
PP |
1,345.75 |
1,345.75 |
1,345.75 |
1,348.25 |
S1 |
1,336.00 |
1,336.00 |
1,351.50 |
1,341.00 |
S2 |
1,318.00 |
1,318.00 |
1,349.00 |
|
S3 |
1,290.25 |
1,308.25 |
1,346.25 |
|
S4 |
1,262.50 |
1,280.50 |
1,338.75 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,364.00 |
1,327.75 |
36.25 |
2.7% |
15.50 |
1.1% |
74% |
True |
False |
2,361 |
10 |
1,364.00 |
1,327.00 |
37.00 |
2.7% |
13.25 |
1.0% |
74% |
True |
False |
2,626 |
20 |
1,364.00 |
1,291.25 |
72.75 |
5.4% |
14.50 |
1.1% |
87% |
True |
False |
3,830 |
40 |
1,364.00 |
1,226.75 |
137.25 |
10.1% |
14.00 |
1.0% |
93% |
True |
False |
2,727 |
60 |
1,364.00 |
1,140.25 |
223.75 |
16.5% |
16.75 |
1.2% |
96% |
True |
False |
1,962 |
80 |
1,364.00 |
1,140.25 |
223.75 |
16.5% |
17.00 |
1.3% |
96% |
True |
False |
1,490 |
100 |
1,364.00 |
1,057.50 |
306.50 |
22.6% |
19.50 |
1.4% |
97% |
True |
False |
1,195 |
120 |
1,364.00 |
1,057.50 |
306.50 |
22.6% |
19.75 |
1.5% |
97% |
True |
False |
998 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,422.50 |
2.618 |
1,400.00 |
1.618 |
1,386.25 |
1.000 |
1,377.75 |
0.618 |
1,372.50 |
HIGH |
1,364.00 |
0.618 |
1,358.75 |
0.500 |
1,357.00 |
0.382 |
1,355.50 |
LOW |
1,350.25 |
0.618 |
1,341.75 |
1.000 |
1,336.50 |
1.618 |
1,328.00 |
2.618 |
1,314.25 |
4.250 |
1,291.75 |
|
|
Fisher Pivots for day following 21-Feb-2012 |
Pivot |
1 day |
3 day |
R1 |
1,357.00 |
1,351.50 |
PP |
1,356.25 |
1,348.75 |
S1 |
1,355.50 |
1,346.00 |
|