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 |
1,360.25 |
1,353.75 |
-6.50 |
-0.5% |
1,340.25 |
High |
1,364.00 |
1,358.25 |
-5.75 |
-0.4% |
1,355.50 |
Low |
1,350.25 |
1,347.75 |
-2.50 |
-0.2% |
1,327.75 |
Close |
1,354.50 |
1,350.25 |
-4.25 |
-0.3% |
1,354.00 |
Range |
13.75 |
10.50 |
-3.25 |
-23.6% |
27.75 |
ATR |
14.88 |
14.56 |
-0.31 |
-2.1% |
0.00 |
Volume |
4,493 |
5,405 |
912 |
20.3% |
8,094 |
|
Daily Pivots for day following 22-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,383.50 |
1,377.50 |
1,356.00 |
|
R3 |
1,373.00 |
1,367.00 |
1,353.25 |
|
R2 |
1,362.50 |
1,362.50 |
1,352.25 |
|
R1 |
1,356.50 |
1,356.50 |
1,351.25 |
1,354.25 |
PP |
1,352.00 |
1,352.00 |
1,352.00 |
1,351.00 |
S1 |
1,346.00 |
1,346.00 |
1,349.25 |
1,343.75 |
S2 |
1,341.50 |
1,341.50 |
1,348.25 |
|
S3 |
1,331.00 |
1,335.50 |
1,347.25 |
|
S4 |
1,320.50 |
1,325.00 |
1,344.50 |
|
|
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% |
14.75 |
1.1% |
62% |
False |
False |
3,234 |
10 |
1,364.00 |
1,327.75 |
36.25 |
2.7% |
13.00 |
1.0% |
62% |
False |
False |
3,089 |
20 |
1,364.00 |
1,291.25 |
72.75 |
5.4% |
14.50 |
1.1% |
81% |
False |
False |
4,086 |
40 |
1,364.00 |
1,237.75 |
126.25 |
9.4% |
13.75 |
1.0% |
89% |
False |
False |
2,843 |
60 |
1,364.00 |
1,140.25 |
223.75 |
16.6% |
16.75 |
1.2% |
94% |
False |
False |
2,052 |
80 |
1,364.00 |
1,140.25 |
223.75 |
16.6% |
17.00 |
1.3% |
94% |
False |
False |
1,557 |
100 |
1,364.00 |
1,057.50 |
306.50 |
22.7% |
19.25 |
1.4% |
96% |
False |
False |
1,249 |
120 |
1,364.00 |
1,057.50 |
306.50 |
22.7% |
20.00 |
1.5% |
96% |
False |
False |
1,043 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,403.00 |
2.618 |
1,385.75 |
1.618 |
1,375.25 |
1.000 |
1,368.75 |
0.618 |
1,364.75 |
HIGH |
1,358.25 |
0.618 |
1,354.25 |
0.500 |
1,353.00 |
0.382 |
1,351.75 |
LOW |
1,347.75 |
0.618 |
1,341.25 |
1.000 |
1,337.25 |
1.618 |
1,330.75 |
2.618 |
1,320.25 |
4.250 |
1,303.00 |
|
|
Fisher Pivots for day following 22-Feb-2012 |
Pivot |
1 day |
3 day |
R1 |
1,353.00 |
1,356.00 |
PP |
1,352.00 |
1,354.00 |
S1 |
1,351.25 |
1,352.00 |
|