Trading Metrics calculated at close of trading on 23-Feb-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Feb-2012 |
23-Feb-2012 |
Change |
Change % |
Previous Week |
Open |
1,353.75 |
1,349.75 |
-4.00 |
-0.3% |
1,340.25 |
High |
1,358.25 |
1,357.50 |
-0.75 |
-0.1% |
1,355.50 |
Low |
1,347.75 |
1,345.00 |
-2.75 |
-0.2% |
1,327.75 |
Close |
1,350.25 |
1,357.00 |
6.75 |
0.5% |
1,354.00 |
Range |
10.50 |
12.50 |
2.00 |
19.0% |
27.75 |
ATR |
14.56 |
14.42 |
-0.15 |
-1.0% |
0.00 |
Volume |
5,405 |
3,181 |
-2,224 |
-41.1% |
8,094 |
|
Daily Pivots for day following 23-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,390.75 |
1,386.25 |
1,364.00 |
|
R3 |
1,378.25 |
1,373.75 |
1,360.50 |
|
R2 |
1,365.75 |
1,365.75 |
1,359.25 |
|
R1 |
1,361.25 |
1,361.25 |
1,358.25 |
1,363.50 |
PP |
1,353.25 |
1,353.25 |
1,353.25 |
1,354.25 |
S1 |
1,348.75 |
1,348.75 |
1,355.75 |
1,351.00 |
S2 |
1,340.75 |
1,340.75 |
1,354.75 |
|
S3 |
1,328.25 |
1,336.25 |
1,353.50 |
|
S4 |
1,315.75 |
1,323.75 |
1,350.00 |
|
|
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% |
13.50 |
1.0% |
81% |
False |
False |
3,657 |
10 |
1,364.00 |
1,327.75 |
36.25 |
2.7% |
13.50 |
1.0% |
81% |
False |
False |
3,007 |
20 |
1,364.00 |
1,291.25 |
72.75 |
5.4% |
14.00 |
1.0% |
90% |
False |
False |
3,689 |
40 |
1,364.00 |
1,237.75 |
126.25 |
9.3% |
13.75 |
1.0% |
94% |
False |
False |
2,839 |
60 |
1,364.00 |
1,161.00 |
203.00 |
15.0% |
16.50 |
1.2% |
97% |
False |
False |
2,105 |
80 |
1,364.00 |
1,140.25 |
223.75 |
16.5% |
16.50 |
1.2% |
97% |
False |
False |
1,597 |
100 |
1,364.00 |
1,057.50 |
306.50 |
22.6% |
19.00 |
1.4% |
98% |
False |
False |
1,281 |
120 |
1,364.00 |
1,057.50 |
306.50 |
22.6% |
19.75 |
1.5% |
98% |
False |
False |
1,069 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,410.50 |
2.618 |
1,390.25 |
1.618 |
1,377.75 |
1.000 |
1,370.00 |
0.618 |
1,365.25 |
HIGH |
1,357.50 |
0.618 |
1,352.75 |
0.500 |
1,351.25 |
0.382 |
1,349.75 |
LOW |
1,345.00 |
0.618 |
1,337.25 |
1.000 |
1,332.50 |
1.618 |
1,324.75 |
2.618 |
1,312.25 |
4.250 |
1,292.00 |
|
|
Fisher Pivots for day following 23-Feb-2012 |
Pivot |
1 day |
3 day |
R1 |
1,355.00 |
1,356.25 |
PP |
1,353.25 |
1,355.25 |
S1 |
1,351.25 |
1,354.50 |
|