Trading Metrics calculated at close of trading on 24-Feb-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Feb-2012 |
24-Feb-2012 |
Change |
Change % |
Previous Week |
Open |
1,349.75 |
1,357.00 |
7.25 |
0.5% |
1,360.25 |
High |
1,357.50 |
1,362.25 |
4.75 |
0.3% |
1,364.00 |
Low |
1,345.00 |
1,355.75 |
10.75 |
0.8% |
1,345.00 |
Close |
1,357.00 |
1,357.50 |
0.50 |
0.0% |
1,357.50 |
Range |
12.50 |
6.50 |
-6.00 |
-48.0% |
19.00 |
ATR |
14.42 |
13.85 |
-0.57 |
-3.9% |
0.00 |
Volume |
3,181 |
4,829 |
1,648 |
51.8% |
17,908 |
|
Daily Pivots for day following 24-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,378.00 |
1,374.25 |
1,361.00 |
|
R3 |
1,371.50 |
1,367.75 |
1,359.25 |
|
R2 |
1,365.00 |
1,365.00 |
1,358.75 |
|
R1 |
1,361.25 |
1,361.25 |
1,358.00 |
1,363.00 |
PP |
1,358.50 |
1,358.50 |
1,358.50 |
1,359.50 |
S1 |
1,354.75 |
1,354.75 |
1,357.00 |
1,356.50 |
S2 |
1,352.00 |
1,352.00 |
1,356.25 |
|
S3 |
1,345.50 |
1,348.25 |
1,355.75 |
|
S4 |
1,339.00 |
1,341.75 |
1,354.00 |
|
|
Weekly Pivots for week ending 24-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,412.50 |
1,404.00 |
1,368.00 |
|
R3 |
1,393.50 |
1,385.00 |
1,362.75 |
|
R2 |
1,374.50 |
1,374.50 |
1,361.00 |
|
R1 |
1,366.00 |
1,366.00 |
1,359.25 |
1,360.75 |
PP |
1,355.50 |
1,355.50 |
1,355.50 |
1,353.00 |
S1 |
1,347.00 |
1,347.00 |
1,355.75 |
1,341.75 |
S2 |
1,336.50 |
1,336.50 |
1,354.00 |
|
S3 |
1,317.50 |
1,328.00 |
1,352.25 |
|
S4 |
1,298.50 |
1,309.00 |
1,347.00 |
|
|
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 |
1,345.00 |
19.00 |
1.4% |
10.25 |
0.7% |
66% |
False |
False |
3,908 |
10 |
1,364.00 |
1,327.75 |
36.25 |
2.7% |
13.00 |
1.0% |
82% |
False |
False |
2,920 |
20 |
1,364.00 |
1,291.25 |
72.75 |
5.4% |
13.25 |
1.0% |
91% |
False |
False |
3,798 |
40 |
1,364.00 |
1,237.75 |
126.25 |
9.3% |
13.75 |
1.0% |
95% |
False |
False |
2,915 |
60 |
1,364.00 |
1,178.00 |
186.00 |
13.7% |
16.25 |
1.2% |
97% |
False |
False |
2,184 |
80 |
1,364.00 |
1,140.25 |
223.75 |
16.5% |
16.50 |
1.2% |
97% |
False |
False |
1,657 |
100 |
1,364.00 |
1,057.50 |
306.50 |
22.6% |
18.75 |
1.4% |
98% |
False |
False |
1,329 |
120 |
1,364.00 |
1,057.50 |
306.50 |
22.6% |
19.75 |
1.5% |
98% |
False |
False |
1,110 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,390.00 |
2.618 |
1,379.25 |
1.618 |
1,372.75 |
1.000 |
1,368.75 |
0.618 |
1,366.25 |
HIGH |
1,362.25 |
0.618 |
1,359.75 |
0.500 |
1,359.00 |
0.382 |
1,358.25 |
LOW |
1,355.75 |
0.618 |
1,351.75 |
1.000 |
1,349.25 |
1.618 |
1,345.25 |
2.618 |
1,338.75 |
4.250 |
1,328.00 |
|
|
Fisher Pivots for day following 24-Feb-2012 |
Pivot |
1 day |
3 day |
R1 |
1,359.00 |
1,356.25 |
PP |
1,358.50 |
1,355.00 |
S1 |
1,358.00 |
1,353.50 |
|