Trading Metrics calculated at close of trading on 27-Feb-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Feb-2012 |
27-Feb-2012 |
Change |
Change % |
Previous Week |
Open |
1,357.00 |
1,357.75 |
0.75 |
0.1% |
1,360.25 |
High |
1,362.25 |
1,364.50 |
2.25 |
0.2% |
1,364.00 |
Low |
1,355.75 |
1,347.25 |
-8.50 |
-0.6% |
1,345.00 |
Close |
1,357.50 |
1,361.50 |
4.00 |
0.3% |
1,357.50 |
Range |
6.50 |
17.25 |
10.75 |
165.4% |
19.00 |
ATR |
13.85 |
14.09 |
0.24 |
1.8% |
0.00 |
Volume |
4,829 |
6,144 |
1,315 |
27.2% |
17,908 |
|
Daily Pivots for day following 27-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,409.50 |
1,402.75 |
1,371.00 |
|
R3 |
1,392.25 |
1,385.50 |
1,366.25 |
|
R2 |
1,375.00 |
1,375.00 |
1,364.75 |
|
R1 |
1,368.25 |
1,368.25 |
1,363.00 |
1,371.50 |
PP |
1,357.75 |
1,357.75 |
1,357.75 |
1,359.50 |
S1 |
1,351.00 |
1,351.00 |
1,360.00 |
1,354.50 |
S2 |
1,340.50 |
1,340.50 |
1,358.25 |
|
S3 |
1,323.25 |
1,333.75 |
1,356.75 |
|
S4 |
1,306.00 |
1,316.50 |
1,352.00 |
|
|
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 |
1,364.50 |
1,345.00 |
19.50 |
1.4% |
12.00 |
0.9% |
85% |
True |
False |
4,810 |
10 |
1,364.50 |
1,327.75 |
36.75 |
2.7% |
13.50 |
1.0% |
92% |
True |
False |
3,214 |
20 |
1,364.50 |
1,291.25 |
73.25 |
5.4% |
13.50 |
1.0% |
96% |
True |
False |
3,501 |
40 |
1,364.50 |
1,240.25 |
124.25 |
9.1% |
13.75 |
1.0% |
98% |
True |
False |
3,063 |
60 |
1,364.50 |
1,179.00 |
185.50 |
13.6% |
16.50 |
1.2% |
98% |
True |
False |
2,270 |
80 |
1,364.50 |
1,140.25 |
224.25 |
16.5% |
16.25 |
1.2% |
99% |
True |
False |
1,733 |
100 |
1,364.50 |
1,057.50 |
307.00 |
22.5% |
18.50 |
1.4% |
99% |
True |
False |
1,390 |
120 |
1,364.50 |
1,057.50 |
307.00 |
22.5% |
20.00 |
1.5% |
99% |
True |
False |
1,161 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,437.75 |
2.618 |
1,409.75 |
1.618 |
1,392.50 |
1.000 |
1,381.75 |
0.618 |
1,375.25 |
HIGH |
1,364.50 |
0.618 |
1,358.00 |
0.500 |
1,356.00 |
0.382 |
1,353.75 |
LOW |
1,347.25 |
0.618 |
1,336.50 |
1.000 |
1,330.00 |
1.618 |
1,319.25 |
2.618 |
1,302.00 |
4.250 |
1,274.00 |
|
|
Fisher Pivots for day following 27-Feb-2012 |
Pivot |
1 day |
3 day |
R1 |
1,359.50 |
1,359.25 |
PP |
1,357.75 |
1,357.00 |
S1 |
1,356.00 |
1,354.75 |
|