Trading Metrics calculated at close of trading on 14-Feb-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Feb-2012 |
14-Feb-2012 |
Change |
Change % |
Previous Week |
Open |
1,728.1 |
1,723.6 |
-4.5 |
-0.3% |
1,735.0 |
High |
1,737.9 |
1,732.1 |
-5.8 |
-0.3% |
1,757.2 |
Low |
1,721.0 |
1,716.8 |
-4.2 |
-0.2% |
1,709.3 |
Close |
1,727.7 |
1,720.4 |
-7.3 |
-0.4% |
1,728.1 |
Range |
16.9 |
15.3 |
-1.6 |
-9.5% |
47.9 |
ATR |
27.2 |
26.4 |
-0.9 |
-3.1% |
0.0 |
Volume |
4,168 |
2,361 |
-1,807 |
-43.4% |
22,127 |
|
Daily Pivots for day following 14-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,769.0 |
1,760.0 |
1,728.8 |
|
R3 |
1,753.7 |
1,744.7 |
1,724.6 |
|
R2 |
1,738.4 |
1,738.4 |
1,723.2 |
|
R1 |
1,729.4 |
1,729.4 |
1,721.8 |
1,726.3 |
PP |
1,723.1 |
1,723.1 |
1,723.1 |
1,721.5 |
S1 |
1,714.1 |
1,714.1 |
1,719.0 |
1,711.0 |
S2 |
1,707.8 |
1,707.8 |
1,717.6 |
|
S3 |
1,692.5 |
1,698.8 |
1,716.2 |
|
S4 |
1,677.2 |
1,683.5 |
1,712.0 |
|
|
Weekly Pivots for week ending 10-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,875.2 |
1,849.6 |
1,754.4 |
|
R3 |
1,827.3 |
1,801.7 |
1,741.3 |
|
R2 |
1,779.4 |
1,779.4 |
1,736.9 |
|
R1 |
1,753.8 |
1,753.8 |
1,732.5 |
1,742.7 |
PP |
1,731.5 |
1,731.5 |
1,731.5 |
1,726.0 |
S1 |
1,705.9 |
1,705.9 |
1,723.7 |
1,694.8 |
S2 |
1,683.6 |
1,683.6 |
1,719.3 |
|
S3 |
1,635.7 |
1,658.0 |
1,714.9 |
|
S4 |
1,587.8 |
1,610.1 |
1,701.8 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,757.2 |
1,709.3 |
47.9 |
2.8% |
22.7 |
1.3% |
23% |
False |
False |
4,429 |
10 |
1,768.4 |
1,709.3 |
59.1 |
3.4% |
25.0 |
1.5% |
19% |
False |
False |
3,949 |
20 |
1,768.4 |
1,649.9 |
118.5 |
6.9% |
24.9 |
1.4% |
59% |
False |
False |
5,637 |
40 |
1,768.4 |
1,528.6 |
239.8 |
13.9% |
24.6 |
1.4% |
80% |
False |
False |
4,535 |
60 |
1,772.9 |
1,528.6 |
244.3 |
14.2% |
28.4 |
1.6% |
79% |
False |
False |
3,794 |
80 |
1,808.5 |
1,528.6 |
279.9 |
16.3% |
29.1 |
1.7% |
69% |
False |
False |
3,033 |
100 |
1,808.5 |
1,528.6 |
279.9 |
16.3% |
31.7 |
1.8% |
69% |
False |
False |
2,508 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,797.1 |
2.618 |
1,772.2 |
1.618 |
1,756.9 |
1.000 |
1,747.4 |
0.618 |
1,741.6 |
HIGH |
1,732.1 |
0.618 |
1,726.3 |
0.500 |
1,724.5 |
0.382 |
1,722.6 |
LOW |
1,716.8 |
0.618 |
1,707.3 |
1.000 |
1,701.5 |
1.618 |
1,692.0 |
2.618 |
1,676.7 |
4.250 |
1,651.8 |
|
|
Fisher Pivots for day following 14-Feb-2012 |
Pivot |
1 day |
3 day |
R1 |
1,724.5 |
1,724.0 |
PP |
1,723.1 |
1,722.8 |
S1 |
1,721.8 |
1,721.6 |
|