Trading Metrics calculated at close of trading on 16-Feb-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Feb-2012 |
16-Feb-2012 |
Change |
Change % |
Previous Week |
Open |
1,725.8 |
1,731.0 |
5.2 |
0.3% |
1,735.0 |
High |
1,741.5 |
1,734.4 |
-7.1 |
-0.4% |
1,757.2 |
Low |
1,723.3 |
1,709.4 |
-13.9 |
-0.8% |
1,709.3 |
Close |
1,730.9 |
1,731.2 |
0.3 |
0.0% |
1,728.1 |
Range |
18.2 |
25.0 |
6.8 |
37.4% |
47.9 |
ATR |
26.0 |
25.9 |
-0.1 |
-0.3% |
0.0 |
Volume |
8,192 |
5,342 |
-2,850 |
-34.8% |
22,127 |
|
Daily Pivots for day following 16-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,800.0 |
1,790.6 |
1,745.0 |
|
R3 |
1,775.0 |
1,765.6 |
1,738.1 |
|
R2 |
1,750.0 |
1,750.0 |
1,735.8 |
|
R1 |
1,740.6 |
1,740.6 |
1,733.5 |
1,745.3 |
PP |
1,725.0 |
1,725.0 |
1,725.0 |
1,727.4 |
S1 |
1,715.6 |
1,715.6 |
1,728.9 |
1,720.3 |
S2 |
1,700.0 |
1,700.0 |
1,726.6 |
|
S3 |
1,675.0 |
1,690.6 |
1,724.3 |
|
S4 |
1,650.0 |
1,665.6 |
1,717.5 |
|
|
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 |
1,741.5 |
1,709.3 |
32.2 |
1.9% |
20.9 |
1.2% |
68% |
False |
False |
4,794 |
10 |
1,768.4 |
1,709.3 |
59.1 |
3.4% |
25.8 |
1.5% |
37% |
False |
False |
4,532 |
20 |
1,768.4 |
1,651.4 |
117.0 |
6.8% |
25.2 |
1.5% |
68% |
False |
False |
5,577 |
40 |
1,768.4 |
1,528.6 |
239.8 |
13.9% |
24.5 |
1.4% |
84% |
False |
False |
4,781 |
60 |
1,772.0 |
1,528.6 |
243.4 |
14.1% |
27.8 |
1.6% |
83% |
False |
False |
3,949 |
80 |
1,808.5 |
1,528.6 |
279.9 |
16.2% |
28.8 |
1.7% |
72% |
False |
False |
3,182 |
100 |
1,808.5 |
1,528.6 |
279.9 |
16.2% |
30.5 |
1.8% |
72% |
False |
False |
2,635 |
120 |
1,928.3 |
1,528.6 |
399.7 |
23.1% |
33.4 |
1.9% |
51% |
False |
False |
2,263 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,840.7 |
2.618 |
1,799.9 |
1.618 |
1,774.9 |
1.000 |
1,759.4 |
0.618 |
1,749.9 |
HIGH |
1,734.4 |
0.618 |
1,724.9 |
0.500 |
1,721.9 |
0.382 |
1,719.0 |
LOW |
1,709.4 |
0.618 |
1,694.0 |
1.000 |
1,684.4 |
1.618 |
1,669.0 |
2.618 |
1,644.0 |
4.250 |
1,603.2 |
|
|
Fisher Pivots for day following 16-Feb-2012 |
Pivot |
1 day |
3 day |
R1 |
1,728.1 |
1,729.3 |
PP |
1,725.0 |
1,727.4 |
S1 |
1,721.9 |
1,725.5 |
|