Trading Metrics calculated at close of trading on 17-Feb-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Feb-2012 |
17-Feb-2012 |
Change |
Change % |
Previous Week |
Open |
1,731.0 |
1,733.6 |
2.6 |
0.2% |
1,728.1 |
High |
1,734.4 |
1,740.1 |
5.7 |
0.3% |
1,741.5 |
Low |
1,709.4 |
1,721.5 |
12.1 |
0.7% |
1,709.4 |
Close |
1,731.2 |
1,728.7 |
-2.5 |
-0.1% |
1,728.7 |
Range |
25.0 |
18.6 |
-6.4 |
-25.6% |
32.1 |
ATR |
25.9 |
25.4 |
-0.5 |
-2.0% |
0.0 |
Volume |
5,342 |
5,234 |
-108 |
-2.0% |
25,297 |
|
Daily Pivots for day following 17-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,785.9 |
1,775.9 |
1,738.9 |
|
R3 |
1,767.3 |
1,757.3 |
1,733.8 |
|
R2 |
1,748.7 |
1,748.7 |
1,732.1 |
|
R1 |
1,738.7 |
1,738.7 |
1,730.4 |
1,734.4 |
PP |
1,730.1 |
1,730.1 |
1,730.1 |
1,728.0 |
S1 |
1,720.1 |
1,720.1 |
1,727.0 |
1,715.8 |
S2 |
1,711.5 |
1,711.5 |
1,725.3 |
|
S3 |
1,692.9 |
1,701.5 |
1,723.6 |
|
S4 |
1,674.3 |
1,682.9 |
1,718.5 |
|
|
Weekly Pivots for week ending 17-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,822.8 |
1,807.9 |
1,746.4 |
|
R3 |
1,790.7 |
1,775.8 |
1,737.5 |
|
R2 |
1,758.6 |
1,758.6 |
1,734.6 |
|
R1 |
1,743.7 |
1,743.7 |
1,731.6 |
1,751.2 |
PP |
1,726.5 |
1,726.5 |
1,726.5 |
1,730.3 |
S1 |
1,711.6 |
1,711.6 |
1,725.8 |
1,719.1 |
S2 |
1,694.4 |
1,694.4 |
1,722.8 |
|
S3 |
1,662.3 |
1,679.5 |
1,719.9 |
|
S4 |
1,630.2 |
1,647.4 |
1,711.0 |
|
|
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 |
1,709.4 |
32.1 |
1.9% |
18.8 |
1.1% |
60% |
False |
False |
5,059 |
10 |
1,757.2 |
1,709.3 |
47.9 |
2.8% |
23.8 |
1.4% |
41% |
False |
False |
4,742 |
20 |
1,768.4 |
1,656.5 |
111.9 |
6.5% |
25.1 |
1.5% |
65% |
False |
False |
5,344 |
40 |
1,768.4 |
1,528.6 |
239.8 |
13.9% |
24.4 |
1.4% |
83% |
False |
False |
4,857 |
60 |
1,772.0 |
1,528.6 |
243.4 |
14.1% |
27.2 |
1.6% |
82% |
False |
False |
4,030 |
80 |
1,808.5 |
1,528.6 |
279.9 |
16.2% |
28.8 |
1.7% |
71% |
False |
False |
3,244 |
100 |
1,808.5 |
1,528.6 |
279.9 |
16.2% |
29.4 |
1.7% |
71% |
False |
False |
2,678 |
120 |
1,928.3 |
1,528.6 |
399.7 |
23.1% |
33.0 |
1.9% |
50% |
False |
False |
2,303 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,819.2 |
2.618 |
1,788.8 |
1.618 |
1,770.2 |
1.000 |
1,758.7 |
0.618 |
1,751.6 |
HIGH |
1,740.1 |
0.618 |
1,733.0 |
0.500 |
1,730.8 |
0.382 |
1,728.6 |
LOW |
1,721.5 |
0.618 |
1,710.0 |
1.000 |
1,702.9 |
1.618 |
1,691.4 |
2.618 |
1,672.8 |
4.250 |
1,642.5 |
|
|
Fisher Pivots for day following 17-Feb-2012 |
Pivot |
1 day |
3 day |
R1 |
1,730.8 |
1,727.6 |
PP |
1,730.1 |
1,726.5 |
S1 |
1,729.4 |
1,725.5 |
|