Trading Metrics calculated at close of trading on 22-Feb-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Feb-2012 |
22-Feb-2012 |
Change |
Change % |
Previous Week |
Open |
1,732.5 |
1,763.2 |
30.7 |
1.8% |
1,728.1 |
High |
1,764.4 |
1,785.3 |
20.9 |
1.2% |
1,741.5 |
Low |
1,732.5 |
1,754.1 |
21.6 |
1.2% |
1,709.4 |
Close |
1,761.4 |
1,774.2 |
12.8 |
0.7% |
1,728.7 |
Range |
31.9 |
31.2 |
-0.7 |
-2.2% |
32.1 |
ATR |
26.1 |
26.5 |
0.4 |
1.4% |
0.0 |
Volume |
4,544 |
6,110 |
1,566 |
34.5% |
25,297 |
|
Daily Pivots for day following 22-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,864.8 |
1,850.7 |
1,791.4 |
|
R3 |
1,833.6 |
1,819.5 |
1,782.8 |
|
R2 |
1,802.4 |
1,802.4 |
1,779.9 |
|
R1 |
1,788.3 |
1,788.3 |
1,777.1 |
1,795.4 |
PP |
1,771.2 |
1,771.2 |
1,771.2 |
1,774.7 |
S1 |
1,757.1 |
1,757.1 |
1,771.3 |
1,764.2 |
S2 |
1,740.0 |
1,740.0 |
1,768.5 |
|
S3 |
1,708.8 |
1,725.9 |
1,765.6 |
|
S4 |
1,677.6 |
1,694.7 |
1,757.0 |
|
|
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 |
1,785.3 |
1,709.4 |
75.9 |
4.3% |
25.0 |
1.4% |
85% |
True |
False |
5,884 |
10 |
1,785.3 |
1,709.3 |
76.0 |
4.3% |
23.9 |
1.3% |
85% |
True |
False |
5,156 |
20 |
1,785.3 |
1,656.5 |
128.8 |
7.3% |
26.5 |
1.5% |
91% |
True |
False |
5,425 |
40 |
1,785.3 |
1,528.6 |
256.7 |
14.5% |
24.8 |
1.4% |
96% |
True |
False |
5,026 |
60 |
1,785.3 |
1,528.6 |
256.7 |
14.5% |
27.3 |
1.5% |
96% |
True |
False |
4,134 |
80 |
1,808.5 |
1,528.6 |
279.9 |
15.8% |
28.5 |
1.6% |
88% |
False |
False |
3,362 |
100 |
1,808.5 |
1,528.6 |
279.9 |
15.8% |
29.1 |
1.6% |
88% |
False |
False |
2,776 |
120 |
1,928.3 |
1,528.6 |
399.7 |
22.5% |
32.7 |
1.8% |
61% |
False |
False |
2,387 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,917.9 |
2.618 |
1,867.0 |
1.618 |
1,835.8 |
1.000 |
1,816.5 |
0.618 |
1,804.6 |
HIGH |
1,785.3 |
0.618 |
1,773.4 |
0.500 |
1,769.7 |
0.382 |
1,766.0 |
LOW |
1,754.1 |
0.618 |
1,734.8 |
1.000 |
1,722.9 |
1.618 |
1,703.6 |
2.618 |
1,672.4 |
4.250 |
1,621.5 |
|
|
Fisher Pivots for day following 22-Feb-2012 |
Pivot |
1 day |
3 day |
R1 |
1,772.7 |
1,767.3 |
PP |
1,771.2 |
1,760.3 |
S1 |
1,769.7 |
1,753.4 |
|