Trading Metrics calculated at close of trading on 23-Feb-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Feb-2012 |
23-Feb-2012 |
Change |
Change % |
Previous Week |
Open |
1,763.2 |
1,780.5 |
17.3 |
1.0% |
1,728.1 |
High |
1,785.3 |
1,792.4 |
7.1 |
0.4% |
1,741.5 |
Low |
1,754.1 |
1,776.6 |
22.5 |
1.3% |
1,709.4 |
Close |
1,774.2 |
1,789.2 |
15.0 |
0.8% |
1,728.7 |
Range |
31.2 |
15.8 |
-15.4 |
-49.4% |
32.1 |
ATR |
26.5 |
25.9 |
-0.6 |
-2.2% |
0.0 |
Volume |
6,110 |
8,694 |
2,584 |
42.3% |
25,297 |
|
Daily Pivots for day following 23-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,833.5 |
1,827.1 |
1,797.9 |
|
R3 |
1,817.7 |
1,811.3 |
1,793.5 |
|
R2 |
1,801.9 |
1,801.9 |
1,792.1 |
|
R1 |
1,795.5 |
1,795.5 |
1,790.6 |
1,798.7 |
PP |
1,786.1 |
1,786.1 |
1,786.1 |
1,787.7 |
S1 |
1,779.7 |
1,779.7 |
1,787.8 |
1,782.9 |
S2 |
1,770.3 |
1,770.3 |
1,786.3 |
|
S3 |
1,754.5 |
1,763.9 |
1,784.9 |
|
S4 |
1,738.7 |
1,748.1 |
1,780.5 |
|
|
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 |
1,792.4 |
1,709.4 |
83.0 |
4.6% |
24.5 |
1.4% |
96% |
True |
False |
5,984 |
10 |
1,792.4 |
1,709.3 |
83.1 |
4.6% |
22.9 |
1.3% |
96% |
True |
False |
5,328 |
20 |
1,792.4 |
1,709.3 |
83.1 |
4.6% |
24.2 |
1.4% |
96% |
True |
False |
5,651 |
40 |
1,792.4 |
1,528.6 |
263.8 |
14.7% |
24.9 |
1.4% |
99% |
True |
False |
5,222 |
60 |
1,792.4 |
1,528.6 |
263.8 |
14.7% |
27.2 |
1.5% |
99% |
True |
False |
4,241 |
80 |
1,808.5 |
1,528.6 |
279.9 |
15.6% |
28.2 |
1.6% |
93% |
False |
False |
3,457 |
100 |
1,808.5 |
1,528.6 |
279.9 |
15.6% |
28.8 |
1.6% |
93% |
False |
False |
2,861 |
120 |
1,928.3 |
1,528.6 |
399.7 |
22.3% |
32.7 |
1.8% |
65% |
False |
False |
2,457 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,859.6 |
2.618 |
1,833.8 |
1.618 |
1,818.0 |
1.000 |
1,808.2 |
0.618 |
1,802.2 |
HIGH |
1,792.4 |
0.618 |
1,786.4 |
0.500 |
1,784.5 |
0.382 |
1,782.6 |
LOW |
1,776.6 |
0.618 |
1,766.8 |
1.000 |
1,760.8 |
1.618 |
1,751.0 |
2.618 |
1,735.2 |
4.250 |
1,709.5 |
|
|
Fisher Pivots for day following 23-Feb-2012 |
Pivot |
1 day |
3 day |
R1 |
1,787.6 |
1,780.3 |
PP |
1,786.1 |
1,771.4 |
S1 |
1,784.5 |
1,762.5 |
|