Trading Metrics calculated at close of trading on 24-Feb-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Feb-2012 |
24-Feb-2012 |
Change |
Change % |
Previous Week |
Open |
1,780.5 |
1,782.3 |
1.8 |
0.1% |
1,732.5 |
High |
1,792.4 |
1,786.6 |
-5.8 |
-0.3% |
1,792.4 |
Low |
1,776.6 |
1,774.5 |
-2.1 |
-0.1% |
1,732.5 |
Close |
1,789.2 |
1,779.2 |
-10.0 |
-0.6% |
1,779.2 |
Range |
15.8 |
12.1 |
-3.7 |
-23.4% |
59.9 |
ATR |
25.9 |
25.1 |
-0.8 |
-3.1% |
0.0 |
Volume |
8,694 |
6,038 |
-2,656 |
-30.5% |
25,386 |
|
Daily Pivots for day following 24-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,816.4 |
1,809.9 |
1,785.9 |
|
R3 |
1,804.3 |
1,797.8 |
1,782.5 |
|
R2 |
1,792.2 |
1,792.2 |
1,781.4 |
|
R1 |
1,785.7 |
1,785.7 |
1,780.3 |
1,782.9 |
PP |
1,780.1 |
1,780.1 |
1,780.1 |
1,778.7 |
S1 |
1,773.6 |
1,773.6 |
1,778.1 |
1,770.8 |
S2 |
1,768.0 |
1,768.0 |
1,777.0 |
|
S3 |
1,755.9 |
1,761.5 |
1,775.9 |
|
S4 |
1,743.8 |
1,749.4 |
1,772.5 |
|
|
Weekly Pivots for week ending 24-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,947.7 |
1,923.4 |
1,812.1 |
|
R3 |
1,887.8 |
1,863.5 |
1,795.7 |
|
R2 |
1,827.9 |
1,827.9 |
1,790.2 |
|
R1 |
1,803.6 |
1,803.6 |
1,784.7 |
1,815.8 |
PP |
1,768.0 |
1,768.0 |
1,768.0 |
1,774.1 |
S1 |
1,743.7 |
1,743.7 |
1,773.7 |
1,755.9 |
S2 |
1,708.1 |
1,708.1 |
1,768.2 |
|
S3 |
1,648.2 |
1,683.8 |
1,762.7 |
|
S4 |
1,588.3 |
1,623.9 |
1,746.3 |
|
|
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 |
1,721.5 |
70.9 |
4.0% |
21.9 |
1.2% |
81% |
False |
False |
6,124 |
10 |
1,792.4 |
1,709.3 |
83.1 |
4.7% |
21.4 |
1.2% |
84% |
False |
False |
5,459 |
20 |
1,792.4 |
1,709.3 |
83.1 |
4.7% |
23.5 |
1.3% |
84% |
False |
False |
5,633 |
40 |
1,792.4 |
1,528.6 |
263.8 |
14.8% |
25.1 |
1.4% |
95% |
False |
False |
5,350 |
60 |
1,792.4 |
1,528.6 |
263.8 |
14.8% |
26.9 |
1.5% |
95% |
False |
False |
4,324 |
80 |
1,808.5 |
1,528.6 |
279.9 |
15.7% |
28.1 |
1.6% |
90% |
False |
False |
3,531 |
100 |
1,808.5 |
1,528.6 |
279.9 |
15.7% |
28.7 |
1.6% |
90% |
False |
False |
2,916 |
120 |
1,928.3 |
1,528.6 |
399.7 |
22.5% |
32.7 |
1.8% |
63% |
False |
False |
2,507 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,838.0 |
2.618 |
1,818.3 |
1.618 |
1,806.2 |
1.000 |
1,798.7 |
0.618 |
1,794.1 |
HIGH |
1,786.6 |
0.618 |
1,782.0 |
0.500 |
1,780.6 |
0.382 |
1,779.1 |
LOW |
1,774.5 |
0.618 |
1,767.0 |
1.000 |
1,762.4 |
1.618 |
1,754.9 |
2.618 |
1,742.8 |
4.250 |
1,723.1 |
|
|
Fisher Pivots for day following 24-Feb-2012 |
Pivot |
1 day |
3 day |
R1 |
1,780.6 |
1,777.2 |
PP |
1,780.1 |
1,775.2 |
S1 |
1,779.7 |
1,773.3 |
|