Trading Metrics calculated at close of trading on 27-Feb-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Feb-2012 |
27-Feb-2012 |
Change |
Change % |
Previous Week |
Open |
1,782.3 |
1,777.8 |
-4.5 |
-0.3% |
1,732.5 |
High |
1,786.6 |
1,783.5 |
-3.1 |
-0.2% |
1,792.4 |
Low |
1,774.5 |
1,765.8 |
-8.7 |
-0.5% |
1,732.5 |
Close |
1,779.2 |
1,777.6 |
-1.6 |
-0.1% |
1,779.2 |
Range |
12.1 |
17.7 |
5.6 |
46.3% |
59.9 |
ATR |
25.1 |
24.6 |
-0.5 |
-2.1% |
0.0 |
Volume |
6,038 |
15,058 |
9,020 |
149.4% |
25,386 |
|
Daily Pivots for day following 27-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,828.7 |
1,820.9 |
1,787.3 |
|
R3 |
1,811.0 |
1,803.2 |
1,782.5 |
|
R2 |
1,793.3 |
1,793.3 |
1,780.8 |
|
R1 |
1,785.5 |
1,785.5 |
1,779.2 |
1,780.6 |
PP |
1,775.6 |
1,775.6 |
1,775.6 |
1,773.2 |
S1 |
1,767.8 |
1,767.8 |
1,776.0 |
1,762.9 |
S2 |
1,757.9 |
1,757.9 |
1,774.4 |
|
S3 |
1,740.2 |
1,750.1 |
1,772.7 |
|
S4 |
1,722.5 |
1,732.4 |
1,767.9 |
|
|
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 |
1,732.5 |
59.9 |
3.4% |
21.7 |
1.2% |
75% |
False |
False |
8,088 |
10 |
1,792.4 |
1,709.4 |
83.0 |
4.7% |
20.3 |
1.1% |
82% |
False |
False |
6,574 |
20 |
1,792.4 |
1,709.3 |
83.1 |
4.7% |
23.2 |
1.3% |
82% |
False |
False |
5,842 |
40 |
1,792.4 |
1,528.6 |
263.8 |
14.8% |
24.5 |
1.4% |
94% |
False |
False |
5,709 |
60 |
1,792.4 |
1,528.6 |
263.8 |
14.8% |
26.9 |
1.5% |
94% |
False |
False |
4,543 |
80 |
1,808.5 |
1,528.6 |
279.9 |
15.7% |
27.9 |
1.6% |
89% |
False |
False |
3,716 |
100 |
1,808.5 |
1,528.6 |
279.9 |
15.7% |
28.5 |
1.6% |
89% |
False |
False |
3,062 |
120 |
1,928.3 |
1,528.6 |
399.7 |
22.5% |
32.3 |
1.8% |
62% |
False |
False |
2,629 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,858.7 |
2.618 |
1,829.8 |
1.618 |
1,812.1 |
1.000 |
1,801.2 |
0.618 |
1,794.4 |
HIGH |
1,783.5 |
0.618 |
1,776.7 |
0.500 |
1,774.7 |
0.382 |
1,772.6 |
LOW |
1,765.8 |
0.618 |
1,754.9 |
1.000 |
1,748.1 |
1.618 |
1,737.2 |
2.618 |
1,719.5 |
4.250 |
1,690.6 |
|
|
Fisher Pivots for day following 27-Feb-2012 |
Pivot |
1 day |
3 day |
R1 |
1,776.6 |
1,779.1 |
PP |
1,775.6 |
1,778.6 |
S1 |
1,774.7 |
1,778.1 |
|