Trading Metrics calculated at close of trading on 28-Feb-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Feb-2012 |
28-Feb-2012 |
Change |
Change % |
Previous Week |
Open |
1,777.8 |
1,772.0 |
-5.8 |
-0.3% |
1,732.5 |
High |
1,783.5 |
1,795.1 |
11.6 |
0.7% |
1,792.4 |
Low |
1,765.8 |
1,770.0 |
4.2 |
0.2% |
1,732.5 |
Close |
1,777.6 |
1,791.2 |
13.6 |
0.8% |
1,779.2 |
Range |
17.7 |
25.1 |
7.4 |
41.8% |
59.9 |
ATR |
24.6 |
24.6 |
0.0 |
0.2% |
0.0 |
Volume |
15,058 |
8,280 |
-6,778 |
-45.0% |
25,386 |
|
Daily Pivots for day following 28-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,860.7 |
1,851.1 |
1,805.0 |
|
R3 |
1,835.6 |
1,826.0 |
1,798.1 |
|
R2 |
1,810.5 |
1,810.5 |
1,795.8 |
|
R1 |
1,800.9 |
1,800.9 |
1,793.5 |
1,805.7 |
PP |
1,785.4 |
1,785.4 |
1,785.4 |
1,787.9 |
S1 |
1,775.8 |
1,775.8 |
1,788.9 |
1,780.6 |
S2 |
1,760.3 |
1,760.3 |
1,786.6 |
|
S3 |
1,735.2 |
1,750.7 |
1,784.3 |
|
S4 |
1,710.1 |
1,725.6 |
1,777.4 |
|
|
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 |
1,795.1 |
1,754.1 |
41.0 |
2.3% |
20.4 |
1.1% |
90% |
True |
False |
8,836 |
10 |
1,795.1 |
1,709.4 |
85.7 |
4.8% |
21.1 |
1.2% |
95% |
True |
False |
6,985 |
20 |
1,795.1 |
1,709.3 |
85.8 |
4.8% |
23.4 |
1.3% |
95% |
True |
False |
5,509 |
40 |
1,795.1 |
1,556.0 |
239.1 |
13.3% |
24.2 |
1.4% |
98% |
True |
False |
5,889 |
60 |
1,795.1 |
1,528.6 |
266.5 |
14.9% |
26.6 |
1.5% |
99% |
True |
False |
4,610 |
80 |
1,808.5 |
1,528.6 |
279.9 |
15.6% |
27.7 |
1.5% |
94% |
False |
False |
3,816 |
100 |
1,808.5 |
1,528.6 |
279.9 |
15.6% |
28.0 |
1.6% |
94% |
False |
False |
3,142 |
120 |
1,890.9 |
1,528.6 |
362.3 |
20.2% |
32.1 |
1.8% |
72% |
False |
False |
2,693 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,901.8 |
2.618 |
1,860.8 |
1.618 |
1,835.7 |
1.000 |
1,820.2 |
0.618 |
1,810.6 |
HIGH |
1,795.1 |
0.618 |
1,785.5 |
0.500 |
1,782.6 |
0.382 |
1,779.6 |
LOW |
1,770.0 |
0.618 |
1,754.5 |
1.000 |
1,744.9 |
1.618 |
1,729.4 |
2.618 |
1,704.3 |
4.250 |
1,663.3 |
|
|
Fisher Pivots for day following 28-Feb-2012 |
Pivot |
1 day |
3 day |
R1 |
1,788.3 |
1,787.6 |
PP |
1,785.4 |
1,784.0 |
S1 |
1,782.6 |
1,780.5 |
|