Trading Metrics calculated at close of trading on 14-Feb-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Feb-2012 |
14-Feb-2012 |
Change |
Change % |
Previous Week |
Open |
1,733.9 |
1,731.7 |
-2.2 |
-0.1% |
1,737.0 |
High |
1,739.4 |
1,731.7 |
-7.7 |
-0.4% |
1,759.0 |
Low |
1,728.6 |
1,720.1 |
-8.5 |
-0.5% |
1,716.2 |
Close |
1,730.3 |
1,722.9 |
-7.4 |
-0.4% |
1,730.7 |
Range |
10.8 |
11.6 |
0.8 |
7.4% |
42.8 |
ATR |
23.7 |
22.8 |
-0.9 |
-3.6% |
0.0 |
Volume |
2,074 |
1,676 |
-398 |
-19.2% |
9,165 |
|
Daily Pivots for day following 14-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,759.7 |
1,752.9 |
1,729.3 |
|
R3 |
1,748.1 |
1,741.3 |
1,726.1 |
|
R2 |
1,736.5 |
1,736.5 |
1,725.0 |
|
R1 |
1,729.7 |
1,729.7 |
1,724.0 |
1,727.3 |
PP |
1,724.9 |
1,724.9 |
1,724.9 |
1,723.7 |
S1 |
1,718.1 |
1,718.1 |
1,721.8 |
1,715.7 |
S2 |
1,713.3 |
1,713.3 |
1,720.8 |
|
S3 |
1,701.7 |
1,706.5 |
1,719.7 |
|
S4 |
1,690.1 |
1,694.9 |
1,716.5 |
|
|
Weekly Pivots for week ending 10-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,863.7 |
1,840.0 |
1,754.2 |
|
R3 |
1,820.9 |
1,797.2 |
1,742.5 |
|
R2 |
1,778.1 |
1,778.1 |
1,738.5 |
|
R1 |
1,754.4 |
1,754.4 |
1,734.6 |
1,744.9 |
PP |
1,735.3 |
1,735.3 |
1,735.3 |
1,730.5 |
S1 |
1,711.6 |
1,711.6 |
1,726.8 |
1,702.1 |
S2 |
1,692.5 |
1,692.5 |
1,722.9 |
|
S3 |
1,649.7 |
1,668.8 |
1,718.9 |
|
S4 |
1,606.9 |
1,626.0 |
1,707.2 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,759.0 |
1,716.2 |
42.8 |
2.5% |
18.5 |
1.1% |
16% |
False |
False |
1,892 |
10 |
1,769.8 |
1,716.2 |
53.6 |
3.1% |
21.6 |
1.3% |
13% |
False |
False |
1,571 |
20 |
1,769.8 |
1,654.7 |
115.1 |
6.7% |
20.6 |
1.2% |
59% |
False |
False |
1,619 |
40 |
1,769.8 |
1,537.0 |
232.8 |
13.5% |
18.8 |
1.1% |
80% |
False |
False |
1,144 |
60 |
1,769.8 |
1,537.0 |
232.8 |
13.5% |
21.3 |
1.2% |
80% |
False |
False |
989 |
80 |
1,807.2 |
1,537.0 |
270.2 |
15.7% |
19.7 |
1.1% |
69% |
False |
False |
842 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,781.0 |
2.618 |
1,762.1 |
1.618 |
1,750.5 |
1.000 |
1,743.3 |
0.618 |
1,738.9 |
HIGH |
1,731.7 |
0.618 |
1,727.3 |
0.500 |
1,725.9 |
0.382 |
1,724.5 |
LOW |
1,720.1 |
0.618 |
1,712.9 |
1.000 |
1,708.5 |
1.618 |
1,701.3 |
2.618 |
1,689.7 |
4.250 |
1,670.8 |
|
|
Fisher Pivots for day following 14-Feb-2012 |
Pivot |
1 day |
3 day |
R1 |
1,725.9 |
1,728.1 |
PP |
1,724.9 |
1,726.4 |
S1 |
1,723.9 |
1,724.6 |
|