Trading Metrics calculated at close of trading on 15-Feb-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Feb-2012 |
15-Feb-2012 |
Change |
Change % |
Previous Week |
Open |
1,731.7 |
1,733.6 |
1.9 |
0.1% |
1,737.0 |
High |
1,731.7 |
1,743.8 |
12.1 |
0.7% |
1,759.0 |
Low |
1,720.1 |
1,730.2 |
10.1 |
0.6% |
1,716.2 |
Close |
1,722.9 |
1,733.4 |
10.5 |
0.6% |
1,730.7 |
Range |
11.6 |
13.6 |
2.0 |
17.2% |
42.8 |
ATR |
22.8 |
22.7 |
-0.1 |
-0.6% |
0.0 |
Volume |
1,676 |
3,969 |
2,293 |
136.8% |
9,165 |
|
Daily Pivots for day following 15-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,776.6 |
1,768.6 |
1,740.9 |
|
R3 |
1,763.0 |
1,755.0 |
1,737.1 |
|
R2 |
1,749.4 |
1,749.4 |
1,735.9 |
|
R1 |
1,741.4 |
1,741.4 |
1,734.6 |
1,738.6 |
PP |
1,735.8 |
1,735.8 |
1,735.8 |
1,734.4 |
S1 |
1,727.8 |
1,727.8 |
1,732.2 |
1,725.0 |
S2 |
1,722.2 |
1,722.2 |
1,730.9 |
|
S3 |
1,708.6 |
1,714.2 |
1,729.7 |
|
S4 |
1,695.0 |
1,700.6 |
1,725.9 |
|
|
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 |
1,758.0 |
1,716.2 |
41.8 |
2.4% |
16.7 |
1.0% |
41% |
False |
False |
2,392 |
10 |
1,769.8 |
1,716.2 |
53.6 |
3.1% |
21.7 |
1.3% |
32% |
False |
False |
1,920 |
20 |
1,769.8 |
1,656.8 |
113.0 |
6.5% |
20.5 |
1.2% |
68% |
False |
False |
1,675 |
40 |
1,769.8 |
1,537.0 |
232.8 |
13.4% |
18.8 |
1.1% |
84% |
False |
False |
1,234 |
60 |
1,769.8 |
1,537.0 |
232.8 |
13.4% |
21.0 |
1.2% |
84% |
False |
False |
1,050 |
80 |
1,807.2 |
1,537.0 |
270.2 |
15.6% |
19.8 |
1.1% |
73% |
False |
False |
891 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,801.6 |
2.618 |
1,779.4 |
1.618 |
1,765.8 |
1.000 |
1,757.4 |
0.618 |
1,752.2 |
HIGH |
1,743.8 |
0.618 |
1,738.6 |
0.500 |
1,737.0 |
0.382 |
1,735.4 |
LOW |
1,730.2 |
0.618 |
1,721.8 |
1.000 |
1,716.6 |
1.618 |
1,708.2 |
2.618 |
1,694.6 |
4.250 |
1,672.4 |
|
|
Fisher Pivots for day following 15-Feb-2012 |
Pivot |
1 day |
3 day |
R1 |
1,737.0 |
1,732.9 |
PP |
1,735.8 |
1,732.4 |
S1 |
1,734.6 |
1,732.0 |
|