Trading Metrics calculated at close of trading on 16-Feb-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Feb-2012 |
16-Feb-2012 |
Change |
Change % |
Previous Week |
Open |
1,733.6 |
1,733.4 |
-0.2 |
0.0% |
1,737.0 |
High |
1,743.8 |
1,735.0 |
-8.8 |
-0.5% |
1,759.0 |
Low |
1,730.2 |
1,714.5 |
-15.7 |
-0.9% |
1,716.2 |
Close |
1,733.4 |
1,733.7 |
0.3 |
0.0% |
1,730.7 |
Range |
13.6 |
20.5 |
6.9 |
50.7% |
42.8 |
ATR |
22.7 |
22.5 |
-0.2 |
-0.7% |
0.0 |
Volume |
3,969 |
567 |
-3,402 |
-85.7% |
9,165 |
|
Daily Pivots for day following 16-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,789.2 |
1,782.0 |
1,745.0 |
|
R3 |
1,768.7 |
1,761.5 |
1,739.3 |
|
R2 |
1,748.2 |
1,748.2 |
1,737.5 |
|
R1 |
1,741.0 |
1,741.0 |
1,735.6 |
1,744.6 |
PP |
1,727.7 |
1,727.7 |
1,727.7 |
1,729.6 |
S1 |
1,720.5 |
1,720.5 |
1,731.8 |
1,724.1 |
S2 |
1,707.2 |
1,707.2 |
1,729.9 |
|
S3 |
1,686.7 |
1,700.0 |
1,728.1 |
|
S4 |
1,666.2 |
1,679.5 |
1,722.4 |
|
|
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 |
1,743.8 |
1,714.5 |
29.3 |
1.7% |
16.1 |
0.9% |
66% |
False |
True |
2,097 |
10 |
1,769.8 |
1,714.5 |
55.3 |
3.2% |
22.3 |
1.3% |
35% |
False |
True |
1,947 |
20 |
1,769.8 |
1,656.8 |
113.0 |
6.5% |
20.6 |
1.2% |
68% |
False |
False |
1,644 |
40 |
1,769.8 |
1,537.0 |
232.8 |
13.4% |
19.0 |
1.1% |
84% |
False |
False |
1,236 |
60 |
1,769.8 |
1,537.0 |
232.8 |
13.4% |
21.2 |
1.2% |
84% |
False |
False |
1,053 |
80 |
1,807.2 |
1,537.0 |
270.2 |
15.6% |
20.0 |
1.2% |
73% |
False |
False |
897 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,822.1 |
2.618 |
1,788.7 |
1.618 |
1,768.2 |
1.000 |
1,755.5 |
0.618 |
1,747.7 |
HIGH |
1,735.0 |
0.618 |
1,727.2 |
0.500 |
1,724.8 |
0.382 |
1,722.3 |
LOW |
1,714.5 |
0.618 |
1,701.8 |
1.000 |
1,694.0 |
1.618 |
1,681.3 |
2.618 |
1,660.8 |
4.250 |
1,627.4 |
|
|
Fisher Pivots for day following 16-Feb-2012 |
Pivot |
1 day |
3 day |
R1 |
1,730.7 |
1,732.2 |
PP |
1,727.7 |
1,730.7 |
S1 |
1,724.8 |
1,729.2 |
|