Trading Metrics calculated at close of trading on 17-Feb-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Feb-2012 |
17-Feb-2012 |
Change |
Change % |
Previous Week |
Open |
1,733.4 |
1,736.0 |
2.6 |
0.1% |
1,733.9 |
High |
1,735.0 |
1,741.3 |
6.3 |
0.4% |
1,743.8 |
Low |
1,714.5 |
1,725.1 |
10.6 |
0.6% |
1,714.5 |
Close |
1,733.7 |
1,731.3 |
-2.4 |
-0.1% |
1,731.3 |
Range |
20.5 |
16.2 |
-4.3 |
-21.0% |
29.3 |
ATR |
22.5 |
22.1 |
-0.5 |
-2.0% |
0.0 |
Volume |
567 |
2,452 |
1,885 |
332.5% |
10,738 |
|
Daily Pivots for day following 17-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,781.2 |
1,772.4 |
1,740.2 |
|
R3 |
1,765.0 |
1,756.2 |
1,735.8 |
|
R2 |
1,748.8 |
1,748.8 |
1,734.3 |
|
R1 |
1,740.0 |
1,740.0 |
1,732.8 |
1,736.3 |
PP |
1,732.6 |
1,732.6 |
1,732.6 |
1,730.7 |
S1 |
1,723.8 |
1,723.8 |
1,729.8 |
1,720.1 |
S2 |
1,716.4 |
1,716.4 |
1,728.3 |
|
S3 |
1,700.2 |
1,707.6 |
1,726.8 |
|
S4 |
1,684.0 |
1,691.4 |
1,722.4 |
|
|
Weekly Pivots for week ending 17-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,817.8 |
1,803.8 |
1,747.4 |
|
R3 |
1,788.5 |
1,774.5 |
1,739.4 |
|
R2 |
1,759.2 |
1,759.2 |
1,736.7 |
|
R1 |
1,745.2 |
1,745.2 |
1,734.0 |
1,737.6 |
PP |
1,729.9 |
1,729.9 |
1,729.9 |
1,726.0 |
S1 |
1,715.9 |
1,715.9 |
1,728.6 |
1,708.3 |
S2 |
1,700.6 |
1,700.6 |
1,725.9 |
|
S3 |
1,671.3 |
1,686.6 |
1,723.2 |
|
S4 |
1,642.0 |
1,657.3 |
1,715.2 |
|
|
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% |
14.5 |
0.8% |
57% |
False |
False |
2,147 |
10 |
1,759.0 |
1,714.5 |
44.5 |
2.6% |
20.1 |
1.2% |
38% |
False |
False |
1,990 |
20 |
1,769.8 |
1,660.5 |
109.3 |
6.3% |
20.5 |
1.2% |
65% |
False |
False |
1,682 |
40 |
1,769.8 |
1,537.0 |
232.8 |
13.4% |
19.3 |
1.1% |
83% |
False |
False |
1,296 |
60 |
1,769.8 |
1,537.0 |
232.8 |
13.4% |
20.7 |
1.2% |
83% |
False |
False |
1,093 |
80 |
1,807.2 |
1,537.0 |
270.2 |
15.6% |
20.1 |
1.2% |
72% |
False |
False |
927 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,810.2 |
2.618 |
1,783.7 |
1.618 |
1,767.5 |
1.000 |
1,757.5 |
0.618 |
1,751.3 |
HIGH |
1,741.3 |
0.618 |
1,735.1 |
0.500 |
1,733.2 |
0.382 |
1,731.3 |
LOW |
1,725.1 |
0.618 |
1,715.1 |
1.000 |
1,708.9 |
1.618 |
1,698.9 |
2.618 |
1,682.7 |
4.250 |
1,656.3 |
|
|
Fisher Pivots for day following 17-Feb-2012 |
Pivot |
1 day |
3 day |
R1 |
1,733.2 |
1,730.6 |
PP |
1,732.6 |
1,729.9 |
S1 |
1,731.9 |
1,729.2 |
|