Trading Metrics calculated at close of trading on 21-Feb-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Feb-2012 |
21-Feb-2012 |
Change |
Change % |
Previous Week |
Open |
1,736.0 |
1,739.7 |
3.7 |
0.2% |
1,733.9 |
High |
1,741.3 |
1,764.1 |
22.8 |
1.3% |
1,743.8 |
Low |
1,725.1 |
1,738.8 |
13.7 |
0.8% |
1,714.5 |
Close |
1,731.3 |
1,764.1 |
32.8 |
1.9% |
1,731.3 |
Range |
16.2 |
25.3 |
9.1 |
56.2% |
29.3 |
ATR |
22.1 |
22.8 |
0.8 |
3.5% |
0.0 |
Volume |
2,452 |
2,849 |
397 |
16.2% |
10,738 |
|
Daily Pivots for day following 21-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,831.6 |
1,823.1 |
1,778.0 |
|
R3 |
1,806.3 |
1,797.8 |
1,771.1 |
|
R2 |
1,781.0 |
1,781.0 |
1,768.7 |
|
R1 |
1,772.5 |
1,772.5 |
1,766.4 |
1,776.8 |
PP |
1,755.7 |
1,755.7 |
1,755.7 |
1,757.8 |
S1 |
1,747.2 |
1,747.2 |
1,761.8 |
1,751.5 |
S2 |
1,730.4 |
1,730.4 |
1,759.5 |
|
S3 |
1,705.1 |
1,721.9 |
1,757.1 |
|
S4 |
1,679.8 |
1,696.6 |
1,750.2 |
|
|
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 |
1,764.1 |
1,714.5 |
49.6 |
2.8% |
17.4 |
1.0% |
100% |
True |
False |
2,302 |
10 |
1,764.1 |
1,714.5 |
49.6 |
2.8% |
20.6 |
1.2% |
100% |
True |
False |
2,001 |
20 |
1,769.8 |
1,660.5 |
109.3 |
6.2% |
21.5 |
1.2% |
95% |
False |
False |
1,781 |
40 |
1,769.8 |
1,537.0 |
232.8 |
13.2% |
19.3 |
1.1% |
98% |
False |
False |
1,362 |
60 |
1,769.8 |
1,537.0 |
232.8 |
13.2% |
20.8 |
1.2% |
98% |
False |
False |
1,129 |
80 |
1,807.2 |
1,537.0 |
270.2 |
15.3% |
20.4 |
1.2% |
84% |
False |
False |
960 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,871.6 |
2.618 |
1,830.3 |
1.618 |
1,805.0 |
1.000 |
1,789.4 |
0.618 |
1,779.7 |
HIGH |
1,764.1 |
0.618 |
1,754.4 |
0.500 |
1,751.5 |
0.382 |
1,748.5 |
LOW |
1,738.8 |
0.618 |
1,723.2 |
1.000 |
1,713.5 |
1.618 |
1,697.9 |
2.618 |
1,672.6 |
4.250 |
1,631.3 |
|
|
Fisher Pivots for day following 21-Feb-2012 |
Pivot |
1 day |
3 day |
R1 |
1,759.9 |
1,755.8 |
PP |
1,755.7 |
1,747.6 |
S1 |
1,751.5 |
1,739.3 |
|