Trading Metrics calculated at close of trading on 23-Feb-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Feb-2012 |
23-Feb-2012 |
Change |
Change % |
Previous Week |
Open |
1,764.6 |
1,781.3 |
16.7 |
0.9% |
1,733.9 |
High |
1,786.6 |
1,795.0 |
8.4 |
0.5% |
1,743.8 |
Low |
1,757.0 |
1,780.4 |
23.4 |
1.3% |
1,714.5 |
Close |
1,776.8 |
1,792.0 |
15.2 |
0.9% |
1,731.3 |
Range |
29.6 |
14.6 |
-15.0 |
-50.7% |
29.3 |
ATR |
23.3 |
23.0 |
-0.4 |
-1.6% |
0.0 |
Volume |
3,180 |
2,165 |
-1,015 |
-31.9% |
10,738 |
|
Daily Pivots for day following 23-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,832.9 |
1,827.1 |
1,800.0 |
|
R3 |
1,818.3 |
1,812.5 |
1,796.0 |
|
R2 |
1,803.7 |
1,803.7 |
1,794.7 |
|
R1 |
1,797.9 |
1,797.9 |
1,793.3 |
1,800.8 |
PP |
1,789.1 |
1,789.1 |
1,789.1 |
1,790.6 |
S1 |
1,783.3 |
1,783.3 |
1,790.7 |
1,786.2 |
S2 |
1,774.5 |
1,774.5 |
1,789.3 |
|
S3 |
1,759.9 |
1,768.7 |
1,788.0 |
|
S4 |
1,745.3 |
1,754.1 |
1,784.0 |
|
|
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 |
1,795.0 |
1,714.5 |
80.5 |
4.5% |
21.2 |
1.2% |
96% |
True |
False |
2,242 |
10 |
1,795.0 |
1,714.5 |
80.5 |
4.5% |
19.0 |
1.1% |
96% |
True |
False |
2,317 |
20 |
1,795.0 |
1,713.7 |
81.3 |
4.5% |
20.4 |
1.1% |
96% |
True |
False |
1,802 |
40 |
1,795.0 |
1,537.0 |
258.0 |
14.4% |
20.1 |
1.1% |
99% |
True |
False |
1,486 |
60 |
1,795.0 |
1,537.0 |
258.0 |
14.4% |
21.0 |
1.2% |
99% |
True |
False |
1,194 |
80 |
1,807.2 |
1,537.0 |
270.2 |
15.1% |
20.4 |
1.1% |
94% |
False |
False |
1,013 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,857.1 |
2.618 |
1,833.2 |
1.618 |
1,818.6 |
1.000 |
1,809.6 |
0.618 |
1,804.0 |
HIGH |
1,795.0 |
0.618 |
1,789.4 |
0.500 |
1,787.7 |
0.382 |
1,786.0 |
LOW |
1,780.4 |
0.618 |
1,771.4 |
1.000 |
1,765.8 |
1.618 |
1,756.8 |
2.618 |
1,742.2 |
4.250 |
1,718.4 |
|
|
Fisher Pivots for day following 23-Feb-2012 |
Pivot |
1 day |
3 day |
R1 |
1,790.6 |
1,783.6 |
PP |
1,789.1 |
1,775.3 |
S1 |
1,787.7 |
1,766.9 |
|