Trading Metrics calculated at close of trading on 24-Feb-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Feb-2012 |
24-Feb-2012 |
Change |
Change % |
Previous Week |
Open |
1,781.3 |
1,786.1 |
4.8 |
0.3% |
1,739.7 |
High |
1,795.0 |
1,787.4 |
-7.6 |
-0.4% |
1,795.0 |
Low |
1,780.4 |
1,780.5 |
0.1 |
0.0% |
1,738.8 |
Close |
1,792.0 |
1,782.0 |
-10.0 |
-0.6% |
1,782.0 |
Range |
14.6 |
6.9 |
-7.7 |
-52.7% |
56.2 |
ATR |
23.0 |
22.1 |
-0.8 |
-3.6% |
0.0 |
Volume |
2,165 |
648 |
-1,517 |
-70.1% |
8,842 |
|
Daily Pivots for day following 24-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,804.0 |
1,799.9 |
1,785.8 |
|
R3 |
1,797.1 |
1,793.0 |
1,783.9 |
|
R2 |
1,790.2 |
1,790.2 |
1,783.3 |
|
R1 |
1,786.1 |
1,786.1 |
1,782.6 |
1,784.7 |
PP |
1,783.3 |
1,783.3 |
1,783.3 |
1,782.6 |
S1 |
1,779.2 |
1,779.2 |
1,781.4 |
1,777.8 |
S2 |
1,776.4 |
1,776.4 |
1,780.7 |
|
S3 |
1,769.5 |
1,772.3 |
1,780.1 |
|
S4 |
1,762.6 |
1,765.4 |
1,778.2 |
|
|
Weekly Pivots for week ending 24-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,940.5 |
1,917.5 |
1,812.9 |
|
R3 |
1,884.3 |
1,861.3 |
1,797.5 |
|
R2 |
1,828.1 |
1,828.1 |
1,792.3 |
|
R1 |
1,805.1 |
1,805.1 |
1,787.2 |
1,816.6 |
PP |
1,771.9 |
1,771.9 |
1,771.9 |
1,777.7 |
S1 |
1,748.9 |
1,748.9 |
1,776.8 |
1,760.4 |
S2 |
1,715.7 |
1,715.7 |
1,771.7 |
|
S3 |
1,659.5 |
1,692.7 |
1,766.5 |
|
S4 |
1,603.3 |
1,636.5 |
1,751.1 |
|
|
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 |
1,725.1 |
69.9 |
3.9% |
18.5 |
1.0% |
81% |
False |
False |
2,258 |
10 |
1,795.0 |
1,714.5 |
80.5 |
4.5% |
17.3 |
1.0% |
84% |
False |
False |
2,177 |
20 |
1,795.0 |
1,714.5 |
80.5 |
4.5% |
19.5 |
1.1% |
84% |
False |
False |
1,768 |
40 |
1,795.0 |
1,537.0 |
258.0 |
14.5% |
19.9 |
1.1% |
95% |
False |
False |
1,499 |
60 |
1,795.0 |
1,537.0 |
258.0 |
14.5% |
20.9 |
1.2% |
95% |
False |
False |
1,184 |
80 |
1,807.2 |
1,537.0 |
270.2 |
15.2% |
20.4 |
1.1% |
91% |
False |
False |
1,019 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,816.7 |
2.618 |
1,805.5 |
1.618 |
1,798.6 |
1.000 |
1,794.3 |
0.618 |
1,791.7 |
HIGH |
1,787.4 |
0.618 |
1,784.8 |
0.500 |
1,784.0 |
0.382 |
1,783.1 |
LOW |
1,780.5 |
0.618 |
1,776.2 |
1.000 |
1,773.6 |
1.618 |
1,769.3 |
2.618 |
1,762.4 |
4.250 |
1,751.2 |
|
|
Fisher Pivots for day following 24-Feb-2012 |
Pivot |
1 day |
3 day |
R1 |
1,784.0 |
1,780.0 |
PP |
1,783.3 |
1,778.0 |
S1 |
1,782.7 |
1,776.0 |
|