Trading Metrics calculated at close of trading on 28-Feb-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Feb-2012 |
28-Feb-2012 |
Change |
Change % |
Previous Week |
Open |
1,781.6 |
1,774.3 |
-7.3 |
-0.4% |
1,739.7 |
High |
1,784.1 |
1,794.5 |
10.4 |
0.6% |
1,795.0 |
Low |
1,769.0 |
1,774.3 |
5.3 |
0.3% |
1,738.8 |
Close |
1,780.4 |
1,793.9 |
13.5 |
0.8% |
1,782.0 |
Range |
15.1 |
20.2 |
5.1 |
33.8% |
56.2 |
ATR |
21.6 |
21.5 |
-0.1 |
-0.5% |
0.0 |
Volume |
3,925 |
3,092 |
-833 |
-21.2% |
8,842 |
|
Daily Pivots for day following 28-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,848.2 |
1,841.2 |
1,805.0 |
|
R3 |
1,828.0 |
1,821.0 |
1,799.5 |
|
R2 |
1,807.8 |
1,807.8 |
1,797.6 |
|
R1 |
1,800.8 |
1,800.8 |
1,795.8 |
1,804.3 |
PP |
1,787.6 |
1,787.6 |
1,787.6 |
1,789.3 |
S1 |
1,780.6 |
1,780.6 |
1,792.0 |
1,784.1 |
S2 |
1,767.4 |
1,767.4 |
1,790.2 |
|
S3 |
1,747.2 |
1,760.4 |
1,788.3 |
|
S4 |
1,727.0 |
1,740.2 |
1,782.8 |
|
|
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 |
1,757.0 |
38.0 |
2.1% |
17.3 |
1.0% |
97% |
False |
False |
2,602 |
10 |
1,795.0 |
1,714.5 |
80.5 |
4.5% |
17.4 |
1.0% |
99% |
False |
False |
2,452 |
20 |
1,795.0 |
1,714.5 |
80.5 |
4.5% |
19.6 |
1.1% |
99% |
False |
False |
1,977 |
40 |
1,795.0 |
1,563.0 |
232.0 |
12.9% |
19.5 |
1.1% |
100% |
False |
False |
1,666 |
60 |
1,795.0 |
1,537.0 |
258.0 |
14.4% |
20.8 |
1.2% |
100% |
False |
False |
1,263 |
80 |
1,807.2 |
1,537.0 |
270.2 |
15.1% |
20.8 |
1.2% |
95% |
False |
False |
1,104 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,880.4 |
2.618 |
1,847.4 |
1.618 |
1,827.2 |
1.000 |
1,814.7 |
0.618 |
1,807.0 |
HIGH |
1,794.5 |
0.618 |
1,786.8 |
0.500 |
1,784.4 |
0.382 |
1,782.0 |
LOW |
1,774.3 |
0.618 |
1,761.8 |
1.000 |
1,754.1 |
1.618 |
1,741.6 |
2.618 |
1,721.4 |
4.250 |
1,688.5 |
|
|
Fisher Pivots for day following 28-Feb-2012 |
Pivot |
1 day |
3 day |
R1 |
1,790.7 |
1,789.9 |
PP |
1,787.6 |
1,785.8 |
S1 |
1,784.4 |
1,781.8 |
|