Trading Metrics calculated at close of trading on 29-Feb-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Feb-2012 |
29-Feb-2012 |
Change |
Change % |
Previous Week |
Open |
1,774.3 |
1,792.1 |
17.8 |
1.0% |
1,739.7 |
High |
1,794.5 |
1,797.7 |
3.2 |
0.2% |
1,795.0 |
Low |
1,774.3 |
1,695.8 |
-78.5 |
-4.4% |
1,738.8 |
Close |
1,793.9 |
1,716.6 |
-77.3 |
-4.3% |
1,782.0 |
Range |
20.2 |
101.9 |
81.7 |
404.5% |
56.2 |
ATR |
21.5 |
27.3 |
5.7 |
26.7% |
0.0 |
Volume |
3,092 |
1,569 |
-1,523 |
-49.3% |
8,842 |
|
Daily Pivots for day following 29-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,042.4 |
1,981.4 |
1,772.6 |
|
R3 |
1,940.5 |
1,879.5 |
1,744.6 |
|
R2 |
1,838.6 |
1,838.6 |
1,735.3 |
|
R1 |
1,777.6 |
1,777.6 |
1,725.9 |
1,757.2 |
PP |
1,736.7 |
1,736.7 |
1,736.7 |
1,726.5 |
S1 |
1,675.7 |
1,675.7 |
1,707.3 |
1,655.3 |
S2 |
1,634.8 |
1,634.8 |
1,697.9 |
|
S3 |
1,532.9 |
1,573.8 |
1,688.6 |
|
S4 |
1,431.0 |
1,471.9 |
1,660.6 |
|
|
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 |
1,797.7 |
1,695.8 |
101.9 |
5.9% |
31.7 |
1.8% |
20% |
True |
True |
2,279 |
10 |
1,797.7 |
1,695.8 |
101.9 |
5.9% |
26.4 |
1.5% |
20% |
True |
True |
2,441 |
20 |
1,797.7 |
1,695.8 |
101.9 |
5.9% |
24.0 |
1.4% |
20% |
True |
True |
2,006 |
40 |
1,797.7 |
1,600.8 |
196.9 |
11.5% |
21.6 |
1.3% |
59% |
True |
False |
1,692 |
60 |
1,797.7 |
1,537.0 |
260.7 |
15.2% |
22.2 |
1.3% |
69% |
True |
False |
1,281 |
80 |
1,807.2 |
1,537.0 |
270.2 |
15.7% |
21.8 |
1.3% |
66% |
False |
False |
1,121 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,230.8 |
2.618 |
2,064.5 |
1.618 |
1,962.6 |
1.000 |
1,899.6 |
0.618 |
1,860.7 |
HIGH |
1,797.7 |
0.618 |
1,758.8 |
0.500 |
1,746.8 |
0.382 |
1,734.7 |
LOW |
1,695.8 |
0.618 |
1,632.8 |
1.000 |
1,593.9 |
1.618 |
1,530.9 |
2.618 |
1,429.0 |
4.250 |
1,262.7 |
|
|
Fisher Pivots for day following 29-Feb-2012 |
Pivot |
1 day |
3 day |
R1 |
1,746.8 |
1,746.8 |
PP |
1,736.7 |
1,736.7 |
S1 |
1,726.7 |
1,726.7 |
|