Trading Metrics calculated at close of trading on 13-Feb-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Feb-2012 |
13-Feb-2012 |
Change |
Change % |
Previous Week |
Open |
12,889.55 |
12,799.11 |
-90.44 |
-0.7% |
12,860.72 |
High |
12,889.63 |
12,887.93 |
-1.70 |
0.0% |
12,924.71 |
Low |
12,743.56 |
12,799.11 |
55.55 |
0.4% |
12,743.56 |
Close |
12,801.23 |
12,874.04 |
72.81 |
0.6% |
12,801.23 |
Range |
146.07 |
88.82 |
-57.25 |
-39.2% |
181.15 |
ATR |
123.39 |
120.92 |
-2.47 |
-2.0% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 13-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,120.15 |
13,085.92 |
12,922.89 |
|
R3 |
13,031.33 |
12,997.10 |
12,898.47 |
|
R2 |
12,942.51 |
12,942.51 |
12,890.32 |
|
R1 |
12,908.28 |
12,908.28 |
12,882.18 |
12,925.40 |
PP |
12,853.69 |
12,853.69 |
12,853.69 |
12,862.25 |
S1 |
12,819.46 |
12,819.46 |
12,865.90 |
12,836.58 |
S2 |
12,764.87 |
12,764.87 |
12,857.76 |
|
S3 |
12,676.05 |
12,730.64 |
12,849.61 |
|
S4 |
12,587.23 |
12,641.82 |
12,825.19 |
|
|
Weekly Pivots for week ending 10-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,366.62 |
13,265.07 |
12,900.86 |
|
R3 |
13,185.47 |
13,083.92 |
12,851.05 |
|
R2 |
13,004.32 |
13,004.32 |
12,834.44 |
|
R1 |
12,902.77 |
12,902.77 |
12,817.84 |
12,862.97 |
PP |
12,823.17 |
12,823.17 |
12,823.17 |
12,803.27 |
S1 |
12,721.62 |
12,721.62 |
12,784.62 |
12,681.82 |
S2 |
12,642.02 |
12,642.02 |
12,768.02 |
|
S3 |
12,460.87 |
12,540.47 |
12,751.41 |
|
S4 |
12,279.72 |
12,359.32 |
12,701.60 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
12,924.71 |
12,743.56 |
181.15 |
1.4% |
102.06 |
0.8% |
72% |
False |
False |
|
10 |
12,924.71 |
12,567.33 |
357.38 |
2.8% |
111.31 |
0.9% |
86% |
False |
False |
|
20 |
12,924.71 |
12,423.12 |
501.59 |
3.9% |
116.32 |
0.9% |
90% |
False |
False |
|
40 |
12,924.71 |
11,735.19 |
1,189.52 |
9.2% |
125.44 |
1.0% |
96% |
False |
False |
|
60 |
12,924.71 |
11,231.56 |
1,693.15 |
13.2% |
153.31 |
1.2% |
97% |
False |
False |
|
80 |
12,924.71 |
11,231.56 |
1,693.15 |
13.2% |
171.30 |
1.3% |
97% |
False |
False |
|
100 |
12,924.71 |
10,404.49 |
2,520.22 |
19.6% |
191.71 |
1.5% |
98% |
False |
False |
|
120 |
12,924.71 |
10,404.49 |
2,520.22 |
19.6% |
201.80 |
1.6% |
98% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,265.42 |
2.618 |
13,120.46 |
1.618 |
13,031.64 |
1.000 |
12,976.75 |
0.618 |
12,942.82 |
HIGH |
12,887.93 |
0.618 |
12,854.00 |
0.500 |
12,843.52 |
0.382 |
12,833.04 |
LOW |
12,799.11 |
0.618 |
12,744.22 |
1.000 |
12,710.29 |
1.618 |
12,655.40 |
2.618 |
12,566.58 |
4.250 |
12,421.63 |
|
|
Fisher Pivots for day following 13-Feb-2012 |
Pivot |
1 day |
3 day |
R1 |
12,863.87 |
12,860.74 |
PP |
12,853.69 |
12,847.44 |
S1 |
12,843.52 |
12,834.14 |
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