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 |
135.97 |
136.93 |
0.96 |
0.7% |
136.73 |
High |
136.73 |
137.20 |
0.47 |
0.3% |
137.20 |
Low |
135.50 |
136.63 |
1.13 |
0.8% |
135.50 |
Close |
136.63 |
136.93 |
0.30 |
0.2% |
136.93 |
Range |
1.23 |
0.57 |
-0.66 |
-53.7% |
1.70 |
ATR |
1.30 |
1.24 |
-0.05 |
-4.0% |
0.00 |
Volume |
137,608,922 |
105,498,023 |
-32,110,899 |
-23.3% |
501,173,328 |
|
Daily Pivots for day following 24-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
138.63 |
138.35 |
137.24 |
|
R3 |
138.06 |
137.78 |
137.09 |
|
R2 |
137.49 |
137.49 |
137.03 |
|
R1 |
137.21 |
137.21 |
136.98 |
137.22 |
PP |
136.92 |
136.92 |
136.92 |
136.92 |
S1 |
136.64 |
136.64 |
136.88 |
136.65 |
S2 |
136.35 |
136.35 |
136.83 |
|
S3 |
135.78 |
136.07 |
136.77 |
|
S4 |
135.21 |
135.50 |
136.62 |
|
|
Weekly Pivots for week ending 24-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
141.64 |
140.99 |
137.87 |
|
R3 |
139.94 |
139.29 |
137.40 |
|
R2 |
138.24 |
138.24 |
137.24 |
|
R1 |
137.59 |
137.59 |
137.09 |
137.92 |
PP |
136.54 |
136.54 |
136.54 |
136.71 |
S1 |
135.89 |
135.89 |
136.77 |
136.22 |
S2 |
134.84 |
134.84 |
136.62 |
|
S3 |
133.14 |
134.19 |
136.46 |
|
S4 |
131.44 |
132.49 |
136.00 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
137.20 |
135.50 |
1.70 |
1.2% |
0.85 |
0.6% |
84% |
True |
False |
126,187,959 |
10 |
137.20 |
133.84 |
3.36 |
2.5% |
1.00 |
0.7% |
92% |
True |
False |
146,136,071 |
20 |
137.20 |
130.06 |
7.14 |
5.2% |
1.02 |
0.7% |
96% |
True |
False |
143,511,623 |
40 |
137.20 |
124.73 |
12.47 |
9.1% |
1.14 |
0.8% |
98% |
True |
False |
141,220,459 |
60 |
137.20 |
119.61 |
17.59 |
12.8% |
1.41 |
1.0% |
98% |
True |
False |
161,265,131 |
80 |
137.20 |
116.20 |
21.00 |
15.3% |
1.59 |
1.2% |
99% |
True |
False |
179,797,063 |
100 |
137.20 |
107.43 |
29.77 |
21.7% |
1.78 |
1.3% |
99% |
True |
False |
198,695,850 |
120 |
137.20 |
107.43 |
29.77 |
21.7% |
1.95 |
1.4% |
99% |
True |
False |
214,992,118 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
139.62 |
2.618 |
138.69 |
1.618 |
138.12 |
1.000 |
137.77 |
0.618 |
137.55 |
HIGH |
137.20 |
0.618 |
136.98 |
0.500 |
136.92 |
0.382 |
136.85 |
LOW |
136.63 |
0.618 |
136.28 |
1.000 |
136.06 |
1.618 |
135.71 |
2.618 |
135.14 |
4.250 |
134.21 |
|
|
Fisher Pivots for day following 24-Feb-2012 |
Pivot |
1 day |
3 day |
R1 |
136.93 |
136.74 |
PP |
136.92 |
136.54 |
S1 |
136.92 |
136.35 |
|