Trading Metrics calculated at close of trading on 27-Feb-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Feb-2013 |
27-Feb-2013 |
Change |
Change % |
Previous Week |
Open |
13,784.17 |
13,900.13 |
115.96 |
0.8% |
13,981.76 |
High |
13,918.44 |
14,104.86 |
186.42 |
1.3% |
14,058.27 |
Low |
13,784.17 |
13,880.19 |
96.02 |
0.7% |
13,834.40 |
Close |
13,900.13 |
14,075.37 |
175.24 |
1.3% |
14,000.57 |
Range |
134.27 |
224.67 |
90.40 |
67.3% |
223.87 |
ATR |
113.52 |
121.45 |
7.94 |
7.0% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 27-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,694.15 |
14,609.43 |
14,198.94 |
|
R3 |
14,469.48 |
14,384.76 |
14,137.15 |
|
R2 |
14,244.81 |
14,244.81 |
14,116.56 |
|
R1 |
14,160.09 |
14,160.09 |
14,095.96 |
14,202.45 |
PP |
14,020.14 |
14,020.14 |
14,020.14 |
14,041.32 |
S1 |
13,935.42 |
13,935.42 |
14,054.78 |
13,977.78 |
S2 |
13,795.47 |
13,795.47 |
14,034.18 |
|
S3 |
13,570.80 |
13,710.75 |
14,013.59 |
|
S4 |
13,346.13 |
13,486.08 |
13,951.80 |
|
|
Weekly Pivots for week ending 22-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,636.02 |
14,542.17 |
14,123.70 |
|
R3 |
14,412.15 |
14,318.30 |
14,062.13 |
|
R2 |
14,188.28 |
14,188.28 |
14,041.61 |
|
R1 |
14,094.43 |
14,094.43 |
14,021.09 |
14,141.36 |
PP |
13,964.41 |
13,964.41 |
13,964.41 |
13,987.88 |
S1 |
13,870.56 |
13,870.56 |
13,980.05 |
13,917.49 |
S2 |
13,740.54 |
13,740.54 |
13,959.53 |
|
S3 |
13,516.67 |
13,646.69 |
13,939.01 |
|
S4 |
13,292.80 |
13,422.82 |
13,877.44 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
14,104.86 |
13,784.01 |
320.85 |
2.3% |
174.04 |
1.2% |
91% |
True |
False |
|
10 |
14,104.86 |
13,784.01 |
320.85 |
2.3% |
132.33 |
0.9% |
91% |
True |
False |
|
20 |
14,104.86 |
13,784.01 |
320.85 |
2.3% |
116.21 |
0.8% |
91% |
True |
False |
|
40 |
14,104.86 |
12,883.89 |
1,220.97 |
8.7% |
108.36 |
0.8% |
98% |
True |
False |
|
60 |
14,104.86 |
12,883.89 |
1,220.97 |
8.7% |
109.22 |
0.8% |
98% |
True |
False |
|
80 |
14,104.86 |
12,471.49 |
1,633.37 |
11.6% |
121.30 |
0.9% |
98% |
True |
False |
|
100 |
14,104.86 |
12,471.49 |
1,633.37 |
11.6% |
120.38 |
0.9% |
98% |
True |
False |
|
120 |
14,104.86 |
12,471.49 |
1,633.37 |
11.6% |
118.64 |
0.8% |
98% |
True |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
15,059.71 |
2.618 |
14,693.05 |
1.618 |
14,468.38 |
1.000 |
14,329.53 |
0.618 |
14,243.71 |
HIGH |
14,104.86 |
0.618 |
14,019.04 |
0.500 |
13,992.53 |
0.382 |
13,966.01 |
LOW |
13,880.19 |
0.618 |
13,741.34 |
1.000 |
13,655.52 |
1.618 |
13,516.67 |
2.618 |
13,292.00 |
4.250 |
12,925.34 |
|
|
Fisher Pivots for day following 27-Feb-2013 |
Pivot |
1 day |
3 day |
R1 |
14,047.76 |
14,031.73 |
PP |
14,020.14 |
13,988.08 |
S1 |
13,992.53 |
13,944.44 |
|