Trading Metrics calculated at close of trading on 19-Feb-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Feb-2013 |
19-Feb-2013 |
Change |
Change % |
Previous Week |
Open |
1,633.2 |
1,610.0 |
-23.2 |
-1.4% |
1,666.5 |
High |
1,633.9 |
1,617.0 |
-16.9 |
-1.0% |
1,668.0 |
Low |
1,599.5 |
1,599.7 |
0.2 |
0.0% |
1,599.5 |
Close |
1,608.8 |
1,603.6 |
-5.2 |
-0.3% |
1,608.8 |
Range |
34.4 |
17.3 |
-17.1 |
-49.7% |
68.5 |
ATR |
17.9 |
17.9 |
0.0 |
-0.3% |
0.0 |
Volume |
460 |
272 |
-188 |
-40.9% |
1,868 |
|
Daily Pivots for day following 19-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,658.7 |
1,648.4 |
1,613.1 |
|
R3 |
1,641.4 |
1,631.1 |
1,608.4 |
|
R2 |
1,624.1 |
1,624.1 |
1,606.8 |
|
R1 |
1,613.8 |
1,613.8 |
1,605.2 |
1,610.3 |
PP |
1,606.8 |
1,606.8 |
1,606.8 |
1,605.0 |
S1 |
1,596.5 |
1,596.5 |
1,602.0 |
1,593.0 |
S2 |
1,589.5 |
1,589.5 |
1,600.4 |
|
S3 |
1,572.2 |
1,579.2 |
1,598.8 |
|
S4 |
1,554.9 |
1,561.9 |
1,594.1 |
|
|
Weekly Pivots for week ending 15-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,830.9 |
1,788.4 |
1,646.5 |
|
R3 |
1,762.4 |
1,719.9 |
1,627.6 |
|
R2 |
1,693.9 |
1,693.9 |
1,621.4 |
|
R1 |
1,651.4 |
1,651.4 |
1,615.1 |
1,638.4 |
PP |
1,625.4 |
1,625.4 |
1,625.4 |
1,619.0 |
S1 |
1,582.9 |
1,582.9 |
1,602.5 |
1,569.9 |
S2 |
1,556.9 |
1,556.9 |
1,596.2 |
|
S3 |
1,488.4 |
1,514.4 |
1,590.0 |
|
S4 |
1,419.9 |
1,445.9 |
1,571.1 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,652.3 |
1,599.5 |
52.8 |
3.3% |
17.2 |
1.1% |
8% |
False |
False |
254 |
10 |
1,683.4 |
1,599.5 |
83.9 |
5.2% |
16.4 |
1.0% |
5% |
False |
False |
363 |
20 |
1,695.9 |
1,599.5 |
96.4 |
6.0% |
16.4 |
1.0% |
4% |
False |
False |
51,857 |
40 |
1,697.8 |
1,599.5 |
98.3 |
6.1% |
18.8 |
1.2% |
4% |
False |
False |
93,323 |
60 |
1,757.1 |
1,599.5 |
157.6 |
9.8% |
18.7 |
1.2% |
3% |
False |
False |
101,563 |
80 |
1,757.1 |
1,599.5 |
157.6 |
9.8% |
18.6 |
1.2% |
3% |
False |
False |
79,531 |
100 |
1,800.0 |
1,599.5 |
200.5 |
12.5% |
18.5 |
1.2% |
2% |
False |
False |
64,320 |
120 |
1,800.0 |
1,599.5 |
200.5 |
12.5% |
18.8 |
1.2% |
2% |
False |
False |
54,063 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,690.5 |
2.618 |
1,662.3 |
1.618 |
1,645.0 |
1.000 |
1,634.3 |
0.618 |
1,627.7 |
HIGH |
1,617.0 |
0.618 |
1,610.4 |
0.500 |
1,608.4 |
0.382 |
1,606.3 |
LOW |
1,599.7 |
0.618 |
1,589.0 |
1.000 |
1,582.4 |
1.618 |
1,571.7 |
2.618 |
1,554.4 |
4.250 |
1,526.2 |
|
|
Fisher Pivots for day following 19-Feb-2013 |
Pivot |
1 day |
3 day |
R1 |
1,608.4 |
1,623.2 |
PP |
1,606.8 |
1,616.7 |
S1 |
1,605.2 |
1,610.1 |
|