Trading Metrics calculated at close of trading on 20-Feb-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Feb-2013 |
20-Feb-2013 |
Change |
Change % |
Previous Week |
Open |
1,610.0 |
1,604.7 |
-5.3 |
-0.3% |
1,666.5 |
High |
1,617.0 |
1,606.9 |
-10.1 |
-0.6% |
1,668.0 |
Low |
1,599.7 |
1,561.8 |
-37.9 |
-2.4% |
1,599.5 |
Close |
1,603.6 |
1,577.6 |
-26.0 |
-1.6% |
1,608.8 |
Range |
17.3 |
45.1 |
27.8 |
160.7% |
68.5 |
ATR |
17.9 |
19.8 |
1.9 |
10.9% |
0.0 |
Volume |
272 |
278 |
6 |
2.2% |
1,868 |
|
Daily Pivots for day following 20-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,717.4 |
1,692.6 |
1,602.4 |
|
R3 |
1,672.3 |
1,647.5 |
1,590.0 |
|
R2 |
1,627.2 |
1,627.2 |
1,585.9 |
|
R1 |
1,602.4 |
1,602.4 |
1,581.7 |
1,592.3 |
PP |
1,582.1 |
1,582.1 |
1,582.1 |
1,577.0 |
S1 |
1,557.3 |
1,557.3 |
1,573.5 |
1,547.2 |
S2 |
1,537.0 |
1,537.0 |
1,569.3 |
|
S3 |
1,491.9 |
1,512.2 |
1,565.2 |
|
S4 |
1,446.8 |
1,467.1 |
1,552.8 |
|
|
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 |
1,561.8 |
90.5 |
5.7% |
24.6 |
1.6% |
17% |
False |
True |
293 |
10 |
1,682.1 |
1,561.8 |
120.3 |
7.6% |
19.3 |
1.2% |
13% |
False |
True |
355 |
20 |
1,694.8 |
1,561.8 |
133.0 |
8.4% |
18.1 |
1.1% |
12% |
False |
True |
43,614 |
40 |
1,697.8 |
1,561.8 |
136.0 |
8.6% |
19.0 |
1.2% |
12% |
False |
True |
88,580 |
60 |
1,757.1 |
1,561.8 |
195.3 |
12.4% |
19.3 |
1.2% |
8% |
False |
True |
101,244 |
80 |
1,757.1 |
1,561.8 |
195.3 |
12.4% |
18.9 |
1.2% |
8% |
False |
True |
79,462 |
100 |
1,800.0 |
1,561.8 |
238.2 |
15.1% |
18.7 |
1.2% |
7% |
False |
True |
64,306 |
120 |
1,800.0 |
1,561.8 |
238.2 |
15.1% |
19.1 |
1.2% |
7% |
False |
True |
54,059 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,798.6 |
2.618 |
1,725.0 |
1.618 |
1,679.9 |
1.000 |
1,652.0 |
0.618 |
1,634.8 |
HIGH |
1,606.9 |
0.618 |
1,589.7 |
0.500 |
1,584.4 |
0.382 |
1,579.0 |
LOW |
1,561.8 |
0.618 |
1,533.9 |
1.000 |
1,516.7 |
1.618 |
1,488.8 |
2.618 |
1,443.7 |
4.250 |
1,370.1 |
|
|
Fisher Pivots for day following 20-Feb-2013 |
Pivot |
1 day |
3 day |
R1 |
1,584.4 |
1,597.9 |
PP |
1,582.1 |
1,591.1 |
S1 |
1,579.9 |
1,584.4 |
|