Trading Metrics calculated at close of trading on 21-Feb-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Feb-2013 |
21-Feb-2013 |
Change |
Change % |
Previous Week |
Open |
1,604.7 |
1,568.5 |
-36.2 |
-2.3% |
1,666.5 |
High |
1,606.9 |
1,581.2 |
-25.7 |
-1.6% |
1,668.0 |
Low |
1,561.8 |
1,554.5 |
-7.3 |
-0.5% |
1,599.5 |
Close |
1,577.6 |
1,578.2 |
0.6 |
0.0% |
1,608.8 |
Range |
45.1 |
26.7 |
-18.4 |
-40.8% |
68.5 |
ATR |
19.8 |
20.3 |
0.5 |
2.5% |
0.0 |
Volume |
278 |
2,019 |
1,741 |
626.3% |
1,868 |
|
Daily Pivots for day following 21-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,651.4 |
1,641.5 |
1,592.9 |
|
R3 |
1,624.7 |
1,614.8 |
1,585.5 |
|
R2 |
1,598.0 |
1,598.0 |
1,583.1 |
|
R1 |
1,588.1 |
1,588.1 |
1,580.6 |
1,593.1 |
PP |
1,571.3 |
1,571.3 |
1,571.3 |
1,573.8 |
S1 |
1,561.4 |
1,561.4 |
1,575.8 |
1,566.4 |
S2 |
1,544.6 |
1,544.6 |
1,573.3 |
|
S3 |
1,517.9 |
1,534.7 |
1,570.9 |
|
S4 |
1,491.2 |
1,508.0 |
1,563.5 |
|
|
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 |
1,646.9 |
1,554.5 |
92.4 |
5.9% |
27.5 |
1.7% |
26% |
False |
True |
649 |
10 |
1,682.1 |
1,554.5 |
127.6 |
8.1% |
20.9 |
1.3% |
19% |
False |
True |
520 |
20 |
1,685.8 |
1,554.5 |
131.3 |
8.3% |
18.8 |
1.2% |
18% |
False |
True |
36,643 |
40 |
1,697.8 |
1,554.5 |
143.3 |
9.1% |
19.1 |
1.2% |
17% |
False |
True |
85,228 |
60 |
1,754.7 |
1,554.5 |
200.2 |
12.7% |
19.3 |
1.2% |
12% |
False |
True |
100,719 |
80 |
1,757.1 |
1,554.5 |
202.6 |
12.8% |
19.1 |
1.2% |
12% |
False |
True |
79,451 |
100 |
1,800.0 |
1,554.5 |
245.5 |
15.6% |
18.7 |
1.2% |
10% |
False |
True |
64,281 |
120 |
1,800.0 |
1,554.5 |
245.5 |
15.6% |
19.2 |
1.2% |
10% |
False |
True |
54,066 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,694.7 |
2.618 |
1,651.1 |
1.618 |
1,624.4 |
1.000 |
1,607.9 |
0.618 |
1,597.7 |
HIGH |
1,581.2 |
0.618 |
1,571.0 |
0.500 |
1,567.9 |
0.382 |
1,564.7 |
LOW |
1,554.5 |
0.618 |
1,538.0 |
1.000 |
1,527.8 |
1.618 |
1,511.3 |
2.618 |
1,484.6 |
4.250 |
1,441.0 |
|
|
Fisher Pivots for day following 21-Feb-2013 |
Pivot |
1 day |
3 day |
R1 |
1,574.8 |
1,585.8 |
PP |
1,571.3 |
1,583.2 |
S1 |
1,567.9 |
1,580.7 |
|