Trading Metrics calculated at close of trading on 22-Feb-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Feb-2013 |
22-Feb-2013 |
Change |
Change % |
Previous Week |
Open |
1,568.5 |
1,580.0 |
11.5 |
0.7% |
1,610.0 |
High |
1,581.2 |
1,585.4 |
4.2 |
0.3% |
1,617.0 |
Low |
1,554.5 |
1,572.3 |
17.8 |
1.1% |
1,554.5 |
Close |
1,578.2 |
1,572.4 |
-5.8 |
-0.4% |
1,572.4 |
Range |
26.7 |
13.1 |
-13.6 |
-50.9% |
62.5 |
ATR |
20.3 |
19.8 |
-0.5 |
-2.5% |
0.0 |
Volume |
2,019 |
76 |
-1,943 |
-96.2% |
2,645 |
|
Daily Pivots for day following 22-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,616.0 |
1,607.3 |
1,579.6 |
|
R3 |
1,602.9 |
1,594.2 |
1,576.0 |
|
R2 |
1,589.8 |
1,589.8 |
1,574.8 |
|
R1 |
1,581.1 |
1,581.1 |
1,573.6 |
1,578.9 |
PP |
1,576.7 |
1,576.7 |
1,576.7 |
1,575.6 |
S1 |
1,568.0 |
1,568.0 |
1,571.2 |
1,565.8 |
S2 |
1,563.6 |
1,563.6 |
1,570.0 |
|
S3 |
1,550.5 |
1,554.9 |
1,568.8 |
|
S4 |
1,537.4 |
1,541.8 |
1,565.2 |
|
|
Weekly Pivots for week ending 22-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,768.8 |
1,733.1 |
1,606.8 |
|
R3 |
1,706.3 |
1,670.6 |
1,589.6 |
|
R2 |
1,643.8 |
1,643.8 |
1,583.9 |
|
R1 |
1,608.1 |
1,608.1 |
1,578.1 |
1,594.7 |
PP |
1,581.3 |
1,581.3 |
1,581.3 |
1,574.6 |
S1 |
1,545.6 |
1,545.6 |
1,566.7 |
1,532.2 |
S2 |
1,518.8 |
1,518.8 |
1,560.9 |
|
S3 |
1,456.3 |
1,483.1 |
1,555.2 |
|
S4 |
1,393.8 |
1,420.6 |
1,538.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,633.9 |
1,554.5 |
79.4 |
5.0% |
27.3 |
1.7% |
23% |
False |
False |
621 |
10 |
1,672.5 |
1,554.5 |
118.0 |
7.5% |
20.3 |
1.3% |
15% |
False |
False |
480 |
20 |
1,683.4 |
1,554.5 |
128.9 |
8.2% |
18.4 |
1.2% |
14% |
False |
False |
27,649 |
40 |
1,697.8 |
1,554.5 |
143.3 |
9.1% |
19.1 |
1.2% |
12% |
False |
False |
84,130 |
60 |
1,754.2 |
1,554.5 |
199.7 |
12.7% |
19.4 |
1.2% |
9% |
False |
False |
99,953 |
80 |
1,757.1 |
1,554.5 |
202.6 |
12.9% |
19.0 |
1.2% |
9% |
False |
False |
79,131 |
100 |
1,800.0 |
1,554.5 |
245.5 |
15.6% |
18.6 |
1.2% |
7% |
False |
False |
64,253 |
120 |
1,800.0 |
1,554.5 |
245.5 |
15.6% |
19.2 |
1.2% |
7% |
False |
False |
54,059 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,641.1 |
2.618 |
1,619.7 |
1.618 |
1,606.6 |
1.000 |
1,598.5 |
0.618 |
1,593.5 |
HIGH |
1,585.4 |
0.618 |
1,580.4 |
0.500 |
1,578.9 |
0.382 |
1,577.3 |
LOW |
1,572.3 |
0.618 |
1,564.2 |
1.000 |
1,559.2 |
1.618 |
1,551.1 |
2.618 |
1,538.0 |
4.250 |
1,516.6 |
|
|
Fisher Pivots for day following 22-Feb-2013 |
Pivot |
1 day |
3 day |
R1 |
1,578.9 |
1,580.7 |
PP |
1,576.7 |
1,577.9 |
S1 |
1,574.6 |
1,575.2 |
|