Trading Metrics calculated at close of trading on 25-Feb-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Feb-2013 |
25-Feb-2013 |
Change |
Change % |
Previous Week |
Open |
1,580.0 |
1,579.4 |
-0.6 |
0.0% |
1,610.0 |
High |
1,585.4 |
1,596.0 |
10.6 |
0.7% |
1,617.0 |
Low |
1,572.3 |
1,577.7 |
5.4 |
0.3% |
1,554.5 |
Close |
1,572.4 |
1,586.2 |
13.8 |
0.9% |
1,572.4 |
Range |
13.1 |
18.3 |
5.2 |
39.7% |
62.5 |
ATR |
19.8 |
20.1 |
0.3 |
1.4% |
0.0 |
Volume |
76 |
118 |
42 |
55.3% |
2,645 |
|
Daily Pivots for day following 25-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,641.5 |
1,632.2 |
1,596.3 |
|
R3 |
1,623.2 |
1,613.9 |
1,591.2 |
|
R2 |
1,604.9 |
1,604.9 |
1,589.6 |
|
R1 |
1,595.6 |
1,595.6 |
1,587.9 |
1,600.3 |
PP |
1,586.6 |
1,586.6 |
1,586.6 |
1,589.0 |
S1 |
1,577.3 |
1,577.3 |
1,584.5 |
1,582.0 |
S2 |
1,568.3 |
1,568.3 |
1,582.8 |
|
S3 |
1,550.0 |
1,559.0 |
1,581.2 |
|
S4 |
1,531.7 |
1,540.7 |
1,576.1 |
|
|
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 |
1,617.0 |
1,554.5 |
62.5 |
3.9% |
24.1 |
1.5% |
51% |
False |
False |
552 |
10 |
1,668.0 |
1,554.5 |
113.5 |
7.2% |
21.4 |
1.3% |
28% |
False |
False |
463 |
20 |
1,683.4 |
1,554.5 |
128.9 |
8.1% |
18.5 |
1.2% |
25% |
False |
False |
19,550 |
40 |
1,697.8 |
1,554.5 |
143.3 |
9.0% |
19.1 |
1.2% |
22% |
False |
False |
82,815 |
60 |
1,745.5 |
1,554.5 |
191.0 |
12.0% |
19.5 |
1.2% |
17% |
False |
False |
98,801 |
80 |
1,757.1 |
1,554.5 |
202.6 |
12.8% |
19.1 |
1.2% |
16% |
False |
False |
79,020 |
100 |
1,800.0 |
1,554.5 |
245.5 |
15.5% |
18.5 |
1.2% |
13% |
False |
False |
64,242 |
120 |
1,800.0 |
1,554.5 |
245.5 |
15.5% |
19.0 |
1.2% |
13% |
False |
False |
54,054 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,673.8 |
2.618 |
1,643.9 |
1.618 |
1,625.6 |
1.000 |
1,614.3 |
0.618 |
1,607.3 |
HIGH |
1,596.0 |
0.618 |
1,589.0 |
0.500 |
1,586.9 |
0.382 |
1,584.7 |
LOW |
1,577.7 |
0.618 |
1,566.4 |
1.000 |
1,559.4 |
1.618 |
1,548.1 |
2.618 |
1,529.8 |
4.250 |
1,499.9 |
|
|
Fisher Pivots for day following 25-Feb-2013 |
Pivot |
1 day |
3 day |
R1 |
1,586.9 |
1,582.6 |
PP |
1,586.6 |
1,578.9 |
S1 |
1,586.4 |
1,575.3 |
|