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 |
5,042.0 |
5,068.0 |
26.0 |
0.5% |
4,931.0 |
High |
5,064.0 |
5,087.0 |
23.0 |
0.5% |
5,005.0 |
Low |
5,027.0 |
5,065.0 |
38.0 |
0.8% |
4,915.0 |
Close |
5,060.0 |
5,073.0 |
13.0 |
0.3% |
4,995.0 |
Range |
37.0 |
22.0 |
-15.0 |
-40.5% |
90.0 |
ATR |
37.9 |
37.1 |
-0.8 |
-2.1% |
0.0 |
Volume |
20,130 |
27,845 |
7,715 |
38.3% |
107,800 |
|
Daily Pivots for day following 20-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,141.0 |
5,129.0 |
5,085.1 |
|
R3 |
5,119.0 |
5,107.0 |
5,079.1 |
|
R2 |
5,097.0 |
5,097.0 |
5,077.0 |
|
R1 |
5,085.0 |
5,085.0 |
5,075.0 |
5,091.0 |
PP |
5,075.0 |
5,075.0 |
5,075.0 |
5,078.0 |
S1 |
5,063.0 |
5,063.0 |
5,071.0 |
5,069.0 |
S2 |
5,053.0 |
5,053.0 |
5,069.0 |
|
S3 |
5,031.0 |
5,041.0 |
5,067.0 |
|
S4 |
5,009.0 |
5,019.0 |
5,060.9 |
|
|
Weekly Pivots for week ending 15-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,241.7 |
5,208.3 |
5,044.5 |
|
R3 |
5,151.7 |
5,118.3 |
5,019.8 |
|
R2 |
5,061.7 |
5,061.7 |
5,011.5 |
|
R1 |
5,028.3 |
5,028.3 |
5,003.3 |
5,045.0 |
PP |
4,971.7 |
4,971.7 |
4,971.7 |
4,980.0 |
S1 |
4,938.3 |
4,938.3 |
4,986.8 |
4,955.0 |
S2 |
4,881.7 |
4,881.7 |
4,978.5 |
|
S3 |
4,791.7 |
4,848.3 |
4,970.3 |
|
S4 |
4,701.7 |
4,758.3 |
4,945.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,087.0 |
4,952.0 |
135.0 |
2.7% |
34.6 |
0.7% |
90% |
True |
False |
24,003 |
10 |
5,087.0 |
4,866.0 |
221.0 |
4.4% |
34.6 |
0.7% |
94% |
True |
False |
22,175 |
20 |
5,087.0 |
4,745.0 |
342.0 |
6.7% |
33.3 |
0.7% |
96% |
True |
False |
22,636 |
40 |
5,087.0 |
4,589.0 |
498.0 |
9.8% |
33.9 |
0.7% |
97% |
True |
False |
20,731 |
60 |
5,087.0 |
4,390.0 |
697.0 |
13.7% |
27.8 |
0.5% |
98% |
True |
False |
19,129 |
80 |
5,087.0 |
4,315.0 |
772.0 |
15.2% |
23.8 |
0.5% |
98% |
True |
False |
14,358 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,180.5 |
2.618 |
5,144.6 |
1.618 |
5,122.6 |
1.000 |
5,109.0 |
0.618 |
5,100.6 |
HIGH |
5,087.0 |
0.618 |
5,078.6 |
0.500 |
5,076.0 |
0.382 |
5,073.4 |
LOW |
5,065.0 |
0.618 |
5,051.4 |
1.000 |
5,043.0 |
1.618 |
5,029.4 |
2.618 |
5,007.4 |
4.250 |
4,971.5 |
|
|
Fisher Pivots for day following 20-Feb-2013 |
Pivot |
1 day |
3 day |
R1 |
5,076.0 |
5,064.3 |
PP |
5,075.0 |
5,055.7 |
S1 |
5,074.0 |
5,047.0 |
|