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 |
5,057.0 |
4,965.0 |
-92.0 |
-1.8% |
5,014.0 |
High |
5,057.0 |
5,038.0 |
-19.0 |
-0.4% |
5,087.0 |
Low |
4,956.0 |
4,964.0 |
8.0 |
0.2% |
4,956.0 |
Close |
4,967.0 |
4,993.0 |
26.0 |
0.5% |
4,993.0 |
Range |
101.0 |
74.0 |
-27.0 |
-26.7% |
131.0 |
ATR |
42.8 |
45.1 |
2.2 |
5.2% |
0.0 |
Volume |
44,293 |
32,746 |
-11,547 |
-26.1% |
150,782 |
|
Daily Pivots for day following 22-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,220.3 |
5,180.7 |
5,033.7 |
|
R3 |
5,146.3 |
5,106.7 |
5,013.4 |
|
R2 |
5,072.3 |
5,072.3 |
5,006.6 |
|
R1 |
5,032.7 |
5,032.7 |
4,999.8 |
5,052.5 |
PP |
4,998.3 |
4,998.3 |
4,998.3 |
5,008.3 |
S1 |
4,958.7 |
4,958.7 |
4,986.2 |
4,978.5 |
S2 |
4,924.3 |
4,924.3 |
4,979.4 |
|
S3 |
4,850.3 |
4,884.7 |
4,972.7 |
|
S4 |
4,776.3 |
4,810.7 |
4,952.3 |
|
|
Weekly Pivots for week ending 22-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,405.0 |
5,330.0 |
5,065.1 |
|
R3 |
5,274.0 |
5,199.0 |
5,029.0 |
|
R2 |
5,143.0 |
5,143.0 |
5,017.0 |
|
R1 |
5,068.0 |
5,068.0 |
5,005.0 |
5,040.0 |
PP |
5,012.0 |
5,012.0 |
5,012.0 |
4,998.0 |
S1 |
4,937.0 |
4,937.0 |
4,981.0 |
4,909.0 |
S2 |
4,881.0 |
4,881.0 |
4,969.0 |
|
S3 |
4,750.0 |
4,806.0 |
4,957.0 |
|
S4 |
4,619.0 |
4,675.0 |
4,921.0 |
|
|
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 |
4,956.0 |
131.0 |
2.6% |
54.4 |
1.1% |
28% |
False |
False |
30,156 |
10 |
5,087.0 |
4,915.0 |
172.0 |
3.4% |
43.4 |
0.9% |
45% |
False |
False |
25,858 |
20 |
5,087.0 |
4,786.0 |
301.0 |
6.0% |
39.3 |
0.8% |
69% |
False |
False |
24,440 |
40 |
5,087.0 |
4,593.0 |
494.0 |
9.9% |
36.6 |
0.7% |
81% |
False |
False |
21,838 |
60 |
5,087.0 |
4,418.0 |
669.0 |
13.4% |
30.8 |
0.6% |
86% |
False |
False |
20,413 |
80 |
5,087.0 |
4,315.0 |
772.0 |
15.5% |
25.9 |
0.5% |
88% |
False |
False |
15,321 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,352.5 |
2.618 |
5,231.7 |
1.618 |
5,157.7 |
1.000 |
5,112.0 |
0.618 |
5,083.7 |
HIGH |
5,038.0 |
0.618 |
5,009.7 |
0.500 |
5,001.0 |
0.382 |
4,992.3 |
LOW |
4,964.0 |
0.618 |
4,918.3 |
1.000 |
4,890.0 |
1.618 |
4,844.3 |
2.618 |
4,770.3 |
4.250 |
4,649.5 |
|
|
Fisher Pivots for day following 22-Feb-2013 |
Pivot |
1 day |
3 day |
R1 |
5,001.0 |
5,021.5 |
PP |
4,998.3 |
5,012.0 |
S1 |
4,995.7 |
5,002.5 |
|