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 |
4,965.0 |
5,010.0 |
45.0 |
0.9% |
5,014.0 |
High |
5,038.0 |
5,049.0 |
11.0 |
0.2% |
5,087.0 |
Low |
4,964.0 |
4,995.0 |
31.0 |
0.6% |
4,956.0 |
Close |
4,993.0 |
5,042.0 |
49.0 |
1.0% |
4,993.0 |
Range |
74.0 |
54.0 |
-20.0 |
-27.0% |
131.0 |
ATR |
45.1 |
45.9 |
0.8 |
1.7% |
0.0 |
Volume |
32,746 |
21,596 |
-11,150 |
-34.0% |
150,782 |
|
Daily Pivots for day following 25-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,190.7 |
5,170.3 |
5,071.7 |
|
R3 |
5,136.7 |
5,116.3 |
5,056.9 |
|
R2 |
5,082.7 |
5,082.7 |
5,051.9 |
|
R1 |
5,062.3 |
5,062.3 |
5,047.0 |
5,072.5 |
PP |
5,028.7 |
5,028.7 |
5,028.7 |
5,033.8 |
S1 |
5,008.3 |
5,008.3 |
5,037.1 |
5,018.5 |
S2 |
4,974.7 |
4,974.7 |
5,032.1 |
|
S3 |
4,920.7 |
4,954.3 |
5,027.2 |
|
S4 |
4,866.7 |
4,900.3 |
5,012.3 |
|
|
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% |
57.6 |
1.1% |
66% |
False |
False |
29,322 |
10 |
5,087.0 |
4,917.0 |
170.0 |
3.4% |
46.4 |
0.9% |
74% |
False |
False |
26,222 |
20 |
5,087.0 |
4,828.0 |
259.0 |
5.1% |
41.0 |
0.8% |
83% |
False |
False |
24,691 |
40 |
5,087.0 |
4,608.0 |
479.0 |
9.5% |
36.9 |
0.7% |
91% |
False |
False |
22,137 |
60 |
5,087.0 |
4,418.0 |
669.0 |
13.3% |
31.3 |
0.6% |
93% |
False |
False |
20,772 |
80 |
5,087.0 |
4,315.0 |
772.0 |
15.3% |
26.6 |
0.5% |
94% |
False |
False |
15,591 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,278.5 |
2.618 |
5,190.4 |
1.618 |
5,136.4 |
1.000 |
5,103.0 |
0.618 |
5,082.4 |
HIGH |
5,049.0 |
0.618 |
5,028.4 |
0.500 |
5,022.0 |
0.382 |
5,015.6 |
LOW |
4,995.0 |
0.618 |
4,961.6 |
1.000 |
4,941.0 |
1.618 |
4,907.6 |
2.618 |
4,853.6 |
4.250 |
4,765.5 |
|
|
Fisher Pivots for day following 25-Feb-2013 |
Pivot |
1 day |
3 day |
R1 |
5,035.3 |
5,030.2 |
PP |
5,028.7 |
5,018.3 |
S1 |
5,022.0 |
5,006.5 |
|