Trading Metrics calculated at close of trading on 27-Feb-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Feb-2013 |
27-Feb-2013 |
Change |
Change % |
Previous Week |
Open |
4,985.0 |
5,002.0 |
17.0 |
0.3% |
5,014.0 |
High |
5,019.0 |
5,027.0 |
8.0 |
0.2% |
5,087.0 |
Low |
4,960.0 |
5,002.0 |
42.0 |
0.8% |
4,956.0 |
Close |
4,978.0 |
5,020.0 |
42.0 |
0.8% |
4,993.0 |
Range |
59.0 |
25.0 |
-34.0 |
-57.6% |
131.0 |
ATR |
48.4 |
48.5 |
0.0 |
0.1% |
0.0 |
Volume |
30,651 |
19,441 |
-11,210 |
-36.6% |
150,782 |
|
Daily Pivots for day following 27-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,091.3 |
5,080.7 |
5,033.8 |
|
R3 |
5,066.3 |
5,055.7 |
5,026.9 |
|
R2 |
5,041.3 |
5,041.3 |
5,024.6 |
|
R1 |
5,030.7 |
5,030.7 |
5,022.3 |
5,036.0 |
PP |
5,016.3 |
5,016.3 |
5,016.3 |
5,019.0 |
S1 |
5,005.7 |
5,005.7 |
5,017.7 |
5,011.0 |
S2 |
4,991.3 |
4,991.3 |
5,015.4 |
|
S3 |
4,966.3 |
4,980.7 |
5,013.1 |
|
S4 |
4,941.3 |
4,955.7 |
5,006.3 |
|
|
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 |
5,057.0 |
4,956.0 |
101.0 |
2.0% |
62.6 |
1.2% |
63% |
False |
False |
29,745 |
10 |
5,087.0 |
4,952.0 |
135.0 |
2.7% |
48.6 |
1.0% |
50% |
False |
False |
26,874 |
20 |
5,087.0 |
4,828.0 |
259.0 |
5.2% |
42.3 |
0.8% |
74% |
False |
False |
24,792 |
40 |
5,087.0 |
4,635.0 |
452.0 |
9.0% |
37.2 |
0.7% |
85% |
False |
False |
22,787 |
60 |
5,087.0 |
4,480.0 |
607.0 |
12.1% |
32.4 |
0.6% |
89% |
False |
False |
21,602 |
80 |
5,087.0 |
4,315.0 |
772.0 |
15.4% |
27.2 |
0.5% |
91% |
False |
False |
16,215 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,133.3 |
2.618 |
5,092.5 |
1.618 |
5,067.5 |
1.000 |
5,052.0 |
0.618 |
5,042.5 |
HIGH |
5,027.0 |
0.618 |
5,017.5 |
0.500 |
5,014.5 |
0.382 |
5,011.6 |
LOW |
5,002.0 |
0.618 |
4,986.6 |
1.000 |
4,977.0 |
1.618 |
4,961.6 |
2.618 |
4,936.6 |
4.250 |
4,895.8 |
|
|
Fisher Pivots for day following 27-Feb-2013 |
Pivot |
1 day |
3 day |
R1 |
5,018.2 |
5,014.8 |
PP |
5,016.3 |
5,009.7 |
S1 |
5,014.5 |
5,004.5 |
|