Trading Metrics calculated at close of trading on 28-Feb-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Feb-2013 |
28-Feb-2013 |
Change |
Change % |
Previous Week |
Open |
5,002.0 |
5,058.0 |
56.0 |
1.1% |
5,014.0 |
High |
5,027.0 |
5,097.0 |
70.0 |
1.4% |
5,087.0 |
Low |
5,002.0 |
5,051.0 |
49.0 |
1.0% |
4,956.0 |
Close |
5,020.0 |
5,085.0 |
65.0 |
1.3% |
4,993.0 |
Range |
25.0 |
46.0 |
21.0 |
84.0% |
131.0 |
ATR |
48.5 |
50.5 |
2.0 |
4.2% |
0.0 |
Volume |
19,441 |
32,130 |
12,689 |
65.3% |
150,782 |
|
Daily Pivots for day following 28-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,215.7 |
5,196.3 |
5,110.3 |
|
R3 |
5,169.7 |
5,150.3 |
5,097.7 |
|
R2 |
5,123.7 |
5,123.7 |
5,093.4 |
|
R1 |
5,104.3 |
5,104.3 |
5,089.2 |
5,114.0 |
PP |
5,077.7 |
5,077.7 |
5,077.7 |
5,082.5 |
S1 |
5,058.3 |
5,058.3 |
5,080.8 |
5,068.0 |
S2 |
5,031.7 |
5,031.7 |
5,076.6 |
|
S3 |
4,985.7 |
5,012.3 |
5,072.4 |
|
S4 |
4,939.7 |
4,966.3 |
5,059.7 |
|
|
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 |
5,097.0 |
4,960.0 |
137.0 |
2.7% |
51.6 |
1.0% |
91% |
True |
False |
27,312 |
10 |
5,097.0 |
4,956.0 |
141.0 |
2.8% |
47.9 |
0.9% |
91% |
True |
False |
27,509 |
20 |
5,097.0 |
4,828.0 |
269.0 |
5.3% |
42.3 |
0.8% |
96% |
True |
False |
24,817 |
40 |
5,097.0 |
4,659.0 |
438.0 |
8.6% |
37.0 |
0.7% |
97% |
True |
False |
23,162 |
60 |
5,097.0 |
4,480.0 |
617.0 |
12.1% |
33.2 |
0.7% |
98% |
True |
False |
22,138 |
80 |
5,097.0 |
4,315.0 |
782.0 |
15.4% |
27.5 |
0.5% |
98% |
True |
False |
16,617 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,292.5 |
2.618 |
5,217.4 |
1.618 |
5,171.4 |
1.000 |
5,143.0 |
0.618 |
5,125.4 |
HIGH |
5,097.0 |
0.618 |
5,079.4 |
0.500 |
5,074.0 |
0.382 |
5,068.6 |
LOW |
5,051.0 |
0.618 |
5,022.6 |
1.000 |
5,005.0 |
1.618 |
4,976.6 |
2.618 |
4,930.6 |
4.250 |
4,855.5 |
|
|
Fisher Pivots for day following 28-Feb-2013 |
Pivot |
1 day |
3 day |
R1 |
5,081.3 |
5,066.2 |
PP |
5,077.7 |
5,047.3 |
S1 |
5,074.0 |
5,028.5 |
|