Trading Metrics calculated at close of trading on 19-Feb-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Feb-2013 |
19-Feb-2013 |
Change |
Change % |
Previous Week |
Open |
7,631.0 |
7,620.0 |
-11.0 |
-0.1% |
7,654.0 |
High |
7,651.0 |
7,765.5 |
114.5 |
1.5% |
7,739.0 |
Low |
7,570.0 |
7,609.0 |
39.0 |
0.5% |
7,570.0 |
Close |
7,591.5 |
7,757.5 |
166.0 |
2.2% |
7,591.5 |
Range |
81.0 |
156.5 |
75.5 |
93.2% |
169.0 |
ATR |
90.9 |
96.8 |
5.9 |
6.5% |
0.0 |
Volume |
56,225 |
115,248 |
59,023 |
105.0% |
495,043 |
|
Daily Pivots for day following 19-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,180.2 |
8,125.3 |
7,843.6 |
|
R3 |
8,023.7 |
7,968.8 |
7,800.5 |
|
R2 |
7,867.2 |
7,867.2 |
7,786.2 |
|
R1 |
7,812.3 |
7,812.3 |
7,771.8 |
7,839.8 |
PP |
7,710.7 |
7,710.7 |
7,710.7 |
7,724.4 |
S1 |
7,655.8 |
7,655.8 |
7,743.2 |
7,683.3 |
S2 |
7,554.2 |
7,554.2 |
7,728.8 |
|
S3 |
7,397.7 |
7,499.3 |
7,714.5 |
|
S4 |
7,241.2 |
7,342.8 |
7,671.4 |
|
|
Weekly Pivots for week ending 15-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,140.5 |
8,035.0 |
7,684.5 |
|
R3 |
7,971.5 |
7,866.0 |
7,638.0 |
|
R2 |
7,802.5 |
7,802.5 |
7,622.5 |
|
R1 |
7,697.0 |
7,697.0 |
7,607.0 |
7,665.3 |
PP |
7,633.5 |
7,633.5 |
7,633.5 |
7,617.6 |
S1 |
7,528.0 |
7,528.0 |
7,576.0 |
7,496.3 |
S2 |
7,464.5 |
7,464.5 |
7,560.5 |
|
S3 |
7,295.5 |
7,359.0 |
7,545.0 |
|
S4 |
7,126.5 |
7,190.0 |
7,498.6 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
7,765.5 |
7,570.0 |
195.5 |
2.5% |
105.5 |
1.4% |
96% |
True |
False |
102,395 |
10 |
7,765.5 |
7,536.5 |
229.0 |
3.0% |
100.7 |
1.3% |
97% |
True |
False |
107,943 |
20 |
7,888.0 |
7,536.5 |
351.5 |
4.5% |
98.7 |
1.3% |
63% |
False |
False |
108,691 |
40 |
7,888.0 |
7,536.5 |
351.5 |
4.5% |
81.3 |
1.0% |
63% |
False |
False |
99,672 |
60 |
7,888.0 |
7,011.0 |
877.0 |
11.3% |
77.5 |
1.0% |
85% |
False |
False |
68,797 |
80 |
7,888.0 |
6,953.0 |
935.0 |
12.1% |
82.8 |
1.1% |
86% |
False |
False |
51,954 |
100 |
7,888.0 |
6,953.0 |
935.0 |
12.1% |
81.9 |
1.1% |
86% |
False |
False |
41,630 |
120 |
7,888.0 |
6,895.0 |
993.0 |
12.8% |
82.5 |
1.1% |
87% |
False |
False |
35,052 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,430.6 |
2.618 |
8,175.2 |
1.618 |
8,018.7 |
1.000 |
7,922.0 |
0.618 |
7,862.2 |
HIGH |
7,765.5 |
0.618 |
7,705.7 |
0.500 |
7,687.3 |
0.382 |
7,668.8 |
LOW |
7,609.0 |
0.618 |
7,512.3 |
1.000 |
7,452.5 |
1.618 |
7,355.8 |
2.618 |
7,199.3 |
4.250 |
6,943.9 |
|
|
Fisher Pivots for day following 19-Feb-2013 |
Pivot |
1 day |
3 day |
R1 |
7,734.1 |
7,727.6 |
PP |
7,710.7 |
7,697.7 |
S1 |
7,687.3 |
7,667.8 |
|