Trading Metrics calculated at close of trading on 20-Feb-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Feb-2013 |
20-Feb-2013 |
Change |
Change % |
Previous Week |
Open |
7,620.0 |
7,753.0 |
133.0 |
1.7% |
7,654.0 |
High |
7,765.5 |
7,784.5 |
19.0 |
0.2% |
7,739.0 |
Low |
7,609.0 |
7,705.0 |
96.0 |
1.3% |
7,570.0 |
Close |
7,757.5 |
7,732.5 |
-25.0 |
-0.3% |
7,591.5 |
Range |
156.5 |
79.5 |
-77.0 |
-49.2% |
169.0 |
ATR |
96.8 |
95.6 |
-1.2 |
-1.3% |
0.0 |
Volume |
115,248 |
160,125 |
44,877 |
38.9% |
495,043 |
|
Daily Pivots for day following 20-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,979.2 |
7,935.3 |
7,776.2 |
|
R3 |
7,899.7 |
7,855.8 |
7,754.4 |
|
R2 |
7,820.2 |
7,820.2 |
7,747.1 |
|
R1 |
7,776.3 |
7,776.3 |
7,739.8 |
7,758.5 |
PP |
7,740.7 |
7,740.7 |
7,740.7 |
7,731.8 |
S1 |
7,696.8 |
7,696.8 |
7,725.2 |
7,679.0 |
S2 |
7,661.2 |
7,661.2 |
7,717.9 |
|
S3 |
7,581.7 |
7,617.3 |
7,710.6 |
|
S4 |
7,502.2 |
7,537.8 |
7,688.8 |
|
|
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 |
7,784.5 |
7,570.0 |
214.5 |
2.8% |
106.0 |
1.4% |
76% |
True |
False |
114,815 |
10 |
7,784.5 |
7,536.5 |
248.0 |
3.2% |
102.4 |
1.3% |
79% |
True |
False |
108,508 |
20 |
7,888.0 |
7,536.5 |
351.5 |
4.5% |
96.8 |
1.3% |
56% |
False |
False |
112,100 |
40 |
7,888.0 |
7,536.5 |
351.5 |
4.5% |
81.8 |
1.1% |
56% |
False |
False |
101,566 |
60 |
7,888.0 |
7,096.5 |
791.5 |
10.2% |
76.8 |
1.0% |
80% |
False |
False |
71,454 |
80 |
7,888.0 |
6,953.0 |
935.0 |
12.1% |
82.8 |
1.1% |
83% |
False |
False |
53,954 |
100 |
7,888.0 |
6,953.0 |
935.0 |
12.1% |
82.2 |
1.1% |
83% |
False |
False |
43,229 |
120 |
7,888.0 |
6,895.0 |
993.0 |
12.8% |
82.4 |
1.1% |
84% |
False |
False |
36,386 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,122.4 |
2.618 |
7,992.6 |
1.618 |
7,913.1 |
1.000 |
7,864.0 |
0.618 |
7,833.6 |
HIGH |
7,784.5 |
0.618 |
7,754.1 |
0.500 |
7,744.8 |
0.382 |
7,735.4 |
LOW |
7,705.0 |
0.618 |
7,655.9 |
1.000 |
7,625.5 |
1.618 |
7,576.4 |
2.618 |
7,496.9 |
4.250 |
7,367.1 |
|
|
Fisher Pivots for day following 20-Feb-2013 |
Pivot |
1 day |
3 day |
R1 |
7,744.8 |
7,714.1 |
PP |
7,740.7 |
7,695.7 |
S1 |
7,736.6 |
7,677.3 |
|