Trading Metrics calculated at close of trading on 21-Feb-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Feb-2013 |
21-Feb-2013 |
Change |
Change % |
Previous Week |
Open |
7,753.0 |
7,693.0 |
-60.0 |
-0.8% |
7,654.0 |
High |
7,784.5 |
7,698.0 |
-86.5 |
-1.1% |
7,739.0 |
Low |
7,705.0 |
7,559.5 |
-145.5 |
-1.9% |
7,570.0 |
Close |
7,732.5 |
7,583.0 |
-149.5 |
-1.9% |
7,591.5 |
Range |
79.5 |
138.5 |
59.0 |
74.2% |
169.0 |
ATR |
95.6 |
101.1 |
5.5 |
5.8% |
0.0 |
Volume |
160,125 |
120,607 |
-39,518 |
-24.7% |
495,043 |
|
Daily Pivots for day following 21-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,029.0 |
7,944.5 |
7,659.2 |
|
R3 |
7,890.5 |
7,806.0 |
7,621.1 |
|
R2 |
7,752.0 |
7,752.0 |
7,608.4 |
|
R1 |
7,667.5 |
7,667.5 |
7,595.7 |
7,640.5 |
PP |
7,613.5 |
7,613.5 |
7,613.5 |
7,600.0 |
S1 |
7,529.0 |
7,529.0 |
7,570.3 |
7,502.0 |
S2 |
7,475.0 |
7,475.0 |
7,557.6 |
|
S3 |
7,336.5 |
7,390.5 |
7,544.9 |
|
S4 |
7,198.0 |
7,252.0 |
7,506.8 |
|
|
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 |
7,559.5 |
225.0 |
3.0% |
115.6 |
1.5% |
10% |
False |
True |
112,725 |
10 |
7,784.5 |
7,559.5 |
225.0 |
3.0% |
100.4 |
1.3% |
10% |
False |
True |
106,766 |
20 |
7,888.0 |
7,536.5 |
351.5 |
4.6% |
101.3 |
1.3% |
13% |
False |
False |
112,395 |
40 |
7,888.0 |
7,536.5 |
351.5 |
4.6% |
84.0 |
1.1% |
13% |
False |
False |
101,680 |
60 |
7,888.0 |
7,140.5 |
747.5 |
9.9% |
77.5 |
1.0% |
59% |
False |
False |
73,434 |
80 |
7,888.0 |
6,953.0 |
935.0 |
12.3% |
82.3 |
1.1% |
67% |
False |
False |
55,457 |
100 |
7,888.0 |
6,953.0 |
935.0 |
12.3% |
82.7 |
1.1% |
67% |
False |
False |
44,434 |
120 |
7,888.0 |
6,895.0 |
993.0 |
13.1% |
83.5 |
1.1% |
69% |
False |
False |
37,391 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,286.6 |
2.618 |
8,060.6 |
1.618 |
7,922.1 |
1.000 |
7,836.5 |
0.618 |
7,783.6 |
HIGH |
7,698.0 |
0.618 |
7,645.1 |
0.500 |
7,628.8 |
0.382 |
7,612.4 |
LOW |
7,559.5 |
0.618 |
7,473.9 |
1.000 |
7,421.0 |
1.618 |
7,335.4 |
2.618 |
7,196.9 |
4.250 |
6,970.9 |
|
|
Fisher Pivots for day following 21-Feb-2013 |
Pivot |
1 day |
3 day |
R1 |
7,628.8 |
7,672.0 |
PP |
7,613.5 |
7,642.3 |
S1 |
7,598.3 |
7,612.7 |
|