Trading Metrics calculated at close of trading on 22-Feb-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Feb-2013 |
22-Feb-2013 |
Change |
Change % |
Previous Week |
Open |
7,693.0 |
7,622.5 |
-70.5 |
-0.9% |
7,620.0 |
High |
7,698.0 |
7,700.0 |
2.0 |
0.0% |
7,784.5 |
Low |
7,559.5 |
7,607.5 |
48.0 |
0.6% |
7,559.5 |
Close |
7,583.0 |
7,660.5 |
77.5 |
1.0% |
7,660.5 |
Range |
138.5 |
92.5 |
-46.0 |
-33.2% |
225.0 |
ATR |
101.1 |
102.2 |
1.1 |
1.1% |
0.0 |
Volume |
120,607 |
211,241 |
90,634 |
75.1% |
607,221 |
|
Daily Pivots for day following 22-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,933.5 |
7,889.5 |
7,711.4 |
|
R3 |
7,841.0 |
7,797.0 |
7,685.9 |
|
R2 |
7,748.5 |
7,748.5 |
7,677.5 |
|
R1 |
7,704.5 |
7,704.5 |
7,669.0 |
7,726.5 |
PP |
7,656.0 |
7,656.0 |
7,656.0 |
7,667.0 |
S1 |
7,612.0 |
7,612.0 |
7,652.0 |
7,634.0 |
S2 |
7,563.5 |
7,563.5 |
7,643.5 |
|
S3 |
7,471.0 |
7,519.5 |
7,635.1 |
|
S4 |
7,378.5 |
7,427.0 |
7,609.6 |
|
|
Weekly Pivots for week ending 22-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,343.2 |
8,226.8 |
7,784.3 |
|
R3 |
8,118.2 |
8,001.8 |
7,722.4 |
|
R2 |
7,893.2 |
7,893.2 |
7,701.8 |
|
R1 |
7,776.8 |
7,776.8 |
7,681.1 |
7,835.0 |
PP |
7,668.2 |
7,668.2 |
7,668.2 |
7,697.3 |
S1 |
7,551.8 |
7,551.8 |
7,639.9 |
7,610.0 |
S2 |
7,443.2 |
7,443.2 |
7,619.3 |
|
S3 |
7,218.2 |
7,326.8 |
7,598.6 |
|
S4 |
6,993.2 |
7,101.8 |
7,536.8 |
|
|
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 |
2.9% |
109.6 |
1.4% |
45% |
False |
False |
132,689 |
10 |
7,784.5 |
7,559.5 |
225.0 |
2.9% |
99.9 |
1.3% |
45% |
False |
False |
118,756 |
20 |
7,888.0 |
7,536.5 |
351.5 |
4.6% |
101.1 |
1.3% |
35% |
False |
False |
116,941 |
40 |
7,888.0 |
7,536.5 |
351.5 |
4.6% |
85.6 |
1.1% |
35% |
False |
False |
105,003 |
60 |
7,888.0 |
7,216.5 |
671.5 |
8.8% |
78.0 |
1.0% |
66% |
False |
False |
76,947 |
80 |
7,888.0 |
6,953.0 |
935.0 |
12.2% |
82.3 |
1.1% |
76% |
False |
False |
58,047 |
100 |
7,888.0 |
6,953.0 |
935.0 |
12.2% |
82.8 |
1.1% |
76% |
False |
False |
46,544 |
120 |
7,888.0 |
6,895.0 |
993.0 |
13.0% |
83.8 |
1.1% |
77% |
False |
False |
39,151 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,093.1 |
2.618 |
7,942.2 |
1.618 |
7,849.7 |
1.000 |
7,792.5 |
0.618 |
7,757.2 |
HIGH |
7,700.0 |
0.618 |
7,664.7 |
0.500 |
7,653.8 |
0.382 |
7,642.8 |
LOW |
7,607.5 |
0.618 |
7,550.3 |
1.000 |
7,515.0 |
1.618 |
7,457.8 |
2.618 |
7,365.3 |
4.250 |
7,214.4 |
|
|
Fisher Pivots for day following 22-Feb-2013 |
Pivot |
1 day |
3 day |
R1 |
7,658.3 |
7,672.0 |
PP |
7,656.0 |
7,668.2 |
S1 |
7,653.8 |
7,664.3 |
|