Trading Metrics calculated at close of trading on 25-Feb-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Feb-2013 |
25-Feb-2013 |
Change |
Change % |
Previous Week |
Open |
7,622.5 |
7,695.5 |
73.0 |
1.0% |
7,620.0 |
High |
7,700.0 |
7,864.0 |
164.0 |
2.1% |
7,784.5 |
Low |
7,607.5 |
7,633.0 |
25.5 |
0.3% |
7,559.5 |
Close |
7,660.5 |
7,768.0 |
107.5 |
1.4% |
7,660.5 |
Range |
92.5 |
231.0 |
138.5 |
149.7% |
225.0 |
ATR |
102.2 |
111.4 |
9.2 |
9.0% |
0.0 |
Volume |
211,241 |
164,951 |
-46,290 |
-21.9% |
607,221 |
|
Daily Pivots for day following 25-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,448.0 |
8,339.0 |
7,895.1 |
|
R3 |
8,217.0 |
8,108.0 |
7,831.5 |
|
R2 |
7,986.0 |
7,986.0 |
7,810.4 |
|
R1 |
7,877.0 |
7,877.0 |
7,789.2 |
7,931.5 |
PP |
7,755.0 |
7,755.0 |
7,755.0 |
7,782.3 |
S1 |
7,646.0 |
7,646.0 |
7,746.8 |
7,700.5 |
S2 |
7,524.0 |
7,524.0 |
7,725.7 |
|
S3 |
7,293.0 |
7,415.0 |
7,704.5 |
|
S4 |
7,062.0 |
7,184.0 |
7,641.0 |
|
|
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 |
7,864.0 |
7,559.5 |
304.5 |
3.9% |
139.6 |
1.8% |
68% |
True |
False |
154,434 |
10 |
7,864.0 |
7,559.5 |
304.5 |
3.9% |
115.1 |
1.5% |
68% |
True |
False |
126,721 |
20 |
7,888.0 |
7,536.5 |
351.5 |
4.5% |
105.7 |
1.4% |
66% |
False |
False |
121,105 |
40 |
7,888.0 |
7,536.5 |
351.5 |
4.5% |
89.9 |
1.2% |
66% |
False |
False |
106,222 |
60 |
7,888.0 |
7,225.5 |
662.5 |
8.5% |
81.2 |
1.0% |
82% |
False |
False |
79,689 |
80 |
7,888.0 |
6,953.0 |
935.0 |
12.0% |
84.4 |
1.1% |
87% |
False |
False |
60,079 |
100 |
7,888.0 |
6,953.0 |
935.0 |
12.0% |
84.4 |
1.1% |
87% |
False |
False |
48,191 |
120 |
7,888.0 |
6,898.0 |
990.0 |
12.7% |
85.0 |
1.1% |
88% |
False |
False |
40,525 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,845.8 |
2.618 |
8,468.8 |
1.618 |
8,237.8 |
1.000 |
8,095.0 |
0.618 |
8,006.8 |
HIGH |
7,864.0 |
0.618 |
7,775.8 |
0.500 |
7,748.5 |
0.382 |
7,721.2 |
LOW |
7,633.0 |
0.618 |
7,490.2 |
1.000 |
7,402.0 |
1.618 |
7,259.2 |
2.618 |
7,028.2 |
4.250 |
6,651.3 |
|
|
Fisher Pivots for day following 25-Feb-2013 |
Pivot |
1 day |
3 day |
R1 |
7,761.5 |
7,749.3 |
PP |
7,755.0 |
7,730.5 |
S1 |
7,748.5 |
7,711.8 |
|