Trading Metrics calculated at close of trading on 26-Feb-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Feb-2013 |
26-Feb-2013 |
Change |
Change % |
Previous Week |
Open |
7,695.5 |
7,607.5 |
-88.0 |
-1.1% |
7,620.0 |
High |
7,864.0 |
7,680.0 |
-184.0 |
-2.3% |
7,784.5 |
Low |
7,633.0 |
7,587.0 |
-46.0 |
-0.6% |
7,559.5 |
Close |
7,768.0 |
7,597.5 |
-170.5 |
-2.2% |
7,660.5 |
Range |
231.0 |
93.0 |
-138.0 |
-59.7% |
225.0 |
ATR |
111.4 |
116.4 |
5.0 |
4.5% |
0.0 |
Volume |
164,951 |
151,826 |
-13,125 |
-8.0% |
607,221 |
|
Daily Pivots for day following 26-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,900.5 |
7,842.0 |
7,648.7 |
|
R3 |
7,807.5 |
7,749.0 |
7,623.1 |
|
R2 |
7,714.5 |
7,714.5 |
7,614.6 |
|
R1 |
7,656.0 |
7,656.0 |
7,606.0 |
7,638.8 |
PP |
7,621.5 |
7,621.5 |
7,621.5 |
7,612.9 |
S1 |
7,563.0 |
7,563.0 |
7,589.0 |
7,545.8 |
S2 |
7,528.5 |
7,528.5 |
7,580.5 |
|
S3 |
7,435.5 |
7,470.0 |
7,571.9 |
|
S4 |
7,342.5 |
7,377.0 |
7,546.4 |
|
|
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 |
4.0% |
126.9 |
1.7% |
12% |
False |
False |
161,750 |
10 |
7,864.0 |
7,559.5 |
304.5 |
4.0% |
116.2 |
1.5% |
12% |
False |
False |
132,072 |
20 |
7,869.0 |
7,536.5 |
332.5 |
4.4% |
107.6 |
1.4% |
18% |
False |
False |
124,253 |
40 |
7,888.0 |
7,536.5 |
351.5 |
4.6% |
90.7 |
1.2% |
17% |
False |
False |
108,647 |
60 |
7,888.0 |
7,271.5 |
616.5 |
8.1% |
80.9 |
1.1% |
53% |
False |
False |
82,213 |
80 |
7,888.0 |
6,953.0 |
935.0 |
12.3% |
84.2 |
1.1% |
69% |
False |
False |
61,969 |
100 |
7,888.0 |
6,953.0 |
935.0 |
12.3% |
84.1 |
1.1% |
69% |
False |
False |
49,706 |
120 |
7,888.0 |
6,905.0 |
983.0 |
12.9% |
84.8 |
1.1% |
70% |
False |
False |
41,789 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,075.3 |
2.618 |
7,923.5 |
1.618 |
7,830.5 |
1.000 |
7,773.0 |
0.618 |
7,737.5 |
HIGH |
7,680.0 |
0.618 |
7,644.5 |
0.500 |
7,633.5 |
0.382 |
7,622.5 |
LOW |
7,587.0 |
0.618 |
7,529.5 |
1.000 |
7,494.0 |
1.618 |
7,436.5 |
2.618 |
7,343.5 |
4.250 |
7,191.8 |
|
|
Fisher Pivots for day following 26-Feb-2013 |
Pivot |
1 day |
3 day |
R1 |
7,633.5 |
7,725.5 |
PP |
7,621.5 |
7,682.8 |
S1 |
7,609.5 |
7,640.2 |
|