Trading Metrics calculated at close of trading on 27-Feb-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Feb-2013 |
27-Feb-2013 |
Change |
Change % |
Previous Week |
Open |
7,607.5 |
7,628.5 |
21.0 |
0.3% |
7,620.0 |
High |
7,680.0 |
7,724.0 |
44.0 |
0.6% |
7,784.5 |
Low |
7,587.0 |
7,564.0 |
-23.0 |
-0.3% |
7,559.5 |
Close |
7,597.5 |
7,676.5 |
79.0 |
1.0% |
7,660.5 |
Range |
93.0 |
160.0 |
67.0 |
72.0% |
225.0 |
ATR |
116.4 |
119.5 |
3.1 |
2.7% |
0.0 |
Volume |
151,826 |
117,381 |
-34,445 |
-22.7% |
607,221 |
|
Daily Pivots for day following 27-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,134.8 |
8,065.7 |
7,764.5 |
|
R3 |
7,974.8 |
7,905.7 |
7,720.5 |
|
R2 |
7,814.8 |
7,814.8 |
7,705.8 |
|
R1 |
7,745.7 |
7,745.7 |
7,691.2 |
7,780.3 |
PP |
7,654.8 |
7,654.8 |
7,654.8 |
7,672.1 |
S1 |
7,585.7 |
7,585.7 |
7,661.8 |
7,620.3 |
S2 |
7,494.8 |
7,494.8 |
7,647.2 |
|
S3 |
7,334.8 |
7,425.7 |
7,632.5 |
|
S4 |
7,174.8 |
7,265.7 |
7,588.5 |
|
|
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% |
143.0 |
1.9% |
38% |
False |
False |
153,201 |
10 |
7,864.0 |
7,559.5 |
304.5 |
4.0% |
124.5 |
1.6% |
38% |
False |
False |
134,008 |
20 |
7,869.0 |
7,536.5 |
332.5 |
4.3% |
112.7 |
1.5% |
42% |
False |
False |
125,127 |
40 |
7,888.0 |
7,536.5 |
351.5 |
4.6% |
93.3 |
1.2% |
40% |
False |
False |
110,629 |
60 |
7,888.0 |
7,271.5 |
616.5 |
8.0% |
83.0 |
1.1% |
66% |
False |
False |
84,128 |
80 |
7,888.0 |
6,953.0 |
935.0 |
12.2% |
85.7 |
1.1% |
77% |
False |
False |
63,436 |
100 |
7,888.0 |
6,953.0 |
935.0 |
12.2% |
84.7 |
1.1% |
77% |
False |
False |
50,877 |
120 |
7,888.0 |
6,905.0 |
983.0 |
12.8% |
85.6 |
1.1% |
78% |
False |
False |
42,765 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,404.0 |
2.618 |
8,142.9 |
1.618 |
7,982.9 |
1.000 |
7,884.0 |
0.618 |
7,822.9 |
HIGH |
7,724.0 |
0.618 |
7,662.9 |
0.500 |
7,644.0 |
0.382 |
7,625.1 |
LOW |
7,564.0 |
0.618 |
7,465.1 |
1.000 |
7,404.0 |
1.618 |
7,305.1 |
2.618 |
7,145.1 |
4.250 |
6,884.0 |
|
|
Fisher Pivots for day following 27-Feb-2013 |
Pivot |
1 day |
3 day |
R1 |
7,665.7 |
7,714.0 |
PP |
7,654.8 |
7,701.5 |
S1 |
7,644.0 |
7,689.0 |
|