Trading Metrics calculated at close of trading on 28-Feb-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Feb-2013 |
28-Feb-2013 |
Change |
Change % |
Previous Week |
Open |
7,628.5 |
7,722.5 |
94.0 |
1.2% |
7,620.0 |
High |
7,724.0 |
7,784.5 |
60.5 |
0.8% |
7,784.5 |
Low |
7,564.0 |
7,691.0 |
127.0 |
1.7% |
7,559.5 |
Close |
7,676.5 |
7,750.5 |
74.0 |
1.0% |
7,660.5 |
Range |
160.0 |
93.5 |
-66.5 |
-41.6% |
225.0 |
ATR |
119.5 |
118.7 |
-0.8 |
-0.7% |
0.0 |
Volume |
117,381 |
161,675 |
44,294 |
37.7% |
607,221 |
|
Daily Pivots for day following 28-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,022.5 |
7,980.0 |
7,801.9 |
|
R3 |
7,929.0 |
7,886.5 |
7,776.2 |
|
R2 |
7,835.5 |
7,835.5 |
7,767.6 |
|
R1 |
7,793.0 |
7,793.0 |
7,759.1 |
7,814.3 |
PP |
7,742.0 |
7,742.0 |
7,742.0 |
7,752.6 |
S1 |
7,699.5 |
7,699.5 |
7,741.9 |
7,720.8 |
S2 |
7,648.5 |
7,648.5 |
7,733.4 |
|
S3 |
7,555.0 |
7,606.0 |
7,724.8 |
|
S4 |
7,461.5 |
7,512.5 |
7,699.1 |
|
|
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 |
7,564.0 |
300.0 |
3.9% |
134.0 |
1.7% |
62% |
False |
False |
161,414 |
10 |
7,864.0 |
7,559.5 |
304.5 |
3.9% |
124.8 |
1.6% |
63% |
False |
False |
137,070 |
20 |
7,864.0 |
7,536.5 |
327.5 |
4.2% |
112.7 |
1.5% |
65% |
False |
False |
127,955 |
40 |
7,888.0 |
7,536.5 |
351.5 |
4.5% |
94.1 |
1.2% |
61% |
False |
False |
111,727 |
60 |
7,888.0 |
7,271.5 |
616.5 |
8.0% |
83.7 |
1.1% |
78% |
False |
False |
86,807 |
80 |
7,888.0 |
6,953.0 |
935.0 |
12.1% |
85.9 |
1.1% |
85% |
False |
False |
65,446 |
100 |
7,888.0 |
6,953.0 |
935.0 |
12.1% |
84.6 |
1.1% |
85% |
False |
False |
52,492 |
120 |
7,888.0 |
6,905.0 |
983.0 |
12.7% |
85.6 |
1.1% |
86% |
False |
False |
44,109 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,181.9 |
2.618 |
8,029.3 |
1.618 |
7,935.8 |
1.000 |
7,878.0 |
0.618 |
7,842.3 |
HIGH |
7,784.5 |
0.618 |
7,748.8 |
0.500 |
7,737.8 |
0.382 |
7,726.7 |
LOW |
7,691.0 |
0.618 |
7,633.2 |
1.000 |
7,597.5 |
1.618 |
7,539.7 |
2.618 |
7,446.2 |
4.250 |
7,293.6 |
|
|
Fisher Pivots for day following 28-Feb-2013 |
Pivot |
1 day |
3 day |
R1 |
7,746.3 |
7,725.1 |
PP |
7,742.0 |
7,699.7 |
S1 |
7,737.8 |
7,674.3 |
|