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 |
11,425 |
11,295 |
-130 |
-1.1% |
11,370 |
High |
11,445 |
11,525 |
80 |
0.7% |
11,570 |
Low |
11,205 |
11,185 |
-20 |
-0.2% |
11,185 |
Close |
11,290 |
11,505 |
215 |
1.9% |
11,505 |
Range |
240 |
340 |
100 |
41.7% |
385 |
ATR |
226 |
234 |
8 |
3.6% |
0 |
Volume |
13,116 |
11,519 |
-1,597 |
-12.2% |
52,694 |
|
Daily Pivots for day following 22-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,425 |
12,305 |
11,692 |
|
R3 |
12,085 |
11,965 |
11,599 |
|
R2 |
11,745 |
11,745 |
11,567 |
|
R1 |
11,625 |
11,625 |
11,536 |
11,685 |
PP |
11,405 |
11,405 |
11,405 |
11,435 |
S1 |
11,285 |
11,285 |
11,474 |
11,345 |
S2 |
11,065 |
11,065 |
11,443 |
|
S3 |
10,725 |
10,945 |
11,412 |
|
S4 |
10,385 |
10,605 |
11,318 |
|
|
Weekly Pivots for week ending 22-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,575 |
12,425 |
11,717 |
|
R3 |
12,190 |
12,040 |
11,611 |
|
R2 |
11,805 |
11,805 |
11,576 |
|
R1 |
11,655 |
11,655 |
11,540 |
11,730 |
PP |
11,420 |
11,420 |
11,420 |
11,458 |
S1 |
11,270 |
11,270 |
11,470 |
11,345 |
S2 |
11,035 |
11,035 |
11,435 |
|
S3 |
10,650 |
10,885 |
11,399 |
|
S4 |
10,265 |
10,500 |
11,293 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
11,570 |
11,080 |
490 |
4.3% |
229 |
2.0% |
87% |
False |
False |
13,587 |
10 |
11,570 |
11,060 |
510 |
4.4% |
234 |
2.0% |
87% |
False |
False |
14,148 |
20 |
11,570 |
10,755 |
815 |
7.1% |
235 |
2.0% |
92% |
False |
False |
13,685 |
40 |
11,570 |
10,320 |
1,250 |
10.9% |
236 |
2.1% |
95% |
False |
False |
10,954 |
60 |
11,570 |
9,250 |
2,320 |
20.2% |
198 |
1.7% |
97% |
False |
False |
9,698 |
80 |
11,570 |
8,710 |
2,860 |
24.9% |
158 |
1.4% |
98% |
False |
False |
7,276 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,970 |
2.618 |
12,415 |
1.618 |
12,075 |
1.000 |
11,865 |
0.618 |
11,735 |
HIGH |
11,525 |
0.618 |
11,395 |
0.500 |
11,355 |
0.382 |
11,315 |
LOW |
11,185 |
0.618 |
10,975 |
1.000 |
10,845 |
1.618 |
10,635 |
2.618 |
10,295 |
4.250 |
9,740 |
|
|
Fisher Pivots for day following 22-Feb-2013 |
Pivot |
1 day |
3 day |
R1 |
11,455 |
11,463 |
PP |
11,405 |
11,420 |
S1 |
11,355 |
11,378 |
|