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 |
11,295 |
11,560 |
265 |
2.3% |
11,370 |
High |
11,525 |
11,695 |
170 |
1.5% |
11,570 |
Low |
11,185 |
11,110 |
-75 |
-0.7% |
11,185 |
Close |
11,505 |
11,195 |
-310 |
-2.7% |
11,505 |
Range |
340 |
585 |
245 |
72.1% |
385 |
ATR |
234 |
259 |
25 |
10.7% |
0 |
Volume |
11,519 |
31,063 |
19,544 |
169.7% |
52,694 |
|
Daily Pivots for day following 25-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,088 |
12,727 |
11,517 |
|
R3 |
12,503 |
12,142 |
11,356 |
|
R2 |
11,918 |
11,918 |
11,302 |
|
R1 |
11,557 |
11,557 |
11,249 |
11,445 |
PP |
11,333 |
11,333 |
11,333 |
11,278 |
S1 |
10,972 |
10,972 |
11,142 |
10,860 |
S2 |
10,748 |
10,748 |
11,088 |
|
S3 |
10,163 |
10,387 |
11,034 |
|
S4 |
9,578 |
9,802 |
10,873 |
|
|
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 |
11,695 |
11,110 |
585 |
5.2% |
291 |
2.6% |
15% |
True |
True |
16,751 |
10 |
11,695 |
11,080 |
615 |
5.5% |
264 |
2.4% |
19% |
True |
False |
15,529 |
20 |
11,695 |
10,755 |
940 |
8.4% |
251 |
2.2% |
47% |
True |
False |
14,635 |
40 |
11,695 |
10,335 |
1,360 |
12.1% |
249 |
2.2% |
63% |
True |
False |
11,659 |
60 |
11,695 |
9,250 |
2,445 |
21.8% |
207 |
1.8% |
80% |
True |
False |
10,214 |
80 |
11,695 |
8,710 |
2,985 |
26.7% |
165 |
1.5% |
83% |
True |
False |
7,664 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
14,181 |
2.618 |
13,227 |
1.618 |
12,642 |
1.000 |
12,280 |
0.618 |
12,057 |
HIGH |
11,695 |
0.618 |
11,472 |
0.500 |
11,403 |
0.382 |
11,334 |
LOW |
11,110 |
0.618 |
10,749 |
1.000 |
10,525 |
1.618 |
10,164 |
2.618 |
9,579 |
4.250 |
8,624 |
|
|
Fisher Pivots for day following 25-Feb-2013 |
Pivot |
1 day |
3 day |
R1 |
11,403 |
11,403 |
PP |
11,333 |
11,333 |
S1 |
11,264 |
11,264 |
|