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 |
11,560 |
11,260 |
-300 |
-2.6% |
11,370 |
High |
11,695 |
11,530 |
-165 |
-1.4% |
11,570 |
Low |
11,110 |
11,225 |
115 |
1.0% |
11,185 |
Close |
11,195 |
11,380 |
185 |
1.7% |
11,505 |
Range |
585 |
305 |
-280 |
-47.9% |
385 |
ATR |
259 |
264 |
5 |
2.1% |
0 |
Volume |
31,063 |
25,512 |
-5,551 |
-17.9% |
52,694 |
|
Daily Pivots for day following 26-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,293 |
12,142 |
11,548 |
|
R3 |
11,988 |
11,837 |
11,464 |
|
R2 |
11,683 |
11,683 |
11,436 |
|
R1 |
11,532 |
11,532 |
11,408 |
11,608 |
PP |
11,378 |
11,378 |
11,378 |
11,416 |
S1 |
11,227 |
11,227 |
11,352 |
11,303 |
S2 |
11,073 |
11,073 |
11,324 |
|
S3 |
10,768 |
10,922 |
11,296 |
|
S4 |
10,463 |
10,617 |
11,212 |
|
|
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 |
5.1% |
324 |
2.8% |
46% |
False |
False |
18,781 |
10 |
11,695 |
11,080 |
615 |
5.4% |
256 |
2.2% |
49% |
False |
False |
16,894 |
20 |
11,695 |
10,760 |
935 |
8.2% |
252 |
2.2% |
66% |
False |
False |
15,505 |
40 |
11,695 |
10,345 |
1,350 |
11.9% |
254 |
2.2% |
77% |
False |
False |
12,132 |
60 |
11,695 |
9,410 |
2,285 |
20.1% |
210 |
1.8% |
86% |
False |
False |
10,639 |
80 |
11,695 |
8,710 |
2,985 |
26.2% |
169 |
1.5% |
89% |
False |
False |
7,983 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,826 |
2.618 |
12,329 |
1.618 |
12,024 |
1.000 |
11,835 |
0.618 |
11,719 |
HIGH |
11,530 |
0.618 |
11,414 |
0.500 |
11,378 |
0.382 |
11,342 |
LOW |
11,225 |
0.618 |
11,037 |
1.000 |
10,920 |
1.618 |
10,732 |
2.618 |
10,427 |
4.250 |
9,929 |
|
|
Fisher Pivots for day following 26-Feb-2013 |
Pivot |
1 day |
3 day |
R1 |
11,379 |
11,403 |
PP |
11,378 |
11,395 |
S1 |
11,378 |
11,388 |
|