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 |
11,260 |
11,405 |
145 |
1.3% |
11,370 |
High |
11,530 |
11,470 |
-60 |
-0.5% |
11,570 |
Low |
11,225 |
11,225 |
0 |
0.0% |
11,185 |
Close |
11,380 |
11,460 |
80 |
0.7% |
11,505 |
Range |
305 |
245 |
-60 |
-19.7% |
385 |
ATR |
264 |
263 |
-1 |
-0.5% |
0 |
Volume |
25,512 |
15,982 |
-9,530 |
-37.4% |
52,694 |
|
Daily Pivots for day following 27-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,120 |
12,035 |
11,595 |
|
R3 |
11,875 |
11,790 |
11,528 |
|
R2 |
11,630 |
11,630 |
11,505 |
|
R1 |
11,545 |
11,545 |
11,483 |
11,588 |
PP |
11,385 |
11,385 |
11,385 |
11,406 |
S1 |
11,300 |
11,300 |
11,438 |
11,343 |
S2 |
11,140 |
11,140 |
11,415 |
|
S3 |
10,895 |
11,055 |
11,393 |
|
S4 |
10,650 |
10,810 |
11,325 |
|
|
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% |
343 |
3.0% |
60% |
False |
False |
19,438 |
10 |
11,695 |
11,080 |
615 |
5.4% |
262 |
2.3% |
62% |
False |
False |
16,315 |
20 |
11,695 |
10,930 |
765 |
6.7% |
253 |
2.2% |
69% |
False |
False |
15,867 |
40 |
11,695 |
10,345 |
1,350 |
11.8% |
257 |
2.2% |
83% |
False |
False |
12,445 |
60 |
11,695 |
9,410 |
2,285 |
19.9% |
213 |
1.9% |
90% |
False |
False |
10,905 |
80 |
11,695 |
8,710 |
2,985 |
26.0% |
172 |
1.5% |
92% |
False |
False |
8,183 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,511 |
2.618 |
12,112 |
1.618 |
11,867 |
1.000 |
11,715 |
0.618 |
11,622 |
HIGH |
11,470 |
0.618 |
11,377 |
0.500 |
11,348 |
0.382 |
11,319 |
LOW |
11,225 |
0.618 |
11,074 |
1.000 |
10,980 |
1.618 |
10,829 |
2.618 |
10,584 |
4.250 |
10,184 |
|
|
Fisher Pivots for day following 27-Feb-2013 |
Pivot |
1 day |
3 day |
R1 |
11,423 |
11,441 |
PP |
11,385 |
11,422 |
S1 |
11,348 |
11,403 |
|