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 |
11,405 |
11,465 |
60 |
0.5% |
11,370 |
High |
11,470 |
11,650 |
180 |
1.6% |
11,570 |
Low |
11,225 |
11,425 |
200 |
1.8% |
11,185 |
Close |
11,460 |
11,525 |
65 |
0.6% |
11,505 |
Range |
245 |
225 |
-20 |
-8.2% |
385 |
ATR |
263 |
260 |
-3 |
-1.0% |
0 |
Volume |
15,982 |
14,983 |
-999 |
-6.3% |
52,694 |
|
Daily Pivots for day following 28-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,208 |
12,092 |
11,649 |
|
R3 |
11,983 |
11,867 |
11,587 |
|
R2 |
11,758 |
11,758 |
11,566 |
|
R1 |
11,642 |
11,642 |
11,546 |
11,700 |
PP |
11,533 |
11,533 |
11,533 |
11,563 |
S1 |
11,417 |
11,417 |
11,505 |
11,475 |
S2 |
11,308 |
11,308 |
11,484 |
|
S3 |
11,083 |
11,192 |
11,463 |
|
S4 |
10,858 |
10,967 |
11,401 |
|
|
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% |
340 |
3.0% |
71% |
False |
False |
19,811 |
10 |
11,695 |
11,080 |
615 |
5.3% |
267 |
2.3% |
72% |
False |
False |
16,817 |
20 |
11,695 |
11,035 |
660 |
5.7% |
250 |
2.2% |
74% |
False |
False |
16,066 |
40 |
11,695 |
10,390 |
1,305 |
11.3% |
256 |
2.2% |
87% |
False |
False |
12,751 |
60 |
11,695 |
9,410 |
2,285 |
19.8% |
215 |
1.9% |
93% |
False |
False |
11,154 |
80 |
11,695 |
8,710 |
2,985 |
25.9% |
175 |
1.5% |
94% |
False |
False |
8,370 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,606 |
2.618 |
12,239 |
1.618 |
12,014 |
1.000 |
11,875 |
0.618 |
11,789 |
HIGH |
11,650 |
0.618 |
11,564 |
0.500 |
11,538 |
0.382 |
11,511 |
LOW |
11,425 |
0.618 |
11,286 |
1.000 |
11,200 |
1.618 |
11,061 |
2.618 |
10,836 |
4.250 |
10,469 |
|
|
Fisher Pivots for day following 28-Feb-2013 |
Pivot |
1 day |
3 day |
R1 |
11,538 |
11,496 |
PP |
11,533 |
11,467 |
S1 |
11,529 |
11,438 |
|