Trading Metrics calculated at close of trading on 19-Feb-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Feb-2013 |
19-Feb-2013 |
Change |
Change % |
Previous Week |
Open |
6,301.0 |
6,294.0 |
-7.0 |
-0.1% |
6,224.0 |
High |
6,309.0 |
6,365.5 |
56.5 |
0.9% |
6,362.5 |
Low |
6,281.0 |
6,275.5 |
-5.5 |
-0.1% |
6,210.5 |
Close |
6,295.0 |
6,362.5 |
67.5 |
1.1% |
6,308.5 |
Range |
28.0 |
90.0 |
62.0 |
221.4% |
152.0 |
ATR |
58.7 |
61.0 |
2.2 |
3.8% |
0.0 |
Volume |
95,395 |
100,438 |
5,043 |
5.3% |
484,735 |
|
Daily Pivots for day following 19-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,604.5 |
6,573.5 |
6,412.0 |
|
R3 |
6,514.5 |
6,483.5 |
6,387.0 |
|
R2 |
6,424.5 |
6,424.5 |
6,379.0 |
|
R1 |
6,393.5 |
6,393.5 |
6,371.0 |
6,409.0 |
PP |
6,334.5 |
6,334.5 |
6,334.5 |
6,342.0 |
S1 |
6,303.5 |
6,303.5 |
6,354.0 |
6,319.0 |
S2 |
6,244.5 |
6,244.5 |
6,346.0 |
|
S3 |
6,154.5 |
6,213.5 |
6,338.0 |
|
S4 |
6,064.5 |
6,123.5 |
6,313.0 |
|
|
Weekly Pivots for week ending 15-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,750.0 |
6,681.0 |
6,392.0 |
|
R3 |
6,598.0 |
6,529.0 |
6,350.5 |
|
R2 |
6,446.0 |
6,446.0 |
6,336.5 |
|
R1 |
6,377.0 |
6,377.0 |
6,322.5 |
6,411.5 |
PP |
6,294.0 |
6,294.0 |
6,294.0 |
6,311.0 |
S1 |
6,225.0 |
6,225.0 |
6,294.5 |
6,259.5 |
S2 |
6,142.0 |
6,142.0 |
6,280.5 |
|
S3 |
5,990.0 |
6,073.0 |
6,266.5 |
|
S4 |
5,838.0 |
5,921.0 |
6,225.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
6,365.5 |
6,275.5 |
90.0 |
1.4% |
62.0 |
1.0% |
97% |
True |
True |
91,589 |
10 |
6,365.5 |
6,174.0 |
191.5 |
3.0% |
63.0 |
1.0% |
98% |
True |
False |
96,536 |
20 |
6,365.5 |
6,141.0 |
224.5 |
3.5% |
62.5 |
1.0% |
99% |
True |
False |
103,446 |
40 |
6,365.5 |
5,828.5 |
537.0 |
8.4% |
58.5 |
0.9% |
99% |
True |
False |
91,275 |
60 |
6,365.5 |
5,713.0 |
652.5 |
10.3% |
51.5 |
0.8% |
100% |
True |
False |
77,553 |
80 |
6,365.5 |
5,566.0 |
799.5 |
12.6% |
52.0 |
0.8% |
100% |
True |
False |
58,189 |
100 |
6,365.5 |
5,566.0 |
799.5 |
12.6% |
48.5 |
0.8% |
100% |
True |
False |
46,554 |
120 |
6,365.5 |
5,566.0 |
799.5 |
12.6% |
42.5 |
0.7% |
100% |
True |
False |
38,799 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,748.0 |
2.618 |
6,601.0 |
1.618 |
6,511.0 |
1.000 |
6,455.5 |
0.618 |
6,421.0 |
HIGH |
6,365.5 |
0.618 |
6,331.0 |
0.500 |
6,320.5 |
0.382 |
6,310.0 |
LOW |
6,275.5 |
0.618 |
6,220.0 |
1.000 |
6,185.5 |
1.618 |
6,130.0 |
2.618 |
6,040.0 |
4.250 |
5,893.0 |
|
|
Fisher Pivots for day following 19-Feb-2013 |
Pivot |
1 day |
3 day |
R1 |
6,348.5 |
6,348.5 |
PP |
6,334.5 |
6,334.5 |
S1 |
6,320.5 |
6,320.5 |
|