Trading Metrics calculated at close of trading on 20-Feb-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Feb-2013 |
20-Feb-2013 |
Change |
Change % |
Previous Week |
Open |
6,294.0 |
6,353.5 |
59.5 |
0.9% |
6,224.0 |
High |
6,365.5 |
6,397.0 |
31.5 |
0.5% |
6,362.5 |
Low |
6,275.5 |
6,350.0 |
74.5 |
1.2% |
6,210.5 |
Close |
6,362.5 |
6,372.0 |
9.5 |
0.1% |
6,308.5 |
Range |
90.0 |
47.0 |
-43.0 |
-47.8% |
152.0 |
ATR |
61.0 |
60.0 |
-1.0 |
-1.6% |
0.0 |
Volume |
100,438 |
135,335 |
34,897 |
34.7% |
484,735 |
|
Daily Pivots for day following 20-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,514.0 |
6,490.0 |
6,398.0 |
|
R3 |
6,467.0 |
6,443.0 |
6,385.0 |
|
R2 |
6,420.0 |
6,420.0 |
6,380.5 |
|
R1 |
6,396.0 |
6,396.0 |
6,376.5 |
6,408.0 |
PP |
6,373.0 |
6,373.0 |
6,373.0 |
6,379.0 |
S1 |
6,349.0 |
6,349.0 |
6,367.5 |
6,361.0 |
S2 |
6,326.0 |
6,326.0 |
6,363.5 |
|
S3 |
6,279.0 |
6,302.0 |
6,359.0 |
|
S4 |
6,232.0 |
6,255.0 |
6,346.0 |
|
|
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 |
6,397.0 |
6,275.5 |
121.5 |
1.9% |
56.0 |
0.9% |
79% |
True |
False |
96,708 |
10 |
6,397.0 |
6,174.0 |
223.0 |
3.5% |
62.0 |
1.0% |
89% |
True |
False |
96,484 |
20 |
6,397.0 |
6,145.0 |
252.0 |
4.0% |
63.0 |
1.0% |
90% |
True |
False |
106,043 |
40 |
6,397.0 |
5,828.5 |
568.5 |
8.9% |
57.5 |
0.9% |
96% |
True |
False |
94,475 |
60 |
6,397.0 |
5,713.0 |
684.0 |
10.7% |
52.0 |
0.8% |
96% |
True |
False |
79,809 |
80 |
6,397.0 |
5,566.0 |
831.0 |
13.0% |
52.0 |
0.8% |
97% |
True |
False |
59,881 |
100 |
6,397.0 |
5,566.0 |
831.0 |
13.0% |
48.5 |
0.8% |
97% |
True |
False |
47,907 |
120 |
6,397.0 |
5,566.0 |
831.0 |
13.0% |
42.5 |
0.7% |
97% |
True |
False |
39,926 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,597.0 |
2.618 |
6,520.0 |
1.618 |
6,473.0 |
1.000 |
6,444.0 |
0.618 |
6,426.0 |
HIGH |
6,397.0 |
0.618 |
6,379.0 |
0.500 |
6,373.5 |
0.382 |
6,368.0 |
LOW |
6,350.0 |
0.618 |
6,321.0 |
1.000 |
6,303.0 |
1.618 |
6,274.0 |
2.618 |
6,227.0 |
4.250 |
6,150.0 |
|
|
Fisher Pivots for day following 20-Feb-2013 |
Pivot |
1 day |
3 day |
R1 |
6,373.5 |
6,360.0 |
PP |
6,373.0 |
6,348.0 |
S1 |
6,372.5 |
6,336.0 |
|