Trading Metrics calculated at close of trading on 21-Feb-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Feb-2013 |
21-Feb-2013 |
Change |
Change % |
Previous Week |
Open |
6,353.5 |
6,347.0 |
-6.5 |
-0.1% |
6,224.0 |
High |
6,397.0 |
6,354.0 |
-43.0 |
-0.7% |
6,362.5 |
Low |
6,350.0 |
6,259.0 |
-91.0 |
-1.4% |
6,210.5 |
Close |
6,372.0 |
6,275.5 |
-96.5 |
-1.5% |
6,308.5 |
Range |
47.0 |
95.0 |
48.0 |
102.1% |
152.0 |
ATR |
60.0 |
63.8 |
3.8 |
6.3% |
0.0 |
Volume |
135,335 |
96,111 |
-39,224 |
-29.0% |
484,735 |
|
Daily Pivots for day following 21-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,581.0 |
6,523.5 |
6,328.0 |
|
R3 |
6,486.0 |
6,428.5 |
6,301.5 |
|
R2 |
6,391.0 |
6,391.0 |
6,293.0 |
|
R1 |
6,333.5 |
6,333.5 |
6,284.0 |
6,315.0 |
PP |
6,296.0 |
6,296.0 |
6,296.0 |
6,287.0 |
S1 |
6,238.5 |
6,238.5 |
6,267.0 |
6,220.0 |
S2 |
6,201.0 |
6,201.0 |
6,258.0 |
|
S3 |
6,106.0 |
6,143.5 |
6,249.5 |
|
S4 |
6,011.0 |
6,048.5 |
6,223.0 |
|
|
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 |
6,259.0 |
138.0 |
2.2% |
61.5 |
1.0% |
12% |
False |
True |
96,057 |
10 |
6,397.0 |
6,203.5 |
193.5 |
3.1% |
61.5 |
1.0% |
37% |
False |
False |
98,033 |
20 |
6,397.0 |
6,174.0 |
223.0 |
3.6% |
63.5 |
1.0% |
46% |
False |
False |
106,065 |
40 |
6,397.0 |
5,828.5 |
568.5 |
9.1% |
59.5 |
0.9% |
79% |
False |
False |
95,424 |
60 |
6,397.0 |
5,713.0 |
684.0 |
10.9% |
53.0 |
0.8% |
82% |
False |
False |
81,410 |
80 |
6,397.0 |
5,566.0 |
831.0 |
13.2% |
52.5 |
0.8% |
85% |
False |
False |
61,082 |
100 |
6,397.0 |
5,566.0 |
831.0 |
13.2% |
48.5 |
0.8% |
85% |
False |
False |
48,868 |
120 |
6,397.0 |
5,566.0 |
831.0 |
13.2% |
43.5 |
0.7% |
85% |
False |
False |
40,727 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,758.0 |
2.618 |
6,602.5 |
1.618 |
6,507.5 |
1.000 |
6,449.0 |
0.618 |
6,412.5 |
HIGH |
6,354.0 |
0.618 |
6,317.5 |
0.500 |
6,306.5 |
0.382 |
6,295.5 |
LOW |
6,259.0 |
0.618 |
6,200.5 |
1.000 |
6,164.0 |
1.618 |
6,105.5 |
2.618 |
6,010.5 |
4.250 |
5,855.0 |
|
|
Fisher Pivots for day following 21-Feb-2013 |
Pivot |
1 day |
3 day |
R1 |
6,306.5 |
6,328.0 |
PP |
6,296.0 |
6,310.5 |
S1 |
6,286.0 |
6,293.0 |
|