Trading Metrics calculated at close of trading on 22-Feb-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Feb-2013 |
22-Feb-2013 |
Change |
Change % |
Previous Week |
Open |
6,347.0 |
6,295.0 |
-52.0 |
-0.8% |
6,301.0 |
High |
6,354.0 |
6,349.5 |
-4.5 |
-0.1% |
6,397.0 |
Low |
6,259.0 |
6,291.5 |
32.5 |
0.5% |
6,259.0 |
Close |
6,275.5 |
6,320.5 |
45.0 |
0.7% |
6,320.5 |
Range |
95.0 |
58.0 |
-37.0 |
-38.9% |
138.0 |
ATR |
63.8 |
64.5 |
0.7 |
1.1% |
0.0 |
Volume |
96,111 |
143,384 |
47,273 |
49.2% |
570,663 |
|
Daily Pivots for day following 22-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,494.5 |
6,465.5 |
6,352.5 |
|
R3 |
6,436.5 |
6,407.5 |
6,336.5 |
|
R2 |
6,378.5 |
6,378.5 |
6,331.0 |
|
R1 |
6,349.5 |
6,349.5 |
6,326.0 |
6,364.0 |
PP |
6,320.5 |
6,320.5 |
6,320.5 |
6,328.0 |
S1 |
6,291.5 |
6,291.5 |
6,315.0 |
6,306.0 |
S2 |
6,262.5 |
6,262.5 |
6,310.0 |
|
S3 |
6,204.5 |
6,233.5 |
6,304.5 |
|
S4 |
6,146.5 |
6,175.5 |
6,288.5 |
|
|
Weekly Pivots for week ending 22-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,739.5 |
6,668.0 |
6,396.5 |
|
R3 |
6,601.5 |
6,530.0 |
6,358.5 |
|
R2 |
6,463.5 |
6,463.5 |
6,346.0 |
|
R1 |
6,392.0 |
6,392.0 |
6,333.0 |
6,428.0 |
PP |
6,325.5 |
6,325.5 |
6,325.5 |
6,343.5 |
S1 |
6,254.0 |
6,254.0 |
6,308.0 |
6,290.0 |
S2 |
6,187.5 |
6,187.5 |
6,295.0 |
|
S3 |
6,049.5 |
6,116.0 |
6,282.5 |
|
S4 |
5,911.5 |
5,978.0 |
6,244.5 |
|
|
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% |
63.5 |
1.0% |
45% |
False |
False |
114,132 |
10 |
6,397.0 |
6,210.5 |
186.5 |
3.0% |
64.0 |
1.0% |
59% |
False |
False |
105,539 |
20 |
6,397.0 |
6,174.0 |
223.0 |
3.5% |
64.0 |
1.0% |
66% |
False |
False |
108,997 |
40 |
6,397.0 |
5,828.5 |
568.5 |
9.0% |
59.0 |
0.9% |
87% |
False |
False |
97,777 |
60 |
6,397.0 |
5,713.0 |
684.0 |
10.8% |
53.5 |
0.8% |
89% |
False |
False |
83,799 |
80 |
6,397.0 |
5,566.0 |
831.0 |
13.1% |
53.0 |
0.8% |
91% |
False |
False |
62,874 |
100 |
6,397.0 |
5,566.0 |
831.0 |
13.1% |
49.0 |
0.8% |
91% |
False |
False |
50,302 |
120 |
6,397.0 |
5,566.0 |
831.0 |
13.1% |
44.0 |
0.7% |
91% |
False |
False |
41,922 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,596.0 |
2.618 |
6,501.5 |
1.618 |
6,443.5 |
1.000 |
6,407.5 |
0.618 |
6,385.5 |
HIGH |
6,349.5 |
0.618 |
6,327.5 |
0.500 |
6,320.5 |
0.382 |
6,313.5 |
LOW |
6,291.5 |
0.618 |
6,255.5 |
1.000 |
6,233.5 |
1.618 |
6,197.5 |
2.618 |
6,139.5 |
4.250 |
6,045.0 |
|
|
Fisher Pivots for day following 22-Feb-2013 |
Pivot |
1 day |
3 day |
R1 |
6,320.5 |
6,328.0 |
PP |
6,320.5 |
6,325.5 |
S1 |
6,320.5 |
6,323.0 |
|