Trading Metrics calculated at close of trading on 25-Feb-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Feb-2013 |
25-Feb-2013 |
Change |
Change % |
Previous Week |
Open |
6,295.0 |
6,322.0 |
27.0 |
0.4% |
6,301.0 |
High |
6,349.5 |
6,373.0 |
23.5 |
0.4% |
6,397.0 |
Low |
6,291.5 |
6,225.0 |
-66.5 |
-1.1% |
6,259.0 |
Close |
6,320.5 |
6,344.0 |
23.5 |
0.4% |
6,320.5 |
Range |
58.0 |
148.0 |
90.0 |
155.2% |
138.0 |
ATR |
64.5 |
70.5 |
6.0 |
9.2% |
0.0 |
Volume |
143,384 |
121,666 |
-21,718 |
-15.1% |
570,663 |
|
Daily Pivots for day following 25-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,758.0 |
6,699.0 |
6,425.5 |
|
R3 |
6,610.0 |
6,551.0 |
6,384.5 |
|
R2 |
6,462.0 |
6,462.0 |
6,371.0 |
|
R1 |
6,403.0 |
6,403.0 |
6,357.5 |
6,432.5 |
PP |
6,314.0 |
6,314.0 |
6,314.0 |
6,329.0 |
S1 |
6,255.0 |
6,255.0 |
6,330.5 |
6,284.5 |
S2 |
6,166.0 |
6,166.0 |
6,317.0 |
|
S3 |
6,018.0 |
6,107.0 |
6,303.5 |
|
S4 |
5,870.0 |
5,959.0 |
6,262.5 |
|
|
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 |
6,225.0 |
172.0 |
2.7% |
87.5 |
1.4% |
69% |
False |
True |
119,386 |
10 |
6,397.0 |
6,218.0 |
179.0 |
2.8% |
74.5 |
1.2% |
70% |
False |
False |
107,636 |
20 |
6,397.0 |
6,174.0 |
223.0 |
3.5% |
69.5 |
1.1% |
76% |
False |
False |
110,037 |
40 |
6,397.0 |
5,828.5 |
568.5 |
9.0% |
60.5 |
1.0% |
91% |
False |
False |
100,311 |
60 |
6,397.0 |
5,780.0 |
617.0 |
9.7% |
55.0 |
0.9% |
91% |
False |
False |
85,821 |
80 |
6,397.0 |
5,566.0 |
831.0 |
13.1% |
54.0 |
0.9% |
94% |
False |
False |
64,394 |
100 |
6,397.0 |
5,566.0 |
831.0 |
13.1% |
50.0 |
0.8% |
94% |
False |
False |
51,519 |
120 |
6,397.0 |
5,566.0 |
831.0 |
13.1% |
45.0 |
0.7% |
94% |
False |
False |
42,936 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,002.0 |
2.618 |
6,760.5 |
1.618 |
6,612.5 |
1.000 |
6,521.0 |
0.618 |
6,464.5 |
HIGH |
6,373.0 |
0.618 |
6,316.5 |
0.500 |
6,299.0 |
0.382 |
6,281.5 |
LOW |
6,225.0 |
0.618 |
6,133.5 |
1.000 |
6,077.0 |
1.618 |
5,985.5 |
2.618 |
5,837.5 |
4.250 |
5,596.0 |
|
|
Fisher Pivots for day following 25-Feb-2013 |
Pivot |
1 day |
3 day |
R1 |
6,329.0 |
6,329.0 |
PP |
6,314.0 |
6,314.0 |
S1 |
6,299.0 |
6,299.0 |
|