Trading Metrics calculated at close of trading on 26-Feb-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Feb-2013 |
26-Feb-2013 |
Change |
Change % |
Previous Week |
Open |
6,322.0 |
6,240.5 |
-81.5 |
-1.3% |
6,301.0 |
High |
6,373.0 |
6,276.5 |
-96.5 |
-1.5% |
6,397.0 |
Low |
6,225.0 |
6,219.5 |
-5.5 |
-0.1% |
6,259.0 |
Close |
6,344.0 |
6,254.0 |
-90.0 |
-1.4% |
6,320.5 |
Range |
148.0 |
57.0 |
-91.0 |
-61.5% |
138.0 |
ATR |
70.5 |
74.3 |
3.9 |
5.5% |
0.0 |
Volume |
121,666 |
95,646 |
-26,020 |
-21.4% |
570,663 |
|
Daily Pivots for day following 26-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,421.0 |
6,394.5 |
6,285.5 |
|
R3 |
6,364.0 |
6,337.5 |
6,269.5 |
|
R2 |
6,307.0 |
6,307.0 |
6,264.5 |
|
R1 |
6,280.5 |
6,280.5 |
6,259.0 |
6,294.0 |
PP |
6,250.0 |
6,250.0 |
6,250.0 |
6,256.5 |
S1 |
6,223.5 |
6,223.5 |
6,249.0 |
6,237.0 |
S2 |
6,193.0 |
6,193.0 |
6,243.5 |
|
S3 |
6,136.0 |
6,166.5 |
6,238.5 |
|
S4 |
6,079.0 |
6,109.5 |
6,222.5 |
|
|
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 |
6,219.5 |
177.5 |
2.8% |
81.0 |
1.3% |
19% |
False |
True |
118,428 |
10 |
6,397.0 |
6,219.5 |
177.5 |
2.8% |
71.5 |
1.1% |
19% |
False |
True |
105,008 |
20 |
6,397.0 |
6,174.0 |
223.0 |
3.6% |
69.0 |
1.1% |
36% |
False |
False |
109,042 |
40 |
6,397.0 |
5,866.5 |
530.5 |
8.5% |
61.0 |
1.0% |
73% |
False |
False |
99,620 |
60 |
6,397.0 |
5,813.0 |
584.0 |
9.3% |
55.0 |
0.9% |
76% |
False |
False |
87,407 |
80 |
6,397.0 |
5,566.0 |
831.0 |
13.3% |
54.0 |
0.9% |
83% |
False |
False |
65,589 |
100 |
6,397.0 |
5,566.0 |
831.0 |
13.3% |
50.5 |
0.8% |
83% |
False |
False |
52,475 |
120 |
6,397.0 |
5,566.0 |
831.0 |
13.3% |
45.0 |
0.7% |
83% |
False |
False |
43,733 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,519.0 |
2.618 |
6,425.5 |
1.618 |
6,368.5 |
1.000 |
6,333.5 |
0.618 |
6,311.5 |
HIGH |
6,276.5 |
0.618 |
6,254.5 |
0.500 |
6,248.0 |
0.382 |
6,241.5 |
LOW |
6,219.5 |
0.618 |
6,184.5 |
1.000 |
6,162.5 |
1.618 |
6,127.5 |
2.618 |
6,070.5 |
4.250 |
5,977.0 |
|
|
Fisher Pivots for day following 26-Feb-2013 |
Pivot |
1 day |
3 day |
R1 |
6,252.0 |
6,296.0 |
PP |
6,250.0 |
6,282.0 |
S1 |
6,248.0 |
6,268.0 |
|