Trading Metrics calculated at close of trading on 28-Feb-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Feb-2013 |
28-Feb-2013 |
Change |
Change % |
Previous Week |
Open |
6,263.5 |
6,350.0 |
86.5 |
1.4% |
6,301.0 |
High |
6,356.0 |
6,368.0 |
12.0 |
0.2% |
6,397.0 |
Low |
6,250.0 |
6,315.0 |
65.0 |
1.0% |
6,259.0 |
Close |
6,317.5 |
6,358.5 |
41.0 |
0.6% |
6,320.5 |
Range |
106.0 |
53.0 |
-53.0 |
-50.0% |
138.0 |
ATR |
76.6 |
74.9 |
-1.7 |
-2.2% |
0.0 |
Volume |
105,983 |
112,865 |
6,882 |
6.5% |
570,663 |
|
Daily Pivots for day following 28-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,506.0 |
6,485.5 |
6,387.5 |
|
R3 |
6,453.0 |
6,432.5 |
6,373.0 |
|
R2 |
6,400.0 |
6,400.0 |
6,368.0 |
|
R1 |
6,379.5 |
6,379.5 |
6,363.5 |
6,390.0 |
PP |
6,347.0 |
6,347.0 |
6,347.0 |
6,352.5 |
S1 |
6,326.5 |
6,326.5 |
6,353.5 |
6,337.0 |
S2 |
6,294.0 |
6,294.0 |
6,349.0 |
|
S3 |
6,241.0 |
6,273.5 |
6,344.0 |
|
S4 |
6,188.0 |
6,220.5 |
6,329.5 |
|
|
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 |
6,373.0 |
6,219.5 |
153.5 |
2.4% |
84.5 |
1.3% |
91% |
False |
False |
115,908 |
10 |
6,397.0 |
6,219.5 |
177.5 |
2.8% |
73.0 |
1.1% |
78% |
False |
False |
105,983 |
20 |
6,397.0 |
6,174.0 |
223.0 |
3.5% |
73.0 |
1.1% |
83% |
False |
False |
107,127 |
40 |
6,397.0 |
5,990.5 |
406.5 |
6.4% |
60.5 |
0.9% |
91% |
False |
False |
100,491 |
60 |
6,397.0 |
5,813.0 |
584.0 |
9.2% |
56.0 |
0.9% |
93% |
False |
False |
91,041 |
80 |
6,397.0 |
5,566.0 |
831.0 |
13.1% |
55.0 |
0.9% |
95% |
False |
False |
68,322 |
100 |
6,397.0 |
5,566.0 |
831.0 |
13.1% |
51.5 |
0.8% |
95% |
False |
False |
54,663 |
120 |
6,397.0 |
5,566.0 |
831.0 |
13.1% |
46.5 |
0.7% |
95% |
False |
False |
45,556 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,593.0 |
2.618 |
6,507.0 |
1.618 |
6,454.0 |
1.000 |
6,421.0 |
0.618 |
6,401.0 |
HIGH |
6,368.0 |
0.618 |
6,348.0 |
0.500 |
6,341.5 |
0.382 |
6,335.0 |
LOW |
6,315.0 |
0.618 |
6,282.0 |
1.000 |
6,262.0 |
1.618 |
6,229.0 |
2.618 |
6,176.0 |
4.250 |
6,090.0 |
|
|
Fisher Pivots for day following 28-Feb-2013 |
Pivot |
1 day |
3 day |
R1 |
6,353.0 |
6,337.0 |
PP |
6,347.0 |
6,315.5 |
S1 |
6,341.5 |
6,294.0 |
|