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 |
13,876 |
13,985 |
109 |
0.8% |
13,937 |
High |
13,995 |
14,064 |
69 |
0.5% |
14,035 |
Low |
13,876 |
13,746 |
-130 |
-0.9% |
13,811 |
Close |
13,981 |
13,788 |
-193 |
-1.4% |
13,981 |
Range |
119 |
318 |
199 |
167.2% |
224 |
ATR |
112 |
127 |
15 |
13.2% |
0 |
Volume |
136,269 |
222,411 |
86,142 |
63.2% |
555,860 |
|
Daily Pivots for day following 25-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,820 |
14,622 |
13,963 |
|
R3 |
14,502 |
14,304 |
13,876 |
|
R2 |
14,184 |
14,184 |
13,846 |
|
R1 |
13,986 |
13,986 |
13,817 |
13,926 |
PP |
13,866 |
13,866 |
13,866 |
13,836 |
S1 |
13,668 |
13,668 |
13,759 |
13,608 |
S2 |
13,548 |
13,548 |
13,730 |
|
S3 |
13,230 |
13,350 |
13,701 |
|
S4 |
12,912 |
13,032 |
13,613 |
|
|
Weekly Pivots for week ending 22-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,614 |
14,522 |
14,104 |
|
R3 |
14,390 |
14,298 |
14,043 |
|
R2 |
14,166 |
14,166 |
14,022 |
|
R1 |
14,074 |
14,074 |
14,002 |
14,120 |
PP |
13,942 |
13,942 |
13,942 |
13,966 |
S1 |
13,850 |
13,850 |
13,961 |
13,896 |
S2 |
13,718 |
13,718 |
13,940 |
|
S3 |
13,494 |
13,626 |
13,920 |
|
S4 |
13,270 |
13,402 |
13,858 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
14,064 |
13,746 |
318 |
2.3% |
156 |
1.1% |
13% |
True |
True |
155,654 |
10 |
14,064 |
13,746 |
318 |
2.3% |
123 |
0.9% |
13% |
True |
True |
124,238 |
20 |
14,064 |
13,746 |
318 |
2.3% |
117 |
0.8% |
13% |
True |
True |
116,740 |
40 |
14,064 |
12,742 |
1,322 |
9.6% |
123 |
0.9% |
79% |
True |
False |
111,040 |
60 |
14,064 |
12,664 |
1,400 |
10.2% |
124 |
0.9% |
80% |
True |
False |
88,876 |
80 |
14,064 |
12,380 |
1,684 |
12.2% |
126 |
0.9% |
84% |
True |
False |
66,668 |
100 |
14,064 |
12,380 |
1,684 |
12.2% |
115 |
0.8% |
84% |
True |
False |
53,336 |
120 |
14,064 |
12,380 |
1,684 |
12.2% |
105 |
0.8% |
84% |
True |
False |
44,450 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
15,416 |
2.618 |
14,897 |
1.618 |
14,579 |
1.000 |
14,382 |
0.618 |
14,261 |
HIGH |
14,064 |
0.618 |
13,943 |
0.500 |
13,905 |
0.382 |
13,868 |
LOW |
13,746 |
0.618 |
13,550 |
1.000 |
13,428 |
1.618 |
13,232 |
2.618 |
12,914 |
4.250 |
12,395 |
|
|
Fisher Pivots for day following 25-Feb-2013 |
Pivot |
1 day |
3 day |
R1 |
13,905 |
13,905 |
PP |
13,866 |
13,866 |
S1 |
13,827 |
13,827 |
|