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 |
13,985 |
13,773 |
-212 |
-1.5% |
13,937 |
High |
14,064 |
13,900 |
-164 |
-1.2% |
14,035 |
Low |
13,746 |
13,770 |
24 |
0.2% |
13,811 |
Close |
13,788 |
13,859 |
71 |
0.5% |
13,981 |
Range |
318 |
130 |
-188 |
-59.1% |
224 |
ATR |
127 |
127 |
0 |
0.2% |
0 |
Volume |
222,411 |
233,528 |
11,117 |
5.0% |
555,860 |
|
Daily Pivots for day following 26-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,233 |
14,176 |
13,931 |
|
R3 |
14,103 |
14,046 |
13,895 |
|
R2 |
13,973 |
13,973 |
13,883 |
|
R1 |
13,916 |
13,916 |
13,871 |
13,945 |
PP |
13,843 |
13,843 |
13,843 |
13,857 |
S1 |
13,786 |
13,786 |
13,847 |
13,815 |
S2 |
13,713 |
13,713 |
13,835 |
|
S3 |
13,583 |
13,656 |
13,823 |
|
S4 |
13,453 |
13,526 |
13,788 |
|
|
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% |
164 |
1.2% |
36% |
False |
False |
181,956 |
10 |
14,064 |
13,746 |
318 |
2.3% |
128 |
0.9% |
36% |
False |
False |
139,123 |
20 |
14,064 |
13,746 |
318 |
2.3% |
121 |
0.9% |
36% |
False |
False |
124,244 |
40 |
14,064 |
12,742 |
1,322 |
9.5% |
121 |
0.9% |
84% |
False |
False |
113,715 |
60 |
14,064 |
12,742 |
1,322 |
9.5% |
123 |
0.9% |
84% |
False |
False |
92,766 |
80 |
14,064 |
12,380 |
1,684 |
12.2% |
128 |
0.9% |
88% |
False |
False |
69,588 |
100 |
14,064 |
12,380 |
1,684 |
12.2% |
116 |
0.8% |
88% |
False |
False |
55,672 |
120 |
14,064 |
12,380 |
1,684 |
12.2% |
105 |
0.8% |
88% |
False |
False |
46,396 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
14,453 |
2.618 |
14,240 |
1.618 |
14,110 |
1.000 |
14,030 |
0.618 |
13,980 |
HIGH |
13,900 |
0.618 |
13,850 |
0.500 |
13,835 |
0.382 |
13,820 |
LOW |
13,770 |
0.618 |
13,690 |
1.000 |
13,640 |
1.618 |
13,560 |
2.618 |
13,430 |
4.250 |
13,218 |
|
|
Fisher Pivots for day following 26-Feb-2013 |
Pivot |
1 day |
3 day |
R1 |
13,851 |
13,905 |
PP |
13,843 |
13,890 |
S1 |
13,835 |
13,874 |
|