Trading Metrics calculated at close of trading on 19-Feb-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Feb-2013 |
19-Feb-2013 |
Change |
Change % |
Previous Week |
Open |
1,518.75 |
1,516.00 |
-2.75 |
-0.2% |
1,513.50 |
High |
1,521.75 |
1,529.00 |
7.25 |
0.5% |
1,522.00 |
Low |
1,511.25 |
1,515.25 |
4.00 |
0.3% |
1,508.50 |
Close |
1,517.00 |
1,528.00 |
11.00 |
0.7% |
1,517.00 |
Range |
10.50 |
13.75 |
3.25 |
31.0% |
13.50 |
ATR |
13.03 |
13.08 |
0.05 |
0.4% |
0.00 |
Volume |
1,732,853 |
1,498,369 |
-234,484 |
-13.5% |
6,859,849 |
|
Daily Pivots for day following 19-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,565.25 |
1,560.50 |
1,535.50 |
|
R3 |
1,551.50 |
1,546.75 |
1,531.75 |
|
R2 |
1,537.75 |
1,537.75 |
1,530.50 |
|
R1 |
1,533.00 |
1,533.00 |
1,529.25 |
1,535.50 |
PP |
1,524.00 |
1,524.00 |
1,524.00 |
1,525.25 |
S1 |
1,519.25 |
1,519.25 |
1,526.75 |
1,521.50 |
S2 |
1,510.25 |
1,510.25 |
1,525.50 |
|
S3 |
1,496.50 |
1,505.50 |
1,524.25 |
|
S4 |
1,482.75 |
1,491.75 |
1,520.50 |
|
|
Weekly Pivots for week ending 15-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,556.25 |
1,550.25 |
1,524.50 |
|
R3 |
1,542.75 |
1,536.75 |
1,520.75 |
|
R2 |
1,529.25 |
1,529.25 |
1,519.50 |
|
R1 |
1,523.25 |
1,523.25 |
1,518.25 |
1,526.25 |
PP |
1,515.75 |
1,515.75 |
1,515.75 |
1,517.50 |
S1 |
1,509.75 |
1,509.75 |
1,515.75 |
1,512.75 |
S2 |
1,502.25 |
1,502.25 |
1,514.50 |
|
S3 |
1,488.75 |
1,496.25 |
1,513.25 |
|
S4 |
1,475.25 |
1,482.75 |
1,509.50 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,529.00 |
1,508.50 |
20.50 |
1.3% |
11.00 |
0.7% |
95% |
True |
False |
1,425,660 |
10 |
1,529.00 |
1,492.25 |
36.75 |
2.4% |
12.00 |
0.8% |
97% |
True |
False |
1,524,261 |
20 |
1,529.00 |
1,475.00 |
54.00 |
3.5% |
12.50 |
0.8% |
98% |
True |
False |
1,550,982 |
40 |
1,529.00 |
1,382.25 |
146.75 |
9.6% |
14.75 |
1.0% |
99% |
True |
False |
1,453,754 |
60 |
1,529.00 |
1,370.75 |
158.25 |
10.4% |
14.75 |
1.0% |
99% |
True |
False |
1,134,254 |
80 |
1,529.00 |
1,333.75 |
195.25 |
12.8% |
16.00 |
1.1% |
99% |
True |
False |
851,423 |
100 |
1,529.00 |
1,333.75 |
195.25 |
12.8% |
16.00 |
1.1% |
99% |
True |
False |
681,533 |
120 |
1,529.00 |
1,333.75 |
195.25 |
12.8% |
15.25 |
1.0% |
99% |
True |
False |
568,021 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,587.50 |
2.618 |
1,565.00 |
1.618 |
1,551.25 |
1.000 |
1,542.75 |
0.618 |
1,537.50 |
HIGH |
1,529.00 |
0.618 |
1,523.75 |
0.500 |
1,522.00 |
0.382 |
1,520.50 |
LOW |
1,515.25 |
0.618 |
1,506.75 |
1.000 |
1,501.50 |
1.618 |
1,493.00 |
2.618 |
1,479.25 |
4.250 |
1,456.75 |
|
|
Fisher Pivots for day following 19-Feb-2013 |
Pivot |
1 day |
3 day |
R1 |
1,526.00 |
1,525.25 |
PP |
1,524.00 |
1,522.25 |
S1 |
1,522.00 |
1,519.50 |
|