Trading Metrics calculated at close of trading on 21-Feb-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Feb-2013 |
21-Feb-2013 |
Change |
Change % |
Previous Week |
Open |
1,528.75 |
1,507.75 |
-21.00 |
-1.4% |
1,513.50 |
High |
1,530.00 |
1,509.75 |
-20.25 |
-1.3% |
1,522.00 |
Low |
1,506.50 |
1,495.00 |
-11.50 |
-0.8% |
1,508.50 |
Close |
1,507.00 |
1,501.00 |
-6.00 |
-0.4% |
1,517.00 |
Range |
23.50 |
14.75 |
-8.75 |
-37.2% |
13.50 |
ATR |
13.82 |
13.89 |
0.07 |
0.5% |
0.00 |
Volume |
2,018,732 |
2,510,874 |
492,142 |
24.4% |
6,859,849 |
|
Daily Pivots for day following 21-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,546.25 |
1,538.25 |
1,509.00 |
|
R3 |
1,531.50 |
1,523.50 |
1,505.00 |
|
R2 |
1,516.75 |
1,516.75 |
1,503.75 |
|
R1 |
1,508.75 |
1,508.75 |
1,502.25 |
1,505.50 |
PP |
1,502.00 |
1,502.00 |
1,502.00 |
1,500.25 |
S1 |
1,494.00 |
1,494.00 |
1,499.75 |
1,490.50 |
S2 |
1,487.25 |
1,487.25 |
1,498.25 |
|
S3 |
1,472.50 |
1,479.25 |
1,497.00 |
|
S4 |
1,457.75 |
1,464.50 |
1,493.00 |
|
|
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 |
1,530.00 |
1,495.00 |
35.00 |
2.3% |
14.75 |
1.0% |
17% |
False |
True |
1,826,026 |
10 |
1,530.00 |
1,494.50 |
35.50 |
2.4% |
12.75 |
0.9% |
18% |
False |
False |
1,627,653 |
20 |
1,530.00 |
1,482.75 |
47.25 |
3.1% |
13.25 |
0.9% |
39% |
False |
False |
1,644,114 |
40 |
1,530.00 |
1,382.25 |
147.75 |
9.8% |
14.25 |
0.9% |
80% |
False |
False |
1,472,998 |
60 |
1,530.00 |
1,376.50 |
153.50 |
10.2% |
15.00 |
1.0% |
81% |
False |
False |
1,209,559 |
80 |
1,530.00 |
1,333.75 |
196.25 |
13.1% |
16.25 |
1.1% |
85% |
False |
False |
908,021 |
100 |
1,530.00 |
1,333.75 |
196.25 |
13.1% |
16.25 |
1.1% |
85% |
False |
False |
726,808 |
120 |
1,530.00 |
1,333.75 |
196.25 |
13.1% |
15.50 |
1.0% |
85% |
False |
False |
605,768 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,572.50 |
2.618 |
1,548.25 |
1.618 |
1,533.50 |
1.000 |
1,524.50 |
0.618 |
1,518.75 |
HIGH |
1,509.75 |
0.618 |
1,504.00 |
0.500 |
1,502.50 |
0.382 |
1,500.75 |
LOW |
1,495.00 |
0.618 |
1,486.00 |
1.000 |
1,480.25 |
1.618 |
1,471.25 |
2.618 |
1,456.50 |
4.250 |
1,432.25 |
|
|
Fisher Pivots for day following 21-Feb-2013 |
Pivot |
1 day |
3 day |
R1 |
1,502.50 |
1,512.50 |
PP |
1,502.00 |
1,508.75 |
S1 |
1,501.50 |
1,504.75 |
|