Trading Metrics calculated at close of trading on 22-Feb-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Feb-2013 |
22-Feb-2013 |
Change |
Change % |
Previous Week |
Open |
1,507.75 |
1,502.25 |
-5.50 |
-0.4% |
1,516.00 |
High |
1,509.75 |
1,515.00 |
5.25 |
0.3% |
1,530.00 |
Low |
1,495.00 |
1,502.00 |
7.00 |
0.5% |
1,495.00 |
Close |
1,501.00 |
1,514.50 |
13.50 |
0.9% |
1,514.50 |
Range |
14.75 |
13.00 |
-1.75 |
-11.9% |
35.00 |
ATR |
13.89 |
13.90 |
0.01 |
0.1% |
0.00 |
Volume |
2,510,874 |
1,763,806 |
-747,068 |
-29.8% |
7,791,781 |
|
Daily Pivots for day following 22-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,549.50 |
1,545.00 |
1,521.75 |
|
R3 |
1,536.50 |
1,532.00 |
1,518.00 |
|
R2 |
1,523.50 |
1,523.50 |
1,517.00 |
|
R1 |
1,519.00 |
1,519.00 |
1,515.75 |
1,521.25 |
PP |
1,510.50 |
1,510.50 |
1,510.50 |
1,511.50 |
S1 |
1,506.00 |
1,506.00 |
1,513.25 |
1,508.25 |
S2 |
1,497.50 |
1,497.50 |
1,512.00 |
|
S3 |
1,484.50 |
1,493.00 |
1,511.00 |
|
S4 |
1,471.50 |
1,480.00 |
1,507.25 |
|
|
Weekly Pivots for week ending 22-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,618.25 |
1,601.25 |
1,533.75 |
|
R3 |
1,583.25 |
1,566.25 |
1,524.00 |
|
R2 |
1,548.25 |
1,548.25 |
1,521.00 |
|
R1 |
1,531.25 |
1,531.25 |
1,517.75 |
1,522.25 |
PP |
1,513.25 |
1,513.25 |
1,513.25 |
1,508.50 |
S1 |
1,496.25 |
1,496.25 |
1,511.25 |
1,487.25 |
S2 |
1,478.25 |
1,478.25 |
1,508.00 |
|
S3 |
1,443.25 |
1,461.25 |
1,505.00 |
|
S4 |
1,408.25 |
1,426.25 |
1,495.25 |
|
|
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% |
15.00 |
1.0% |
56% |
False |
False |
1,904,926 |
10 |
1,530.00 |
1,495.00 |
35.00 |
2.3% |
12.50 |
0.8% |
56% |
False |
False |
1,607,965 |
20 |
1,530.00 |
1,486.75 |
43.25 |
2.9% |
13.00 |
0.9% |
64% |
False |
False |
1,640,882 |
40 |
1,530.00 |
1,382.25 |
147.75 |
9.8% |
14.25 |
0.9% |
90% |
False |
False |
1,509,140 |
60 |
1,530.00 |
1,376.50 |
153.50 |
10.1% |
15.00 |
1.0% |
90% |
False |
False |
1,238,894 |
80 |
1,530.00 |
1,333.75 |
196.25 |
13.0% |
16.25 |
1.1% |
92% |
False |
False |
930,055 |
100 |
1,530.00 |
1,333.75 |
196.25 |
13.0% |
16.25 |
1.1% |
92% |
False |
False |
744,406 |
120 |
1,530.00 |
1,333.75 |
196.25 |
13.0% |
15.50 |
1.0% |
92% |
False |
False |
620,466 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,570.25 |
2.618 |
1,549.00 |
1.618 |
1,536.00 |
1.000 |
1,528.00 |
0.618 |
1,523.00 |
HIGH |
1,515.00 |
0.618 |
1,510.00 |
0.500 |
1,508.50 |
0.382 |
1,507.00 |
LOW |
1,502.00 |
0.618 |
1,494.00 |
1.000 |
1,489.00 |
1.618 |
1,481.00 |
2.618 |
1,468.00 |
4.250 |
1,446.75 |
|
|
Fisher Pivots for day following 22-Feb-2013 |
Pivot |
1 day |
3 day |
R1 |
1,512.50 |
1,513.75 |
PP |
1,510.50 |
1,513.25 |
S1 |
1,508.50 |
1,512.50 |
|