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 |
1,502.25 |
1,515.50 |
13.25 |
0.9% |
1,516.00 |
High |
1,515.00 |
1,524.50 |
9.50 |
0.6% |
1,530.00 |
Low |
1,502.00 |
1,481.75 |
-20.25 |
-1.3% |
1,495.00 |
Close |
1,514.50 |
1,487.25 |
-27.25 |
-1.8% |
1,514.50 |
Range |
13.00 |
42.75 |
29.75 |
228.8% |
35.00 |
ATR |
13.90 |
15.96 |
2.06 |
14.8% |
0.00 |
Volume |
1,763,806 |
3,093,507 |
1,329,701 |
75.4% |
7,791,781 |
|
Daily Pivots for day following 25-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,626.00 |
1,599.50 |
1,510.75 |
|
R3 |
1,583.25 |
1,556.75 |
1,499.00 |
|
R2 |
1,540.50 |
1,540.50 |
1,495.00 |
|
R1 |
1,514.00 |
1,514.00 |
1,491.25 |
1,506.00 |
PP |
1,497.75 |
1,497.75 |
1,497.75 |
1,493.75 |
S1 |
1,471.25 |
1,471.25 |
1,483.25 |
1,463.00 |
S2 |
1,455.00 |
1,455.00 |
1,479.50 |
|
S3 |
1,412.25 |
1,428.50 |
1,475.50 |
|
S4 |
1,369.50 |
1,385.75 |
1,463.75 |
|
|
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 |
1,481.75 |
48.25 |
3.2% |
21.50 |
1.4% |
11% |
False |
True |
2,177,057 |
10 |
1,530.00 |
1,481.75 |
48.25 |
3.2% |
15.50 |
1.0% |
11% |
False |
True |
1,774,513 |
20 |
1,530.00 |
1,481.75 |
48.25 |
3.2% |
14.50 |
1.0% |
11% |
False |
True |
1,715,965 |
40 |
1,530.00 |
1,382.25 |
147.75 |
9.9% |
15.00 |
1.0% |
71% |
False |
False |
1,572,023 |
60 |
1,530.00 |
1,376.50 |
153.50 |
10.3% |
15.50 |
1.0% |
72% |
False |
False |
1,290,370 |
80 |
1,530.00 |
1,333.75 |
196.25 |
13.2% |
16.50 |
1.1% |
78% |
False |
False |
968,709 |
100 |
1,530.00 |
1,333.75 |
196.25 |
13.2% |
16.25 |
1.1% |
78% |
False |
False |
775,244 |
120 |
1,530.00 |
1,333.75 |
196.25 |
13.2% |
15.75 |
1.1% |
78% |
False |
False |
646,232 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,706.25 |
2.618 |
1,636.50 |
1.618 |
1,593.75 |
1.000 |
1,567.25 |
0.618 |
1,551.00 |
HIGH |
1,524.50 |
0.618 |
1,508.25 |
0.500 |
1,503.00 |
0.382 |
1,498.00 |
LOW |
1,481.75 |
0.618 |
1,455.25 |
1.000 |
1,439.00 |
1.618 |
1,412.50 |
2.618 |
1,369.75 |
4.250 |
1,300.00 |
|
|
Fisher Pivots for day following 25-Feb-2013 |
Pivot |
1 day |
3 day |
R1 |
1,503.00 |
1,503.00 |
PP |
1,497.75 |
1,497.75 |
S1 |
1,492.50 |
1,492.50 |
|