Trading Metrics calculated at close of trading on 27-Feb-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Feb-2013 |
27-Feb-2013 |
Change |
Change % |
Previous Week |
Open |
1,485.50 |
1,493.25 |
7.75 |
0.5% |
1,516.00 |
High |
1,497.75 |
1,519.25 |
21.50 |
1.4% |
1,530.00 |
Low |
1,482.75 |
1,490.00 |
7.25 |
0.5% |
1,495.00 |
Close |
1,492.50 |
1,515.75 |
23.25 |
1.6% |
1,514.50 |
Range |
15.00 |
29.25 |
14.25 |
95.0% |
35.00 |
ATR |
15.89 |
16.85 |
0.95 |
6.0% |
0.00 |
Volume |
2,933,833 |
2,458,935 |
-474,898 |
-16.2% |
7,791,781 |
|
Daily Pivots for day following 27-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,596.00 |
1,585.25 |
1,531.75 |
|
R3 |
1,566.75 |
1,556.00 |
1,523.75 |
|
R2 |
1,537.50 |
1,537.50 |
1,521.00 |
|
R1 |
1,526.75 |
1,526.75 |
1,518.50 |
1,532.00 |
PP |
1,508.25 |
1,508.25 |
1,508.25 |
1,511.00 |
S1 |
1,497.50 |
1,497.50 |
1,513.00 |
1,503.00 |
S2 |
1,479.00 |
1,479.00 |
1,510.50 |
|
S3 |
1,449.75 |
1,468.25 |
1,507.75 |
|
S4 |
1,420.50 |
1,439.00 |
1,499.75 |
|
|
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 |
1,524.50 |
1,481.75 |
42.75 |
2.8% |
23.00 |
1.5% |
80% |
False |
False |
2,552,191 |
10 |
1,530.00 |
1,481.75 |
48.25 |
3.2% |
18.25 |
1.2% |
70% |
False |
False |
2,064,942 |
20 |
1,530.00 |
1,481.75 |
48.25 |
3.2% |
15.50 |
1.0% |
70% |
False |
False |
1,850,257 |
40 |
1,530.00 |
1,383.50 |
146.50 |
9.7% |
14.75 |
1.0% |
90% |
False |
False |
1,643,538 |
60 |
1,530.00 |
1,382.25 |
147.75 |
9.7% |
15.50 |
1.0% |
90% |
False |
False |
1,379,841 |
80 |
1,530.00 |
1,333.75 |
196.25 |
12.9% |
16.75 |
1.1% |
93% |
False |
False |
1,036,113 |
100 |
1,530.00 |
1,333.75 |
196.25 |
12.9% |
16.50 |
1.1% |
93% |
False |
False |
829,115 |
120 |
1,530.00 |
1,333.75 |
196.25 |
12.9% |
16.00 |
1.1% |
93% |
False |
False |
691,160 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,643.50 |
2.618 |
1,595.75 |
1.618 |
1,566.50 |
1.000 |
1,548.50 |
0.618 |
1,537.25 |
HIGH |
1,519.25 |
0.618 |
1,508.00 |
0.500 |
1,504.50 |
0.382 |
1,501.25 |
LOW |
1,490.00 |
0.618 |
1,472.00 |
1.000 |
1,460.75 |
1.618 |
1,442.75 |
2.618 |
1,413.50 |
4.250 |
1,365.75 |
|
|
Fisher Pivots for day following 27-Feb-2013 |
Pivot |
1 day |
3 day |
R1 |
1,512.00 |
1,511.50 |
PP |
1,508.25 |
1,507.25 |
S1 |
1,504.50 |
1,503.00 |
|