Trading Metrics calculated at close of trading on 28-Feb-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Feb-2013 |
28-Feb-2013 |
Change |
Change % |
Previous Week |
Open |
1,493.25 |
1,516.25 |
23.00 |
1.5% |
1,516.00 |
High |
1,519.25 |
1,524.50 |
5.25 |
0.3% |
1,530.00 |
Low |
1,490.00 |
1,508.75 |
18.75 |
1.3% |
1,495.00 |
Close |
1,515.75 |
1,513.25 |
-2.50 |
-0.2% |
1,514.50 |
Range |
29.25 |
15.75 |
-13.50 |
-46.2% |
35.00 |
ATR |
16.85 |
16.77 |
-0.08 |
-0.5% |
0.00 |
Volume |
2,458,935 |
2,199,825 |
-259,110 |
-10.5% |
7,791,781 |
|
Daily Pivots for day following 28-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,562.75 |
1,553.75 |
1,522.00 |
|
R3 |
1,547.00 |
1,538.00 |
1,517.50 |
|
R2 |
1,531.25 |
1,531.25 |
1,516.25 |
|
R1 |
1,522.25 |
1,522.25 |
1,514.75 |
1,519.00 |
PP |
1,515.50 |
1,515.50 |
1,515.50 |
1,513.75 |
S1 |
1,506.50 |
1,506.50 |
1,511.75 |
1,503.00 |
S2 |
1,499.75 |
1,499.75 |
1,510.25 |
|
S3 |
1,484.00 |
1,490.75 |
1,509.00 |
|
S4 |
1,468.25 |
1,475.00 |
1,504.50 |
|
|
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% |
23.25 |
1.5% |
74% |
True |
False |
2,489,981 |
10 |
1,530.00 |
1,481.75 |
48.25 |
3.2% |
19.00 |
1.2% |
65% |
False |
False |
2,158,003 |
20 |
1,530.00 |
1,481.75 |
48.25 |
3.2% |
15.75 |
1.0% |
65% |
False |
False |
1,870,328 |
40 |
1,530.00 |
1,438.25 |
91.75 |
6.1% |
14.00 |
0.9% |
82% |
False |
False |
1,661,529 |
60 |
1,530.00 |
1,382.25 |
147.75 |
9.8% |
15.75 |
1.0% |
89% |
False |
False |
1,416,367 |
80 |
1,530.00 |
1,333.75 |
196.25 |
13.0% |
16.50 |
1.1% |
91% |
False |
False |
1,063,560 |
100 |
1,530.00 |
1,333.75 |
196.25 |
13.0% |
16.50 |
1.1% |
91% |
False |
False |
851,103 |
120 |
1,530.00 |
1,333.75 |
196.25 |
13.0% |
16.00 |
1.1% |
91% |
False |
False |
709,490 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,591.50 |
2.618 |
1,565.75 |
1.618 |
1,550.00 |
1.000 |
1,540.25 |
0.618 |
1,534.25 |
HIGH |
1,524.50 |
0.618 |
1,518.50 |
0.500 |
1,516.50 |
0.382 |
1,514.75 |
LOW |
1,508.75 |
0.618 |
1,499.00 |
1.000 |
1,493.00 |
1.618 |
1,483.25 |
2.618 |
1,467.50 |
4.250 |
1,441.75 |
|
|
Fisher Pivots for day following 28-Feb-2013 |
Pivot |
1 day |
3 day |
R1 |
1,516.50 |
1,510.00 |
PP |
1,515.50 |
1,506.75 |
S1 |
1,514.50 |
1,503.50 |
|