Trading Metrics calculated at close of trading on 19-Feb-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Feb-2013 |
19-Feb-2013 |
Change |
Change % |
Previous Week |
Open |
1,634.2 |
1,610.0 |
-24.2 |
-1.5% |
1,667.9 |
High |
1,636.0 |
1,618.8 |
-17.2 |
-1.1% |
1,670.3 |
Low |
1,596.7 |
1,600.2 |
3.5 |
0.2% |
1,596.7 |
Close |
1,609.5 |
1,604.2 |
-5.3 |
-0.3% |
1,609.5 |
Range |
39.3 |
18.6 |
-20.7 |
-52.7% |
73.6 |
ATR |
19.3 |
19.2 |
0.0 |
-0.3% |
0.0 |
Volume |
258,379 |
220,226 |
-38,153 |
-14.8% |
862,406 |
|
Daily Pivots for day following 19-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,663.5 |
1,652.5 |
1,614.4 |
|
R3 |
1,644.9 |
1,633.9 |
1,609.3 |
|
R2 |
1,626.3 |
1,626.3 |
1,607.6 |
|
R1 |
1,615.3 |
1,615.3 |
1,605.9 |
1,611.5 |
PP |
1,607.7 |
1,607.7 |
1,607.7 |
1,605.9 |
S1 |
1,596.7 |
1,596.7 |
1,602.5 |
1,592.9 |
S2 |
1,589.1 |
1,589.1 |
1,600.8 |
|
S3 |
1,570.5 |
1,578.1 |
1,599.1 |
|
S4 |
1,551.9 |
1,559.5 |
1,594.0 |
|
|
Weekly Pivots for week ending 15-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,846.3 |
1,801.5 |
1,650.0 |
|
R3 |
1,772.7 |
1,727.9 |
1,629.7 |
|
R2 |
1,699.1 |
1,699.1 |
1,623.0 |
|
R1 |
1,654.3 |
1,654.3 |
1,616.2 |
1,639.9 |
PP |
1,625.5 |
1,625.5 |
1,625.5 |
1,618.3 |
S1 |
1,580.7 |
1,580.7 |
1,602.8 |
1,566.3 |
S2 |
1,551.9 |
1,551.9 |
1,596.0 |
|
S3 |
1,478.3 |
1,507.1 |
1,589.3 |
|
S4 |
1,404.7 |
1,433.5 |
1,569.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,655.0 |
1,596.7 |
58.3 |
3.6% |
20.8 |
1.3% |
13% |
False |
False |
184,192 |
10 |
1,687.0 |
1,596.7 |
90.3 |
5.6% |
19.1 |
1.2% |
8% |
False |
False |
161,219 |
20 |
1,698.0 |
1,596.7 |
101.3 |
6.3% |
17.9 |
1.1% |
7% |
False |
False |
130,441 |
40 |
1,699.9 |
1,596.7 |
103.2 |
6.4% |
19.2 |
1.2% |
7% |
False |
False |
71,907 |
60 |
1,757.9 |
1,596.7 |
161.2 |
10.0% |
18.6 |
1.2% |
5% |
False |
False |
48,994 |
80 |
1,757.9 |
1,596.7 |
161.2 |
10.0% |
17.9 |
1.1% |
5% |
False |
False |
37,183 |
100 |
1,801.8 |
1,596.7 |
205.1 |
12.8% |
17.5 |
1.1% |
4% |
False |
False |
29,935 |
120 |
1,801.8 |
1,596.7 |
205.1 |
12.8% |
17.5 |
1.1% |
4% |
False |
False |
25,100 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,697.9 |
2.618 |
1,667.5 |
1.618 |
1,648.9 |
1.000 |
1,637.4 |
0.618 |
1,630.3 |
HIGH |
1,618.8 |
0.618 |
1,611.7 |
0.500 |
1,609.5 |
0.382 |
1,607.3 |
LOW |
1,600.2 |
0.618 |
1,588.7 |
1.000 |
1,581.6 |
1.618 |
1,570.1 |
2.618 |
1,551.5 |
4.250 |
1,521.2 |
|
|
Fisher Pivots for day following 19-Feb-2013 |
Pivot |
1 day |
3 day |
R1 |
1,609.5 |
1,623.4 |
PP |
1,607.7 |
1,617.0 |
S1 |
1,606.0 |
1,610.6 |
|