Trading Metrics calculated at close of trading on 20-Feb-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Feb-2013 |
20-Feb-2013 |
Change |
Change % |
Previous Week |
Open |
1,610.0 |
1,604.2 |
-5.8 |
-0.4% |
1,667.9 |
High |
1,618.8 |
1,609.2 |
-9.6 |
-0.6% |
1,670.3 |
Low |
1,600.2 |
1,558.1 |
-42.1 |
-2.6% |
1,596.7 |
Close |
1,604.2 |
1,578.0 |
-26.2 |
-1.6% |
1,609.5 |
Range |
18.6 |
51.1 |
32.5 |
174.7% |
73.6 |
ATR |
19.2 |
21.5 |
2.3 |
11.8% |
0.0 |
Volume |
220,226 |
260,413 |
40,187 |
18.2% |
862,406 |
|
Daily Pivots for day following 20-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,735.1 |
1,707.6 |
1,606.1 |
|
R3 |
1,684.0 |
1,656.5 |
1,592.1 |
|
R2 |
1,632.9 |
1,632.9 |
1,587.4 |
|
R1 |
1,605.4 |
1,605.4 |
1,582.7 |
1,593.6 |
PP |
1,581.8 |
1,581.8 |
1,581.8 |
1,575.9 |
S1 |
1,554.3 |
1,554.3 |
1,573.3 |
1,542.5 |
S2 |
1,530.7 |
1,530.7 |
1,568.6 |
|
S3 |
1,479.6 |
1,503.2 |
1,563.9 |
|
S4 |
1,428.5 |
1,452.1 |
1,549.9 |
|
|
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 |
1,558.1 |
96.9 |
6.1% |
28.1 |
1.8% |
21% |
False |
True |
208,859 |
10 |
1,683.9 |
1,558.1 |
125.8 |
8.0% |
22.2 |
1.4% |
16% |
False |
True |
171,845 |
20 |
1,696.9 |
1,558.1 |
138.8 |
8.8% |
19.9 |
1.3% |
14% |
False |
True |
142,016 |
40 |
1,699.9 |
1,558.1 |
141.8 |
9.0% |
19.6 |
1.2% |
14% |
False |
True |
78,120 |
60 |
1,757.9 |
1,558.1 |
199.8 |
12.7% |
19.3 |
1.2% |
10% |
False |
True |
53,289 |
80 |
1,757.9 |
1,558.1 |
199.8 |
12.7% |
18.3 |
1.2% |
10% |
False |
True |
40,431 |
100 |
1,801.8 |
1,558.1 |
243.7 |
15.4% |
17.7 |
1.1% |
8% |
False |
True |
32,531 |
120 |
1,801.8 |
1,558.1 |
243.7 |
15.4% |
17.8 |
1.1% |
8% |
False |
True |
27,269 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,826.4 |
2.618 |
1,743.0 |
1.618 |
1,691.9 |
1.000 |
1,660.3 |
0.618 |
1,640.8 |
HIGH |
1,609.2 |
0.618 |
1,589.7 |
0.500 |
1,583.7 |
0.382 |
1,577.6 |
LOW |
1,558.1 |
0.618 |
1,526.5 |
1.000 |
1,507.0 |
1.618 |
1,475.4 |
2.618 |
1,424.3 |
4.250 |
1,340.9 |
|
|
Fisher Pivots for day following 20-Feb-2013 |
Pivot |
1 day |
3 day |
R1 |
1,583.7 |
1,597.1 |
PP |
1,581.8 |
1,590.7 |
S1 |
1,579.9 |
1,584.4 |
|