Trading Metrics calculated at close of trading on 21-Feb-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Feb-2013 |
21-Feb-2013 |
Change |
Change % |
Previous Week |
Open |
1,604.2 |
1,564.8 |
-39.4 |
-2.5% |
1,667.9 |
High |
1,609.2 |
1,584.4 |
-24.8 |
-1.5% |
1,670.3 |
Low |
1,558.1 |
1,554.3 |
-3.8 |
-0.2% |
1,596.7 |
Close |
1,578.0 |
1,578.6 |
0.6 |
0.0% |
1,609.5 |
Range |
51.1 |
30.1 |
-21.0 |
-41.1% |
73.6 |
ATR |
21.5 |
22.1 |
0.6 |
2.9% |
0.0 |
Volume |
260,413 |
223,531 |
-36,882 |
-14.2% |
862,406 |
|
Daily Pivots for day following 21-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,662.7 |
1,650.8 |
1,595.2 |
|
R3 |
1,632.6 |
1,620.7 |
1,586.9 |
|
R2 |
1,602.5 |
1,602.5 |
1,584.1 |
|
R1 |
1,590.6 |
1,590.6 |
1,581.4 |
1,596.6 |
PP |
1,572.4 |
1,572.4 |
1,572.4 |
1,575.4 |
S1 |
1,560.5 |
1,560.5 |
1,575.8 |
1,566.5 |
S2 |
1,542.3 |
1,542.3 |
1,573.1 |
|
S3 |
1,512.2 |
1,530.4 |
1,570.3 |
|
S4 |
1,482.1 |
1,500.3 |
1,562.0 |
|
|
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 |
1,650.0 |
1,554.3 |
95.7 |
6.1% |
31.3 |
2.0% |
25% |
False |
True |
227,395 |
10 |
1,683.9 |
1,554.3 |
129.6 |
8.2% |
24.0 |
1.5% |
19% |
False |
True |
184,482 |
20 |
1,688.1 |
1,554.3 |
133.8 |
8.5% |
20.8 |
1.3% |
18% |
False |
True |
151,201 |
40 |
1,699.9 |
1,554.3 |
145.6 |
9.2% |
19.8 |
1.3% |
17% |
False |
True |
83,636 |
60 |
1,756.2 |
1,554.3 |
201.9 |
12.8% |
19.4 |
1.2% |
12% |
False |
True |
56,960 |
80 |
1,757.9 |
1,554.3 |
203.6 |
12.9% |
18.6 |
1.2% |
12% |
False |
True |
43,210 |
100 |
1,801.8 |
1,554.3 |
247.5 |
15.7% |
17.8 |
1.1% |
10% |
False |
True |
34,750 |
120 |
1,801.8 |
1,554.3 |
247.5 |
15.7% |
18.0 |
1.1% |
10% |
False |
True |
29,130 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,712.3 |
2.618 |
1,663.2 |
1.618 |
1,633.1 |
1.000 |
1,614.5 |
0.618 |
1,603.0 |
HIGH |
1,584.4 |
0.618 |
1,572.9 |
0.500 |
1,569.4 |
0.382 |
1,565.8 |
LOW |
1,554.3 |
0.618 |
1,535.7 |
1.000 |
1,524.2 |
1.618 |
1,505.6 |
2.618 |
1,475.5 |
4.250 |
1,426.4 |
|
|
Fisher Pivots for day following 21-Feb-2013 |
Pivot |
1 day |
3 day |
R1 |
1,575.5 |
1,586.6 |
PP |
1,572.4 |
1,583.9 |
S1 |
1,569.4 |
1,581.3 |
|