Trading Metrics calculated at close of trading on 22-Feb-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Feb-2013 |
22-Feb-2013 |
Change |
Change % |
Previous Week |
Open |
1,564.8 |
1,577.0 |
12.2 |
0.8% |
1,610.0 |
High |
1,584.4 |
1,587.0 |
2.6 |
0.2% |
1,618.8 |
Low |
1,554.3 |
1,569.3 |
15.0 |
1.0% |
1,554.3 |
Close |
1,578.6 |
1,572.8 |
-5.8 |
-0.4% |
1,572.8 |
Range |
30.1 |
17.7 |
-12.4 |
-41.2% |
64.5 |
ATR |
22.1 |
21.8 |
-0.3 |
-1.4% |
0.0 |
Volume |
223,531 |
142,206 |
-81,325 |
-36.4% |
846,376 |
|
Daily Pivots for day following 22-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,629.5 |
1,618.8 |
1,582.5 |
|
R3 |
1,611.8 |
1,601.1 |
1,577.7 |
|
R2 |
1,594.1 |
1,594.1 |
1,576.0 |
|
R1 |
1,583.4 |
1,583.4 |
1,574.4 |
1,579.9 |
PP |
1,576.4 |
1,576.4 |
1,576.4 |
1,574.6 |
S1 |
1,565.7 |
1,565.7 |
1,571.2 |
1,562.2 |
S2 |
1,558.7 |
1,558.7 |
1,569.6 |
|
S3 |
1,541.0 |
1,548.0 |
1,567.9 |
|
S4 |
1,523.3 |
1,530.3 |
1,563.1 |
|
|
Weekly Pivots for week ending 22-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,775.5 |
1,738.6 |
1,608.3 |
|
R3 |
1,711.0 |
1,674.1 |
1,590.5 |
|
R2 |
1,646.5 |
1,646.5 |
1,584.6 |
|
R1 |
1,609.6 |
1,609.6 |
1,578.7 |
1,595.8 |
PP |
1,582.0 |
1,582.0 |
1,582.0 |
1,575.1 |
S1 |
1,545.1 |
1,545.1 |
1,566.9 |
1,531.3 |
S2 |
1,517.5 |
1,517.5 |
1,561.0 |
|
S3 |
1,453.0 |
1,480.6 |
1,555.1 |
|
S4 |
1,388.5 |
1,416.1 |
1,537.3 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,636.0 |
1,554.3 |
81.7 |
5.2% |
31.4 |
2.0% |
23% |
False |
False |
220,951 |
10 |
1,674.3 |
1,554.3 |
120.0 |
7.6% |
23.8 |
1.5% |
15% |
False |
False |
180,352 |
20 |
1,687.0 |
1,554.3 |
132.7 |
8.4% |
20.6 |
1.3% |
14% |
False |
False |
156,185 |
40 |
1,699.9 |
1,554.3 |
145.6 |
9.3% |
19.9 |
1.3% |
13% |
False |
False |
87,120 |
60 |
1,755.9 |
1,554.3 |
201.6 |
12.8% |
19.6 |
1.2% |
9% |
False |
False |
59,317 |
80 |
1,757.9 |
1,554.3 |
203.6 |
12.9% |
18.6 |
1.2% |
9% |
False |
False |
44,970 |
100 |
1,801.8 |
1,554.3 |
247.5 |
15.7% |
17.8 |
1.1% |
7% |
False |
False |
36,162 |
120 |
1,801.8 |
1,554.3 |
247.5 |
15.7% |
18.0 |
1.1% |
7% |
False |
False |
30,311 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,662.2 |
2.618 |
1,633.3 |
1.618 |
1,615.6 |
1.000 |
1,604.7 |
0.618 |
1,597.9 |
HIGH |
1,587.0 |
0.618 |
1,580.2 |
0.500 |
1,578.2 |
0.382 |
1,576.1 |
LOW |
1,569.3 |
0.618 |
1,558.4 |
1.000 |
1,551.6 |
1.618 |
1,540.7 |
2.618 |
1,523.0 |
4.250 |
1,494.1 |
|
|
Fisher Pivots for day following 22-Feb-2013 |
Pivot |
1 day |
3 day |
R1 |
1,578.2 |
1,581.8 |
PP |
1,576.4 |
1,578.8 |
S1 |
1,574.6 |
1,575.8 |
|