Trading Metrics calculated at close of trading on 26-Feb-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Feb-2013 |
26-Feb-2013 |
Change |
Change % |
Previous Week |
Open |
1,579.7 |
1,592.7 |
13.0 |
0.8% |
1,610.0 |
High |
1,596.5 |
1,619.7 |
23.2 |
1.5% |
1,618.8 |
Low |
1,574.7 |
1,583.7 |
9.0 |
0.6% |
1,554.3 |
Close |
1,586.6 |
1,615.5 |
28.9 |
1.8% |
1,572.8 |
Range |
21.8 |
36.0 |
14.2 |
65.1% |
64.5 |
ATR |
21.9 |
22.9 |
1.0 |
4.6% |
0.0 |
Volume |
164,113 |
254,857 |
90,744 |
55.3% |
846,376 |
|
Daily Pivots for day following 26-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,714.3 |
1,700.9 |
1,635.3 |
|
R3 |
1,678.3 |
1,664.9 |
1,625.4 |
|
R2 |
1,642.3 |
1,642.3 |
1,622.1 |
|
R1 |
1,628.9 |
1,628.9 |
1,618.8 |
1,635.6 |
PP |
1,606.3 |
1,606.3 |
1,606.3 |
1,609.7 |
S1 |
1,592.9 |
1,592.9 |
1,612.2 |
1,599.6 |
S2 |
1,570.3 |
1,570.3 |
1,608.9 |
|
S3 |
1,534.3 |
1,556.9 |
1,605.6 |
|
S4 |
1,498.3 |
1,520.9 |
1,595.7 |
|
|
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 |
1,619.7 |
1,554.3 |
65.4 |
4.0% |
31.3 |
1.9% |
94% |
True |
False |
209,024 |
10 |
1,655.0 |
1,554.3 |
100.7 |
6.2% |
26.1 |
1.6% |
61% |
False |
False |
196,608 |
20 |
1,687.0 |
1,554.3 |
132.7 |
8.2% |
22.1 |
1.4% |
46% |
False |
False |
170,400 |
40 |
1,699.9 |
1,554.3 |
145.6 |
9.0% |
20.6 |
1.3% |
42% |
False |
False |
97,517 |
60 |
1,735.6 |
1,554.3 |
181.3 |
11.2% |
19.7 |
1.2% |
34% |
False |
False |
66,147 |
80 |
1,757.9 |
1,554.3 |
203.6 |
12.6% |
19.1 |
1.2% |
30% |
False |
False |
50,194 |
100 |
1,801.8 |
1,554.3 |
247.5 |
15.3% |
18.1 |
1.1% |
25% |
False |
False |
40,330 |
120 |
1,801.8 |
1,554.3 |
247.5 |
15.3% |
18.0 |
1.1% |
25% |
False |
False |
33,796 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,772.7 |
2.618 |
1,713.9 |
1.618 |
1,677.9 |
1.000 |
1,655.7 |
0.618 |
1,641.9 |
HIGH |
1,619.7 |
0.618 |
1,605.9 |
0.500 |
1,601.7 |
0.382 |
1,597.5 |
LOW |
1,583.7 |
0.618 |
1,561.5 |
1.000 |
1,547.7 |
1.618 |
1,525.5 |
2.618 |
1,489.5 |
4.250 |
1,430.7 |
|
|
Fisher Pivots for day following 26-Feb-2013 |
Pivot |
1 day |
3 day |
R1 |
1,610.9 |
1,608.5 |
PP |
1,606.3 |
1,601.5 |
S1 |
1,601.7 |
1,594.5 |
|