Trading Metrics calculated at close of trading on 27-Feb-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Feb-2013 |
27-Feb-2013 |
Change |
Change % |
Previous Week |
Open |
1,592.7 |
1,613.6 |
20.9 |
1.3% |
1,610.0 |
High |
1,619.7 |
1,614.4 |
-5.3 |
-0.3% |
1,618.8 |
Low |
1,583.7 |
1,591.4 |
7.7 |
0.5% |
1,554.3 |
Close |
1,615.5 |
1,595.7 |
-19.8 |
-1.2% |
1,572.8 |
Range |
36.0 |
23.0 |
-13.0 |
-36.1% |
64.5 |
ATR |
22.9 |
23.0 |
0.1 |
0.4% |
0.0 |
Volume |
254,857 |
172,158 |
-82,699 |
-32.4% |
846,376 |
|
Daily Pivots for day following 27-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,669.5 |
1,655.6 |
1,608.4 |
|
R3 |
1,646.5 |
1,632.6 |
1,602.0 |
|
R2 |
1,623.5 |
1,623.5 |
1,599.9 |
|
R1 |
1,609.6 |
1,609.6 |
1,597.8 |
1,605.1 |
PP |
1,600.5 |
1,600.5 |
1,600.5 |
1,598.2 |
S1 |
1,586.6 |
1,586.6 |
1,593.6 |
1,582.1 |
S2 |
1,577.5 |
1,577.5 |
1,591.5 |
|
S3 |
1,554.5 |
1,563.6 |
1,589.4 |
|
S4 |
1,531.5 |
1,540.6 |
1,583.1 |
|
|
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 |
1,619.7 |
1,554.3 |
65.4 |
4.1% |
25.7 |
1.6% |
63% |
False |
False |
191,373 |
10 |
1,655.0 |
1,554.3 |
100.7 |
6.3% |
26.9 |
1.7% |
41% |
False |
False |
200,116 |
20 |
1,687.0 |
1,554.3 |
132.7 |
8.3% |
22.7 |
1.4% |
31% |
False |
False |
173,094 |
40 |
1,699.9 |
1,554.3 |
145.6 |
9.1% |
20.9 |
1.3% |
28% |
False |
False |
101,631 |
60 |
1,735.6 |
1,554.3 |
181.3 |
11.4% |
20.0 |
1.3% |
23% |
False |
False |
68,916 |
80 |
1,757.9 |
1,554.3 |
203.6 |
12.8% |
19.3 |
1.2% |
20% |
False |
False |
52,341 |
100 |
1,801.8 |
1,554.3 |
247.5 |
15.5% |
18.2 |
1.1% |
17% |
False |
False |
42,047 |
120 |
1,801.8 |
1,554.3 |
247.5 |
15.5% |
18.2 |
1.1% |
17% |
False |
False |
35,220 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,712.2 |
2.618 |
1,674.6 |
1.618 |
1,651.6 |
1.000 |
1,637.4 |
0.618 |
1,628.6 |
HIGH |
1,614.4 |
0.618 |
1,605.6 |
0.500 |
1,602.9 |
0.382 |
1,600.2 |
LOW |
1,591.4 |
0.618 |
1,577.2 |
1.000 |
1,568.4 |
1.618 |
1,554.2 |
2.618 |
1,531.2 |
4.250 |
1,493.7 |
|
|
Fisher Pivots for day following 27-Feb-2013 |
Pivot |
1 day |
3 day |
R1 |
1,602.9 |
1,597.2 |
PP |
1,600.5 |
1,596.7 |
S1 |
1,598.1 |
1,596.2 |
|