Trading Metrics calculated at close of trading on 28-Feb-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Feb-2013 |
28-Feb-2013 |
Change |
Change % |
Previous Week |
Open |
1,613.6 |
1,596.3 |
-17.3 |
-1.1% |
1,610.0 |
High |
1,614.4 |
1,602.5 |
-11.9 |
-0.7% |
1,618.8 |
Low |
1,591.4 |
1,574.3 |
-17.1 |
-1.1% |
1,554.3 |
Close |
1,595.7 |
1,578.1 |
-17.6 |
-1.1% |
1,572.8 |
Range |
23.0 |
28.2 |
5.2 |
22.6% |
64.5 |
ATR |
23.0 |
23.4 |
0.4 |
1.6% |
0.0 |
Volume |
172,158 |
190,164 |
18,006 |
10.5% |
846,376 |
|
Daily Pivots for day following 28-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,669.6 |
1,652.0 |
1,593.6 |
|
R3 |
1,641.4 |
1,623.8 |
1,585.9 |
|
R2 |
1,613.2 |
1,613.2 |
1,583.3 |
|
R1 |
1,595.6 |
1,595.6 |
1,580.7 |
1,590.3 |
PP |
1,585.0 |
1,585.0 |
1,585.0 |
1,582.3 |
S1 |
1,567.4 |
1,567.4 |
1,575.5 |
1,562.1 |
S2 |
1,556.8 |
1,556.8 |
1,572.9 |
|
S3 |
1,528.6 |
1,539.2 |
1,570.3 |
|
S4 |
1,500.4 |
1,511.0 |
1,562.6 |
|
|
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 |
1,569.3 |
50.4 |
3.2% |
25.3 |
1.6% |
17% |
False |
False |
184,699 |
10 |
1,650.0 |
1,554.3 |
95.7 |
6.1% |
28.3 |
1.8% |
25% |
False |
False |
206,047 |
20 |
1,687.0 |
1,554.3 |
132.7 |
8.4% |
23.1 |
1.5% |
18% |
False |
False |
173,441 |
40 |
1,699.9 |
1,554.3 |
145.6 |
9.2% |
21.0 |
1.3% |
16% |
False |
False |
106,301 |
60 |
1,726.7 |
1,554.3 |
172.4 |
10.9% |
20.1 |
1.3% |
14% |
False |
False |
72,052 |
80 |
1,757.9 |
1,554.3 |
203.6 |
12.9% |
19.5 |
1.2% |
12% |
False |
False |
54,708 |
100 |
1,801.8 |
1,554.3 |
247.5 |
15.7% |
18.3 |
1.2% |
10% |
False |
False |
43,923 |
120 |
1,801.8 |
1,554.3 |
247.5 |
15.7% |
18.3 |
1.2% |
10% |
False |
False |
36,794 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,722.4 |
2.618 |
1,676.3 |
1.618 |
1,648.1 |
1.000 |
1,630.7 |
0.618 |
1,619.9 |
HIGH |
1,602.5 |
0.618 |
1,591.7 |
0.500 |
1,588.4 |
0.382 |
1,585.1 |
LOW |
1,574.3 |
0.618 |
1,556.9 |
1.000 |
1,546.1 |
1.618 |
1,528.7 |
2.618 |
1,500.5 |
4.250 |
1,454.5 |
|
|
Fisher Pivots for day following 28-Feb-2013 |
Pivot |
1 day |
3 day |
R1 |
1,588.4 |
1,597.0 |
PP |
1,585.0 |
1,590.7 |
S1 |
1,581.5 |
1,584.4 |
|