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 |
13,923 |
13,701 |
-222 |
-1.6% |
13,876 |
High |
13,985 |
13,833 |
-152 |
-1.1% |
13,953 |
Low |
13,681 |
13,701 |
20 |
0.1% |
13,740 |
Close |
13,721 |
13,791 |
70 |
0.5% |
13,910 |
Range |
304 |
132 |
-172 |
-56.6% |
213 |
ATR |
103 |
105 |
2 |
2.0% |
0 |
Volume |
690 |
1,116 |
426 |
61.7% |
1,064 |
|
Daily Pivots for day following 26-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,171 |
14,113 |
13,864 |
|
R3 |
14,039 |
13,981 |
13,827 |
|
R2 |
13,907 |
13,907 |
13,815 |
|
R1 |
13,849 |
13,849 |
13,803 |
13,878 |
PP |
13,775 |
13,775 |
13,775 |
13,790 |
S1 |
13,717 |
13,717 |
13,779 |
13,746 |
S2 |
13,643 |
13,643 |
13,767 |
|
S3 |
13,511 |
13,585 |
13,755 |
|
S4 |
13,379 |
13,453 |
13,719 |
|
|
Weekly Pivots for week ending 22-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,507 |
14,421 |
14,027 |
|
R3 |
14,294 |
14,208 |
13,969 |
|
R2 |
14,081 |
14,081 |
13,949 |
|
R1 |
13,995 |
13,995 |
13,930 |
14,038 |
PP |
13,868 |
13,868 |
13,868 |
13,889 |
S1 |
13,782 |
13,782 |
13,891 |
13,825 |
S2 |
13,655 |
13,655 |
13,871 |
|
S3 |
13,442 |
13,569 |
13,852 |
|
S4 |
13,229 |
13,356 |
13,793 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
13,985 |
13,681 |
304 |
2.2% |
154 |
1.1% |
36% |
False |
False |
548 |
10 |
13,985 |
13,681 |
304 |
2.2% |
114 |
0.8% |
36% |
False |
False |
356 |
20 |
13,985 |
13,681 |
304 |
2.2% |
99 |
0.7% |
36% |
False |
False |
269 |
40 |
13,985 |
12,700 |
1,285 |
9.3% |
79 |
0.6% |
85% |
False |
False |
143 |
60 |
13,985 |
12,700 |
1,285 |
9.3% |
65 |
0.5% |
85% |
False |
False |
97 |
80 |
13,985 |
12,342 |
1,643 |
11.9% |
63 |
0.5% |
88% |
False |
False |
75 |
100 |
13,985 |
12,342 |
1,643 |
11.9% |
57 |
0.4% |
88% |
False |
False |
62 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
14,394 |
2.618 |
14,179 |
1.618 |
14,047 |
1.000 |
13,965 |
0.618 |
13,915 |
HIGH |
13,833 |
0.618 |
13,783 |
0.500 |
13,767 |
0.382 |
13,752 |
LOW |
13,701 |
0.618 |
13,620 |
1.000 |
13,569 |
1.618 |
13,488 |
2.618 |
13,356 |
4.250 |
13,140 |
|
|
Fisher Pivots for day following 26-Feb-2013 |
Pivot |
1 day |
3 day |
R1 |
13,783 |
13,833 |
PP |
13,775 |
13,819 |
S1 |
13,767 |
13,805 |
|