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 |
13,807 |
13,993 |
186 |
1.3% |
13,876 |
High |
14,017 |
14,057 |
40 |
0.3% |
13,953 |
Low |
13,784 |
13,947 |
163 |
1.2% |
13,740 |
Close |
13,991 |
13,967 |
-24 |
-0.2% |
13,910 |
Range |
233 |
110 |
-123 |
-52.8% |
213 |
ATR |
114 |
114 |
0 |
-0.3% |
0 |
Volume |
1,796 |
672 |
-1,124 |
-62.6% |
1,064 |
|
Daily Pivots for day following 28-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,320 |
14,254 |
14,028 |
|
R3 |
14,210 |
14,144 |
13,997 |
|
R2 |
14,100 |
14,100 |
13,987 |
|
R1 |
14,034 |
14,034 |
13,977 |
14,012 |
PP |
13,990 |
13,990 |
13,990 |
13,980 |
S1 |
13,924 |
13,924 |
13,957 |
13,902 |
S2 |
13,880 |
13,880 |
13,947 |
|
S3 |
13,770 |
13,814 |
13,937 |
|
S4 |
13,660 |
13,704 |
13,907 |
|
|
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 |
14,057 |
13,681 |
376 |
2.7% |
177 |
1.3% |
76% |
True |
False |
930 |
10 |
14,057 |
13,681 |
376 |
2.7% |
134 |
1.0% |
76% |
True |
False |
564 |
20 |
14,057 |
13,681 |
376 |
2.7% |
106 |
0.8% |
76% |
True |
False |
371 |
40 |
14,057 |
13,170 |
887 |
6.4% |
77 |
0.5% |
90% |
True |
False |
204 |
60 |
14,057 |
12,700 |
1,357 |
9.7% |
70 |
0.5% |
93% |
True |
False |
138 |
80 |
14,057 |
12,342 |
1,715 |
12.3% |
67 |
0.5% |
95% |
True |
False |
106 |
100 |
14,057 |
12,342 |
1,715 |
12.3% |
60 |
0.4% |
95% |
True |
False |
86 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
14,525 |
2.618 |
14,345 |
1.618 |
14,235 |
1.000 |
14,167 |
0.618 |
14,125 |
HIGH |
14,057 |
0.618 |
14,015 |
0.500 |
14,002 |
0.382 |
13,989 |
LOW |
13,947 |
0.618 |
13,879 |
1.000 |
13,837 |
1.618 |
13,769 |
2.618 |
13,659 |
4.250 |
13,480 |
|
|
Fisher Pivots for day following 28-Feb-2013 |
Pivot |
1 day |
3 day |
R1 |
14,002 |
13,938 |
PP |
13,990 |
13,908 |
S1 |
13,979 |
13,879 |
|