Trading Metrics calculated at close of trading on 19-Feb-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Feb-2013 |
19-Feb-2013 |
Change |
Change % |
Previous Week |
Open |
1,512.00 |
1,510.25 |
-1.75 |
-0.1% |
1,507.50 |
High |
1,515.50 |
1,522.75 |
7.25 |
0.5% |
1,515.50 |
Low |
1,505.50 |
1,509.50 |
4.00 |
0.3% |
1,502.25 |
Close |
1,511.00 |
1,522.00 |
11.00 |
0.7% |
1,511.00 |
Range |
10.00 |
13.25 |
3.25 |
32.5% |
13.25 |
ATR |
12.28 |
12.35 |
0.07 |
0.6% |
0.00 |
Volume |
1,349 |
2,592 |
1,243 |
92.1% |
15,802 |
|
Daily Pivots for day following 19-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,557.75 |
1,553.25 |
1,529.25 |
|
R3 |
1,544.50 |
1,540.00 |
1,525.75 |
|
R2 |
1,531.25 |
1,531.25 |
1,524.50 |
|
R1 |
1,526.75 |
1,526.75 |
1,523.25 |
1,529.00 |
PP |
1,518.00 |
1,518.00 |
1,518.00 |
1,519.25 |
S1 |
1,513.50 |
1,513.50 |
1,520.75 |
1,515.75 |
S2 |
1,504.75 |
1,504.75 |
1,519.50 |
|
S3 |
1,491.50 |
1,500.25 |
1,518.25 |
|
S4 |
1,478.25 |
1,487.00 |
1,514.75 |
|
|
Weekly Pivots for week ending 15-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,549.25 |
1,543.50 |
1,518.25 |
|
R3 |
1,536.00 |
1,530.25 |
1,514.75 |
|
R2 |
1,522.75 |
1,522.75 |
1,513.50 |
|
R1 |
1,517.00 |
1,517.00 |
1,512.25 |
1,520.00 |
PP |
1,509.50 |
1,509.50 |
1,509.50 |
1,511.00 |
S1 |
1,503.75 |
1,503.75 |
1,509.75 |
1,506.50 |
S2 |
1,496.25 |
1,496.25 |
1,508.50 |
|
S3 |
1,483.00 |
1,490.50 |
1,507.25 |
|
S4 |
1,469.75 |
1,477.25 |
1,503.75 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,522.75 |
1,502.25 |
20.50 |
1.3% |
10.50 |
0.7% |
96% |
True |
False |
3,062 |
10 |
1,522.75 |
1,485.75 |
37.00 |
2.4% |
11.50 |
0.8% |
98% |
True |
False |
4,312 |
20 |
1,522.75 |
1,469.25 |
53.50 |
3.5% |
12.00 |
0.8% |
99% |
True |
False |
3,371 |
40 |
1,522.75 |
1,375.75 |
147.00 |
9.7% |
13.50 |
0.9% |
99% |
True |
False |
2,396 |
60 |
1,522.75 |
1,367.00 |
155.75 |
10.2% |
13.00 |
0.9% |
100% |
True |
False |
1,781 |
80 |
1,522.75 |
1,331.25 |
191.50 |
12.6% |
13.25 |
0.9% |
100% |
True |
False |
1,370 |
100 |
1,522.75 |
1,331.25 |
191.50 |
12.6% |
12.75 |
0.8% |
100% |
True |
False |
1,108 |
120 |
1,522.75 |
1,331.25 |
191.50 |
12.6% |
11.00 |
0.7% |
100% |
True |
False |
935 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,579.00 |
2.618 |
1,557.50 |
1.618 |
1,544.25 |
1.000 |
1,536.00 |
0.618 |
1,531.00 |
HIGH |
1,522.75 |
0.618 |
1,517.75 |
0.500 |
1,516.00 |
0.382 |
1,514.50 |
LOW |
1,509.50 |
0.618 |
1,501.25 |
1.000 |
1,496.25 |
1.618 |
1,488.00 |
2.618 |
1,474.75 |
4.250 |
1,453.25 |
|
|
Fisher Pivots for day following 19-Feb-2013 |
Pivot |
1 day |
3 day |
R1 |
1,520.00 |
1,519.00 |
PP |
1,518.00 |
1,516.25 |
S1 |
1,516.00 |
1,513.50 |
|