Trading Metrics calculated at close of trading on 20-Feb-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Feb-2013 |
20-Feb-2013 |
Change |
Change % |
Previous Week |
Open |
1,510.25 |
1,522.50 |
12.25 |
0.8% |
1,507.50 |
High |
1,522.75 |
1,523.75 |
1.00 |
0.1% |
1,515.50 |
Low |
1,509.50 |
1,500.50 |
-9.00 |
-0.6% |
1,502.25 |
Close |
1,522.00 |
1,501.00 |
-21.00 |
-1.4% |
1,511.00 |
Range |
13.25 |
23.25 |
10.00 |
75.5% |
13.25 |
ATR |
12.35 |
13.12 |
0.78 |
6.3% |
0.00 |
Volume |
2,592 |
3,919 |
1,327 |
51.2% |
15,802 |
|
Daily Pivots for day following 20-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,578.25 |
1,562.75 |
1,513.75 |
|
R3 |
1,555.00 |
1,539.50 |
1,507.50 |
|
R2 |
1,531.75 |
1,531.75 |
1,505.25 |
|
R1 |
1,516.25 |
1,516.25 |
1,503.25 |
1,512.50 |
PP |
1,508.50 |
1,508.50 |
1,508.50 |
1,506.50 |
S1 |
1,493.00 |
1,493.00 |
1,498.75 |
1,489.00 |
S2 |
1,485.25 |
1,485.25 |
1,496.75 |
|
S3 |
1,462.00 |
1,469.75 |
1,494.50 |
|
S4 |
1,438.75 |
1,446.50 |
1,488.25 |
|
|
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 |
1,523.75 |
1,500.50 |
23.25 |
1.5% |
13.25 |
0.9% |
2% |
True |
True |
2,798 |
10 |
1,523.75 |
1,488.50 |
35.25 |
2.3% |
12.00 |
0.8% |
35% |
True |
False |
3,890 |
20 |
1,523.75 |
1,475.75 |
48.00 |
3.2% |
12.25 |
0.8% |
53% |
True |
False |
3,469 |
40 |
1,523.75 |
1,375.75 |
148.00 |
9.9% |
13.75 |
0.9% |
85% |
True |
False |
2,481 |
60 |
1,523.75 |
1,370.75 |
153.00 |
10.2% |
13.25 |
0.9% |
85% |
True |
False |
1,846 |
80 |
1,523.75 |
1,331.25 |
192.50 |
12.8% |
13.50 |
0.9% |
88% |
True |
False |
1,419 |
100 |
1,523.75 |
1,331.25 |
192.50 |
12.8% |
12.75 |
0.9% |
88% |
True |
False |
1,147 |
120 |
1,523.75 |
1,331.25 |
192.50 |
12.8% |
11.25 |
0.7% |
88% |
True |
False |
967 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,622.50 |
2.618 |
1,584.50 |
1.618 |
1,561.25 |
1.000 |
1,547.00 |
0.618 |
1,538.00 |
HIGH |
1,523.75 |
0.618 |
1,514.75 |
0.500 |
1,512.00 |
0.382 |
1,509.50 |
LOW |
1,500.50 |
0.618 |
1,486.25 |
1.000 |
1,477.25 |
1.618 |
1,463.00 |
2.618 |
1,439.75 |
4.250 |
1,401.75 |
|
|
Fisher Pivots for day following 20-Feb-2013 |
Pivot |
1 day |
3 day |
R1 |
1,512.00 |
1,512.00 |
PP |
1,508.50 |
1,508.50 |
S1 |
1,504.75 |
1,504.75 |
|