Trading Metrics calculated at close of trading on 22-Feb-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Feb-2013 |
22-Feb-2013 |
Change |
Change % |
Previous Week |
Open |
1,502.00 |
1,497.00 |
-5.00 |
-0.3% |
1,510.25 |
High |
1,503.25 |
1,509.00 |
5.75 |
0.4% |
1,523.75 |
Low |
1,489.25 |
1,496.75 |
7.50 |
0.5% |
1,489.25 |
Close |
1,495.00 |
1,508.75 |
13.75 |
0.9% |
1,508.75 |
Range |
14.00 |
12.25 |
-1.75 |
-12.5% |
34.50 |
ATR |
13.19 |
13.25 |
0.06 |
0.4% |
0.00 |
Volume |
7,256 |
17,647 |
10,391 |
143.2% |
31,414 |
|
Daily Pivots for day following 22-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,541.50 |
1,537.50 |
1,515.50 |
|
R3 |
1,529.25 |
1,525.25 |
1,512.00 |
|
R2 |
1,517.00 |
1,517.00 |
1,511.00 |
|
R1 |
1,513.00 |
1,513.00 |
1,509.75 |
1,515.00 |
PP |
1,504.75 |
1,504.75 |
1,504.75 |
1,506.00 |
S1 |
1,500.75 |
1,500.75 |
1,507.75 |
1,502.75 |
S2 |
1,492.50 |
1,492.50 |
1,506.50 |
|
S3 |
1,480.25 |
1,488.50 |
1,505.50 |
|
S4 |
1,468.00 |
1,476.25 |
1,502.00 |
|
|
Weekly Pivots for week ending 22-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,610.75 |
1,594.25 |
1,527.75 |
|
R3 |
1,576.25 |
1,559.75 |
1,518.25 |
|
R2 |
1,541.75 |
1,541.75 |
1,515.00 |
|
R1 |
1,525.25 |
1,525.25 |
1,512.00 |
1,516.25 |
PP |
1,507.25 |
1,507.25 |
1,507.25 |
1,502.75 |
S1 |
1,490.75 |
1,490.75 |
1,505.50 |
1,481.75 |
S2 |
1,472.75 |
1,472.75 |
1,502.50 |
|
S3 |
1,438.25 |
1,456.25 |
1,499.25 |
|
S4 |
1,403.75 |
1,421.75 |
1,489.75 |
|
|
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 |
1,489.25 |
34.50 |
2.3% |
14.50 |
1.0% |
57% |
False |
False |
6,552 |
10 |
1,523.75 |
1,489.25 |
34.50 |
2.3% |
12.00 |
0.8% |
57% |
False |
False |
5,789 |
20 |
1,523.75 |
1,480.00 |
43.75 |
2.9% |
12.50 |
0.8% |
66% |
False |
False |
4,562 |
40 |
1,523.75 |
1,375.75 |
148.00 |
9.8% |
13.50 |
0.9% |
90% |
False |
False |
3,062 |
60 |
1,523.75 |
1,370.75 |
153.00 |
10.1% |
13.50 |
0.9% |
90% |
False |
False |
2,261 |
80 |
1,523.75 |
1,331.25 |
192.50 |
12.8% |
13.50 |
0.9% |
92% |
False |
False |
1,726 |
100 |
1,523.75 |
1,331.25 |
192.50 |
12.8% |
13.00 |
0.9% |
92% |
False |
False |
1,396 |
120 |
1,523.75 |
1,331.25 |
192.50 |
12.8% |
11.50 |
0.8% |
92% |
False |
False |
1,175 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,561.00 |
2.618 |
1,541.00 |
1.618 |
1,528.75 |
1.000 |
1,521.25 |
0.618 |
1,516.50 |
HIGH |
1,509.00 |
0.618 |
1,504.25 |
0.500 |
1,503.00 |
0.382 |
1,501.50 |
LOW |
1,496.75 |
0.618 |
1,489.25 |
1.000 |
1,484.50 |
1.618 |
1,477.00 |
2.618 |
1,464.75 |
4.250 |
1,444.75 |
|
|
Fisher Pivots for day following 22-Feb-2013 |
Pivot |
1 day |
3 day |
R1 |
1,506.75 |
1,508.00 |
PP |
1,504.75 |
1,507.25 |
S1 |
1,503.00 |
1,506.50 |
|