Trading Metrics calculated at close of trading on 25-Feb-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Feb-2013 |
25-Feb-2013 |
Change |
Change % |
Previous Week |
Open |
1,497.00 |
1,508.75 |
11.75 |
0.8% |
1,510.25 |
High |
1,509.00 |
1,518.50 |
9.50 |
0.6% |
1,523.75 |
Low |
1,496.75 |
1,476.25 |
-20.50 |
-1.4% |
1,489.25 |
Close |
1,508.75 |
1,481.50 |
-27.25 |
-1.8% |
1,508.75 |
Range |
12.25 |
42.25 |
30.00 |
244.9% |
34.50 |
ATR |
13.25 |
15.32 |
2.07 |
15.6% |
0.00 |
Volume |
17,647 |
11,021 |
-6,626 |
-37.5% |
31,414 |
|
Daily Pivots for day following 25-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,618.75 |
1,592.50 |
1,504.75 |
|
R3 |
1,576.50 |
1,550.25 |
1,493.00 |
|
R2 |
1,534.25 |
1,534.25 |
1,489.25 |
|
R1 |
1,508.00 |
1,508.00 |
1,485.25 |
1,500.00 |
PP |
1,492.00 |
1,492.00 |
1,492.00 |
1,488.00 |
S1 |
1,465.75 |
1,465.75 |
1,477.75 |
1,457.75 |
S2 |
1,449.75 |
1,449.75 |
1,473.75 |
|
S3 |
1,407.50 |
1,423.50 |
1,470.00 |
|
S4 |
1,365.25 |
1,381.25 |
1,458.25 |
|
|
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 |
1,476.25 |
47.50 |
3.2% |
21.00 |
1.4% |
11% |
False |
True |
8,487 |
10 |
1,523.75 |
1,476.25 |
47.50 |
3.2% |
15.00 |
1.0% |
11% |
False |
True |
5,823 |
20 |
1,523.75 |
1,476.25 |
47.50 |
3.2% |
14.00 |
0.9% |
11% |
False |
True |
5,022 |
40 |
1,523.75 |
1,375.75 |
148.00 |
10.0% |
14.25 |
1.0% |
71% |
False |
False |
3,324 |
60 |
1,523.75 |
1,370.75 |
153.00 |
10.3% |
14.00 |
0.9% |
72% |
False |
False |
2,444 |
80 |
1,523.75 |
1,331.25 |
192.50 |
13.0% |
14.00 |
0.9% |
78% |
False |
False |
1,863 |
100 |
1,523.75 |
1,331.25 |
192.50 |
13.0% |
13.25 |
0.9% |
78% |
False |
False |
1,506 |
120 |
1,523.75 |
1,331.25 |
192.50 |
13.0% |
11.75 |
0.8% |
78% |
False |
False |
1,267 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,698.00 |
2.618 |
1,629.00 |
1.618 |
1,586.75 |
1.000 |
1,560.75 |
0.618 |
1,544.50 |
HIGH |
1,518.50 |
0.618 |
1,502.25 |
0.500 |
1,497.50 |
0.382 |
1,492.50 |
LOW |
1,476.25 |
0.618 |
1,450.25 |
1.000 |
1,434.00 |
1.618 |
1,408.00 |
2.618 |
1,365.75 |
4.250 |
1,296.75 |
|
|
Fisher Pivots for day following 25-Feb-2013 |
Pivot |
1 day |
3 day |
R1 |
1,497.50 |
1,497.50 |
PP |
1,492.00 |
1,492.00 |
S1 |
1,486.75 |
1,486.75 |
|