Trading Metrics calculated at close of trading on 26-Feb-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Feb-2013 |
26-Feb-2013 |
Change |
Change % |
Previous Week |
Open |
1,508.75 |
1,480.50 |
-28.25 |
-1.9% |
1,510.25 |
High |
1,518.50 |
1,491.50 |
-27.00 |
-1.8% |
1,523.75 |
Low |
1,476.25 |
1,477.00 |
0.75 |
0.1% |
1,489.25 |
Close |
1,481.50 |
1,486.50 |
5.00 |
0.3% |
1,508.75 |
Range |
42.25 |
14.50 |
-27.75 |
-65.7% |
34.50 |
ATR |
15.32 |
15.26 |
-0.06 |
-0.4% |
0.00 |
Volume |
11,021 |
29,807 |
18,786 |
170.5% |
31,414 |
|
Daily Pivots for day following 26-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,528.50 |
1,522.00 |
1,494.50 |
|
R3 |
1,514.00 |
1,507.50 |
1,490.50 |
|
R2 |
1,499.50 |
1,499.50 |
1,489.25 |
|
R1 |
1,493.00 |
1,493.00 |
1,487.75 |
1,496.25 |
PP |
1,485.00 |
1,485.00 |
1,485.00 |
1,486.50 |
S1 |
1,478.50 |
1,478.50 |
1,485.25 |
1,481.75 |
S2 |
1,470.50 |
1,470.50 |
1,483.75 |
|
S3 |
1,456.00 |
1,464.00 |
1,482.50 |
|
S4 |
1,441.50 |
1,449.50 |
1,478.50 |
|
|
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% |
21.25 |
1.4% |
22% |
False |
False |
13,930 |
10 |
1,523.75 |
1,476.25 |
47.50 |
3.2% |
16.00 |
1.1% |
22% |
False |
False |
8,496 |
20 |
1,523.75 |
1,476.25 |
47.50 |
3.2% |
14.25 |
1.0% |
22% |
False |
False |
6,373 |
40 |
1,523.75 |
1,375.75 |
148.00 |
10.0% |
14.00 |
0.9% |
75% |
False |
False |
4,009 |
60 |
1,523.75 |
1,375.75 |
148.00 |
10.0% |
13.75 |
0.9% |
75% |
False |
False |
2,934 |
80 |
1,523.75 |
1,331.25 |
192.50 |
12.9% |
14.00 |
0.9% |
81% |
False |
False |
2,235 |
100 |
1,523.75 |
1,331.25 |
192.50 |
12.9% |
13.50 |
0.9% |
81% |
False |
False |
1,804 |
120 |
1,523.75 |
1,331.25 |
192.50 |
12.9% |
12.00 |
0.8% |
81% |
False |
False |
1,515 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,553.00 |
2.618 |
1,529.50 |
1.618 |
1,515.00 |
1.000 |
1,506.00 |
0.618 |
1,500.50 |
HIGH |
1,491.50 |
0.618 |
1,486.00 |
0.500 |
1,484.25 |
0.382 |
1,482.50 |
LOW |
1,477.00 |
0.618 |
1,468.00 |
1.000 |
1,462.50 |
1.618 |
1,453.50 |
2.618 |
1,439.00 |
4.250 |
1,415.50 |
|
|
Fisher Pivots for day following 26-Feb-2013 |
Pivot |
1 day |
3 day |
R1 |
1,485.75 |
1,497.50 |
PP |
1,485.00 |
1,493.75 |
S1 |
1,484.25 |
1,490.00 |
|