Trading Metrics calculated at close of trading on 27-Feb-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Feb-2013 |
27-Feb-2013 |
Change |
Change % |
Previous Week |
Open |
1,480.50 |
1,487.50 |
7.00 |
0.5% |
1,510.25 |
High |
1,491.50 |
1,513.00 |
21.50 |
1.4% |
1,523.75 |
Low |
1,477.00 |
1,484.25 |
7.25 |
0.5% |
1,489.25 |
Close |
1,486.50 |
1,509.75 |
23.25 |
1.6% |
1,508.75 |
Range |
14.50 |
28.75 |
14.25 |
98.3% |
34.50 |
ATR |
15.26 |
16.22 |
0.96 |
6.3% |
0.00 |
Volume |
29,807 |
26,343 |
-3,464 |
-11.6% |
31,414 |
|
Daily Pivots for day following 27-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,588.50 |
1,578.00 |
1,525.50 |
|
R3 |
1,559.75 |
1,549.25 |
1,517.75 |
|
R2 |
1,531.00 |
1,531.00 |
1,515.00 |
|
R1 |
1,520.50 |
1,520.50 |
1,512.50 |
1,525.75 |
PP |
1,502.25 |
1,502.25 |
1,502.25 |
1,505.00 |
S1 |
1,491.75 |
1,491.75 |
1,507.00 |
1,497.00 |
S2 |
1,473.50 |
1,473.50 |
1,504.50 |
|
S3 |
1,444.75 |
1,463.00 |
1,501.75 |
|
S4 |
1,416.00 |
1,434.25 |
1,494.00 |
|
|
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 |
1,518.50 |
1,476.25 |
42.25 |
2.8% |
22.25 |
1.5% |
79% |
False |
False |
18,414 |
10 |
1,523.75 |
1,476.25 |
47.50 |
3.1% |
17.75 |
1.2% |
71% |
False |
False |
10,606 |
20 |
1,523.75 |
1,476.25 |
47.50 |
3.1% |
15.00 |
1.0% |
71% |
False |
False |
7,525 |
40 |
1,523.75 |
1,379.50 |
144.25 |
9.6% |
14.00 |
0.9% |
90% |
False |
False |
4,649 |
60 |
1,523.75 |
1,375.75 |
148.00 |
9.8% |
14.00 |
0.9% |
91% |
False |
False |
3,367 |
80 |
1,523.75 |
1,331.25 |
192.50 |
12.8% |
14.25 |
0.9% |
93% |
False |
False |
2,564 |
100 |
1,523.75 |
1,331.25 |
192.50 |
12.8% |
13.50 |
0.9% |
93% |
False |
False |
2,068 |
120 |
1,523.75 |
1,331.25 |
192.50 |
12.8% |
12.00 |
0.8% |
93% |
False |
False |
1,734 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,635.25 |
2.618 |
1,588.25 |
1.618 |
1,559.50 |
1.000 |
1,541.75 |
0.618 |
1,530.75 |
HIGH |
1,513.00 |
0.618 |
1,502.00 |
0.500 |
1,498.50 |
0.382 |
1,495.25 |
LOW |
1,484.25 |
0.618 |
1,466.50 |
1.000 |
1,455.50 |
1.618 |
1,437.75 |
2.618 |
1,409.00 |
4.250 |
1,362.00 |
|
|
Fisher Pivots for day following 27-Feb-2013 |
Pivot |
1 day |
3 day |
R1 |
1,506.00 |
1,505.50 |
PP |
1,502.25 |
1,501.50 |
S1 |
1,498.50 |
1,497.50 |
|