Trading Metrics calculated at close of trading on 28-Feb-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Feb-2013 |
28-Feb-2013 |
Change |
Change % |
Previous Week |
Open |
1,487.50 |
1,510.00 |
22.50 |
1.5% |
1,510.25 |
High |
1,513.00 |
1,518.50 |
5.50 |
0.4% |
1,523.75 |
Low |
1,484.25 |
1,503.00 |
18.75 |
1.3% |
1,489.25 |
Close |
1,509.75 |
1,507.50 |
-2.25 |
-0.1% |
1,508.75 |
Range |
28.75 |
15.50 |
-13.25 |
-46.1% |
34.50 |
ATR |
16.22 |
16.17 |
-0.05 |
-0.3% |
0.00 |
Volume |
26,343 |
15,475 |
-10,868 |
-41.3% |
31,414 |
|
Daily Pivots for day following 28-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,556.25 |
1,547.25 |
1,516.00 |
|
R3 |
1,540.75 |
1,531.75 |
1,511.75 |
|
R2 |
1,525.25 |
1,525.25 |
1,510.25 |
|
R1 |
1,516.25 |
1,516.25 |
1,509.00 |
1,513.00 |
PP |
1,509.75 |
1,509.75 |
1,509.75 |
1,508.00 |
S1 |
1,500.75 |
1,500.75 |
1,506.00 |
1,497.50 |
S2 |
1,494.25 |
1,494.25 |
1,504.75 |
|
S3 |
1,478.75 |
1,485.25 |
1,503.25 |
|
S4 |
1,463.25 |
1,469.75 |
1,499.00 |
|
|
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% |
22.75 |
1.5% |
74% |
True |
False |
20,058 |
10 |
1,523.75 |
1,476.25 |
47.50 |
3.2% |
18.50 |
1.2% |
66% |
False |
False |
11,796 |
20 |
1,523.75 |
1,476.25 |
47.50 |
3.2% |
15.25 |
1.0% |
66% |
False |
False |
8,066 |
40 |
1,523.75 |
1,432.50 |
91.25 |
6.1% |
13.50 |
0.9% |
82% |
False |
False |
5,016 |
60 |
1,523.75 |
1,375.75 |
148.00 |
9.8% |
14.25 |
0.9% |
89% |
False |
False |
3,620 |
80 |
1,523.75 |
1,331.25 |
192.50 |
12.8% |
14.25 |
0.9% |
92% |
False |
False |
2,758 |
100 |
1,523.75 |
1,331.25 |
192.50 |
12.8% |
13.75 |
0.9% |
92% |
False |
False |
2,222 |
120 |
1,523.75 |
1,331.25 |
192.50 |
12.8% |
12.25 |
0.8% |
92% |
False |
False |
1,863 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,584.50 |
2.618 |
1,559.00 |
1.618 |
1,543.50 |
1.000 |
1,534.00 |
0.618 |
1,528.00 |
HIGH |
1,518.50 |
0.618 |
1,512.50 |
0.500 |
1,510.75 |
0.382 |
1,509.00 |
LOW |
1,503.00 |
0.618 |
1,493.50 |
1.000 |
1,487.50 |
1.618 |
1,478.00 |
2.618 |
1,462.50 |
4.250 |
1,437.00 |
|
|
Fisher Pivots for day following 28-Feb-2013 |
Pivot |
1 day |
3 day |
R1 |
1,510.75 |
1,504.25 |
PP |
1,509.75 |
1,501.00 |
S1 |
1,508.50 |
1,497.75 |
|