Trading Metrics calculated at close of trading on 19-Feb-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Feb-2013 |
19-Feb-2013 |
Change |
Change % |
Previous Week |
Open |
1,636.7 |
1,611.6 |
-25.1 |
-1.5% |
1,670.5 |
High |
1,637.3 |
1,620.0 |
-17.3 |
-1.1% |
1,671.4 |
Low |
1,599.7 |
1,602.2 |
2.5 |
0.2% |
1,599.7 |
Close |
1,611.3 |
1,606.0 |
-5.3 |
-0.3% |
1,611.3 |
Range |
37.6 |
17.8 |
-19.8 |
-52.7% |
71.7 |
ATR |
18.5 |
18.4 |
0.0 |
-0.3% |
0.0 |
Volume |
4,089 |
11,208 |
7,119 |
174.1% |
41,270 |
|
Daily Pivots for day following 19-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,662.8 |
1,652.2 |
1,615.8 |
|
R3 |
1,645.0 |
1,634.4 |
1,610.9 |
|
R2 |
1,627.2 |
1,627.2 |
1,609.3 |
|
R1 |
1,616.6 |
1,616.6 |
1,607.6 |
1,613.0 |
PP |
1,609.4 |
1,609.4 |
1,609.4 |
1,607.6 |
S1 |
1,598.8 |
1,598.8 |
1,604.4 |
1,595.2 |
S2 |
1,591.6 |
1,591.6 |
1,602.7 |
|
S3 |
1,573.8 |
1,581.0 |
1,601.1 |
|
S4 |
1,556.0 |
1,563.2 |
1,596.2 |
|
|
Weekly Pivots for week ending 15-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,842.6 |
1,798.6 |
1,650.7 |
|
R3 |
1,770.9 |
1,726.9 |
1,631.0 |
|
R2 |
1,699.2 |
1,699.2 |
1,624.4 |
|
R1 |
1,655.2 |
1,655.2 |
1,617.9 |
1,641.4 |
PP |
1,627.5 |
1,627.5 |
1,627.5 |
1,620.5 |
S1 |
1,583.5 |
1,583.5 |
1,604.7 |
1,569.7 |
S2 |
1,555.8 |
1,555.8 |
1,598.2 |
|
S3 |
1,484.1 |
1,511.8 |
1,591.6 |
|
S4 |
1,412.4 |
1,440.1 |
1,571.9 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,655.8 |
1,599.7 |
56.1 |
3.5% |
19.9 |
1.2% |
11% |
False |
False |
9,998 |
10 |
1,689.1 |
1,599.7 |
89.4 |
5.6% |
18.3 |
1.1% |
7% |
False |
False |
6,626 |
20 |
1,699.9 |
1,599.7 |
100.2 |
6.2% |
17.0 |
1.1% |
6% |
False |
False |
6,237 |
40 |
1,700.0 |
1,599.7 |
100.3 |
6.2% |
18.3 |
1.1% |
6% |
False |
False |
4,834 |
60 |
1,759.5 |
1,599.7 |
159.8 |
10.0% |
17.9 |
1.1% |
4% |
False |
False |
3,920 |
80 |
1,759.5 |
1,599.7 |
159.8 |
10.0% |
17.3 |
1.1% |
4% |
False |
False |
3,310 |
100 |
1,803.0 |
1,599.7 |
203.3 |
12.7% |
17.0 |
1.1% |
3% |
False |
False |
2,909 |
120 |
1,803.0 |
1,599.7 |
203.3 |
12.7% |
17.1 |
1.1% |
3% |
False |
False |
2,563 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,695.7 |
2.618 |
1,666.6 |
1.618 |
1,648.8 |
1.000 |
1,637.8 |
0.618 |
1,631.0 |
HIGH |
1,620.0 |
0.618 |
1,613.2 |
0.500 |
1,611.1 |
0.382 |
1,609.0 |
LOW |
1,602.2 |
0.618 |
1,591.2 |
1.000 |
1,584.4 |
1.618 |
1,573.4 |
2.618 |
1,555.6 |
4.250 |
1,526.6 |
|
|
Fisher Pivots for day following 19-Feb-2013 |
Pivot |
1 day |
3 day |
R1 |
1,611.1 |
1,625.7 |
PP |
1,609.4 |
1,619.1 |
S1 |
1,607.7 |
1,612.6 |
|