Trading Metrics calculated at close of trading on 20-Feb-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Feb-2013 |
20-Feb-2013 |
Change |
Change % |
Previous Week |
Open |
1,611.6 |
1,605.9 |
-5.7 |
-0.4% |
1,670.5 |
High |
1,620.0 |
1,610.7 |
-9.3 |
-0.6% |
1,671.4 |
Low |
1,602.2 |
1,559.8 |
-42.4 |
-2.6% |
1,599.7 |
Close |
1,606.0 |
1,579.8 |
-26.2 |
-1.6% |
1,611.3 |
Range |
17.8 |
50.9 |
33.1 |
186.0% |
71.7 |
ATR |
18.4 |
20.8 |
2.3 |
12.6% |
0.0 |
Volume |
11,208 |
6,527 |
-4,681 |
-41.8% |
41,270 |
|
Daily Pivots for day following 20-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,736.1 |
1,708.9 |
1,607.8 |
|
R3 |
1,685.2 |
1,658.0 |
1,593.8 |
|
R2 |
1,634.3 |
1,634.3 |
1,589.1 |
|
R1 |
1,607.1 |
1,607.1 |
1,584.5 |
1,595.3 |
PP |
1,583.4 |
1,583.4 |
1,583.4 |
1,577.5 |
S1 |
1,556.2 |
1,556.2 |
1,575.1 |
1,544.4 |
S2 |
1,532.5 |
1,532.5 |
1,570.5 |
|
S3 |
1,481.6 |
1,505.3 |
1,565.8 |
|
S4 |
1,430.7 |
1,454.4 |
1,551.8 |
|
|
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 |
1,559.8 |
96.0 |
6.1% |
27.3 |
1.7% |
21% |
False |
True |
7,179 |
10 |
1,685.8 |
1,559.8 |
126.0 |
8.0% |
21.4 |
1.4% |
16% |
False |
True |
7,065 |
20 |
1,699.0 |
1,559.8 |
139.2 |
8.8% |
19.1 |
1.2% |
14% |
False |
True |
6,397 |
40 |
1,700.0 |
1,559.8 |
140.2 |
8.9% |
18.7 |
1.2% |
14% |
False |
True |
4,928 |
60 |
1,759.5 |
1,559.8 |
199.7 |
12.6% |
18.5 |
1.2% |
10% |
False |
True |
4,008 |
80 |
1,759.5 |
1,559.8 |
199.7 |
12.6% |
17.8 |
1.1% |
10% |
False |
True |
3,372 |
100 |
1,803.0 |
1,559.8 |
243.2 |
15.4% |
17.3 |
1.1% |
8% |
False |
True |
2,966 |
120 |
1,803.0 |
1,559.8 |
243.2 |
15.4% |
17.4 |
1.1% |
8% |
False |
True |
2,616 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,827.0 |
2.618 |
1,744.0 |
1.618 |
1,693.1 |
1.000 |
1,661.6 |
0.618 |
1,642.2 |
HIGH |
1,610.7 |
0.618 |
1,591.3 |
0.500 |
1,585.3 |
0.382 |
1,579.2 |
LOW |
1,559.8 |
0.618 |
1,528.3 |
1.000 |
1,508.9 |
1.618 |
1,477.4 |
2.618 |
1,426.5 |
4.250 |
1,343.5 |
|
|
Fisher Pivots for day following 20-Feb-2013 |
Pivot |
1 day |
3 day |
R1 |
1,585.3 |
1,598.6 |
PP |
1,583.4 |
1,592.3 |
S1 |
1,581.6 |
1,586.1 |
|