Trading Metrics calculated at close of trading on 21-Feb-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Feb-2013 |
21-Feb-2013 |
Change |
Change % |
Previous Week |
Open |
1,605.9 |
1,566.8 |
-39.1 |
-2.4% |
1,670.5 |
High |
1,610.7 |
1,586.0 |
-24.7 |
-1.5% |
1,671.4 |
Low |
1,559.8 |
1,556.4 |
-3.4 |
-0.2% |
1,599.7 |
Close |
1,579.8 |
1,580.3 |
0.5 |
0.0% |
1,611.3 |
Range |
50.9 |
29.6 |
-21.3 |
-41.8% |
71.7 |
ATR |
20.8 |
21.4 |
0.6 |
3.0% |
0.0 |
Volume |
6,527 |
11,732 |
5,205 |
79.7% |
41,270 |
|
Daily Pivots for day following 21-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,663.0 |
1,651.3 |
1,596.6 |
|
R3 |
1,633.4 |
1,621.7 |
1,588.4 |
|
R2 |
1,603.8 |
1,603.8 |
1,585.7 |
|
R1 |
1,592.1 |
1,592.1 |
1,583.0 |
1,598.0 |
PP |
1,574.2 |
1,574.2 |
1,574.2 |
1,577.2 |
S1 |
1,562.5 |
1,562.5 |
1,577.6 |
1,568.4 |
S2 |
1,544.6 |
1,544.6 |
1,574.9 |
|
S3 |
1,515.0 |
1,532.9 |
1,572.2 |
|
S4 |
1,485.4 |
1,503.3 |
1,564.0 |
|
|
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 |
1,651.6 |
1,556.4 |
95.2 |
6.0% |
30.6 |
1.9% |
25% |
False |
True |
8,687 |
10 |
1,685.8 |
1,556.4 |
129.4 |
8.2% |
23.2 |
1.5% |
18% |
False |
True |
7,702 |
20 |
1,689.6 |
1,556.4 |
133.2 |
8.4% |
20.0 |
1.3% |
18% |
False |
True |
6,887 |
40 |
1,700.0 |
1,556.4 |
143.6 |
9.1% |
18.9 |
1.2% |
17% |
False |
True |
5,167 |
60 |
1,758.4 |
1,556.4 |
202.0 |
12.8% |
18.6 |
1.2% |
12% |
False |
True |
4,181 |
80 |
1,759.5 |
1,556.4 |
203.1 |
12.9% |
18.0 |
1.1% |
12% |
False |
True |
3,504 |
100 |
1,803.0 |
1,556.4 |
246.6 |
15.6% |
17.3 |
1.1% |
10% |
False |
True |
3,077 |
120 |
1,803.0 |
1,556.4 |
246.6 |
15.6% |
17.5 |
1.1% |
10% |
False |
True |
2,713 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,711.8 |
2.618 |
1,663.5 |
1.618 |
1,633.9 |
1.000 |
1,615.6 |
0.618 |
1,604.3 |
HIGH |
1,586.0 |
0.618 |
1,574.7 |
0.500 |
1,571.2 |
0.382 |
1,567.7 |
LOW |
1,556.4 |
0.618 |
1,538.1 |
1.000 |
1,526.8 |
1.618 |
1,508.5 |
2.618 |
1,478.9 |
4.250 |
1,430.6 |
|
|
Fisher Pivots for day following 21-Feb-2013 |
Pivot |
1 day |
3 day |
R1 |
1,577.3 |
1,588.2 |
PP |
1,574.2 |
1,585.6 |
S1 |
1,571.2 |
1,582.9 |
|