Trading Metrics calculated at close of trading on 22-Feb-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Feb-2013 |
22-Feb-2013 |
Change |
Change % |
Previous Week |
Open |
1,566.8 |
1,579.5 |
12.7 |
0.8% |
1,611.6 |
High |
1,586.0 |
1,588.1 |
2.1 |
0.1% |
1,620.0 |
Low |
1,556.4 |
1,571.6 |
15.2 |
1.0% |
1,556.4 |
Close |
1,580.3 |
1,574.5 |
-5.8 |
-0.4% |
1,574.5 |
Range |
29.6 |
16.5 |
-13.1 |
-44.3% |
63.6 |
ATR |
21.4 |
21.0 |
-0.3 |
-1.6% |
0.0 |
Volume |
11,732 |
4,760 |
-6,972 |
-59.4% |
34,227 |
|
Daily Pivots for day following 22-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,627.6 |
1,617.5 |
1,583.6 |
|
R3 |
1,611.1 |
1,601.0 |
1,579.0 |
|
R2 |
1,594.6 |
1,594.6 |
1,577.5 |
|
R1 |
1,584.5 |
1,584.5 |
1,576.0 |
1,581.3 |
PP |
1,578.1 |
1,578.1 |
1,578.1 |
1,576.5 |
S1 |
1,568.0 |
1,568.0 |
1,573.0 |
1,564.8 |
S2 |
1,561.6 |
1,561.6 |
1,571.5 |
|
S3 |
1,545.1 |
1,551.5 |
1,570.0 |
|
S4 |
1,528.6 |
1,535.0 |
1,565.4 |
|
|
Weekly Pivots for week ending 22-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,774.4 |
1,738.1 |
1,609.5 |
|
R3 |
1,710.8 |
1,674.5 |
1,592.0 |
|
R2 |
1,647.2 |
1,647.2 |
1,586.2 |
|
R1 |
1,610.9 |
1,610.9 |
1,580.3 |
1,597.3 |
PP |
1,583.6 |
1,583.6 |
1,583.6 |
1,576.8 |
S1 |
1,547.3 |
1,547.3 |
1,568.7 |
1,533.7 |
S2 |
1,520.0 |
1,520.0 |
1,562.8 |
|
S3 |
1,456.4 |
1,483.7 |
1,557.0 |
|
S4 |
1,392.8 |
1,420.1 |
1,539.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,637.3 |
1,556.4 |
80.9 |
5.1% |
30.5 |
1.9% |
22% |
False |
False |
7,663 |
10 |
1,675.8 |
1,556.4 |
119.4 |
7.6% |
22.9 |
1.5% |
15% |
False |
False |
7,837 |
20 |
1,689.1 |
1,556.4 |
132.7 |
8.4% |
19.8 |
1.3% |
14% |
False |
False |
7,041 |
40 |
1,700.0 |
1,556.4 |
143.6 |
9.1% |
19.0 |
1.2% |
13% |
False |
False |
5,224 |
60 |
1,758.4 |
1,556.4 |
202.0 |
12.8% |
18.8 |
1.2% |
9% |
False |
False |
4,247 |
80 |
1,759.5 |
1,556.4 |
203.1 |
12.9% |
18.0 |
1.1% |
9% |
False |
False |
3,540 |
100 |
1,803.0 |
1,556.4 |
246.6 |
15.7% |
17.3 |
1.1% |
7% |
False |
False |
3,123 |
120 |
1,803.0 |
1,556.4 |
246.6 |
15.7% |
17.6 |
1.1% |
7% |
False |
False |
2,747 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,658.2 |
2.618 |
1,631.3 |
1.618 |
1,614.8 |
1.000 |
1,604.6 |
0.618 |
1,598.3 |
HIGH |
1,588.1 |
0.618 |
1,581.8 |
0.500 |
1,579.9 |
0.382 |
1,577.9 |
LOW |
1,571.6 |
0.618 |
1,561.4 |
1.000 |
1,555.1 |
1.618 |
1,544.9 |
2.618 |
1,528.4 |
4.250 |
1,501.5 |
|
|
Fisher Pivots for day following 22-Feb-2013 |
Pivot |
1 day |
3 day |
R1 |
1,579.9 |
1,583.6 |
PP |
1,578.1 |
1,580.5 |
S1 |
1,576.3 |
1,577.5 |
|