Trading Metrics calculated at close of trading on 25-Feb-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Feb-2013 |
25-Feb-2013 |
Change |
Change % |
Previous Week |
Open |
1,579.5 |
1,580.1 |
0.6 |
0.0% |
1,611.6 |
High |
1,588.1 |
1,598.4 |
10.3 |
0.6% |
1,620.0 |
Low |
1,571.6 |
1,577.1 |
5.5 |
0.3% |
1,556.4 |
Close |
1,574.5 |
1,588.4 |
13.9 |
0.9% |
1,574.5 |
Range |
16.5 |
21.3 |
4.8 |
29.1% |
63.6 |
ATR |
21.0 |
21.3 |
0.2 |
1.0% |
0.0 |
Volume |
4,760 |
4,090 |
-670 |
-14.1% |
34,227 |
|
Daily Pivots for day following 25-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,651.9 |
1,641.4 |
1,600.1 |
|
R3 |
1,630.6 |
1,620.1 |
1,594.3 |
|
R2 |
1,609.3 |
1,609.3 |
1,592.3 |
|
R1 |
1,598.8 |
1,598.8 |
1,590.4 |
1,604.1 |
PP |
1,588.0 |
1,588.0 |
1,588.0 |
1,590.6 |
S1 |
1,577.5 |
1,577.5 |
1,586.4 |
1,582.8 |
S2 |
1,566.7 |
1,566.7 |
1,584.5 |
|
S3 |
1,545.4 |
1,556.2 |
1,582.5 |
|
S4 |
1,524.1 |
1,534.9 |
1,576.7 |
|
|
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 |
1,620.0 |
1,556.4 |
63.6 |
4.0% |
27.2 |
1.7% |
50% |
False |
False |
7,663 |
10 |
1,671.4 |
1,556.4 |
115.0 |
7.2% |
24.3 |
1.5% |
28% |
False |
False |
7,958 |
20 |
1,689.1 |
1,556.4 |
132.7 |
8.4% |
20.1 |
1.3% |
24% |
False |
False |
7,037 |
40 |
1,700.0 |
1,556.4 |
143.6 |
9.0% |
19.1 |
1.2% |
22% |
False |
False |
5,298 |
60 |
1,747.9 |
1,556.4 |
191.5 |
12.1% |
19.0 |
1.2% |
17% |
False |
False |
4,247 |
80 |
1,759.5 |
1,556.4 |
203.1 |
12.8% |
18.2 |
1.1% |
16% |
False |
False |
3,577 |
100 |
1,803.0 |
1,556.4 |
246.6 |
15.5% |
17.3 |
1.1% |
13% |
False |
False |
3,155 |
120 |
1,803.0 |
1,556.4 |
246.6 |
15.5% |
17.4 |
1.1% |
13% |
False |
False |
2,780 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,688.9 |
2.618 |
1,654.2 |
1.618 |
1,632.9 |
1.000 |
1,619.7 |
0.618 |
1,611.6 |
HIGH |
1,598.4 |
0.618 |
1,590.3 |
0.500 |
1,587.8 |
0.382 |
1,585.2 |
LOW |
1,577.1 |
0.618 |
1,563.9 |
1.000 |
1,555.8 |
1.618 |
1,542.6 |
2.618 |
1,521.3 |
4.250 |
1,486.6 |
|
|
Fisher Pivots for day following 25-Feb-2013 |
Pivot |
1 day |
3 day |
R1 |
1,588.2 |
1,584.7 |
PP |
1,588.0 |
1,581.1 |
S1 |
1,587.8 |
1,577.4 |
|