Trading Metrics calculated at close of trading on 26-Feb-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Feb-2013 |
26-Feb-2013 |
Change |
Change % |
Previous Week |
Open |
1,580.1 |
1,593.7 |
13.6 |
0.9% |
1,611.6 |
High |
1,598.4 |
1,620.6 |
22.2 |
1.4% |
1,620.0 |
Low |
1,577.1 |
1,585.6 |
8.5 |
0.5% |
1,556.4 |
Close |
1,588.4 |
1,617.3 |
28.9 |
1.8% |
1,574.5 |
Range |
21.3 |
35.0 |
13.7 |
64.3% |
63.6 |
ATR |
21.3 |
22.2 |
1.0 |
4.6% |
0.0 |
Volume |
4,090 |
17,944 |
13,854 |
338.7% |
34,227 |
|
Daily Pivots for day following 26-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,712.8 |
1,700.1 |
1,636.6 |
|
R3 |
1,677.8 |
1,665.1 |
1,626.9 |
|
R2 |
1,642.8 |
1,642.8 |
1,623.7 |
|
R1 |
1,630.1 |
1,630.1 |
1,620.5 |
1,636.5 |
PP |
1,607.8 |
1,607.8 |
1,607.8 |
1,611.0 |
S1 |
1,595.1 |
1,595.1 |
1,614.1 |
1,601.5 |
S2 |
1,572.8 |
1,572.8 |
1,610.9 |
|
S3 |
1,537.8 |
1,560.1 |
1,607.7 |
|
S4 |
1,502.8 |
1,525.1 |
1,598.1 |
|
|
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 |
1,620.6 |
1,556.4 |
64.2 |
4.0% |
30.7 |
1.9% |
95% |
True |
False |
9,010 |
10 |
1,655.8 |
1,556.4 |
99.4 |
6.1% |
25.3 |
1.6% |
61% |
False |
False |
9,504 |
20 |
1,689.1 |
1,556.4 |
132.7 |
8.2% |
21.3 |
1.3% |
46% |
False |
False |
7,497 |
40 |
1,700.0 |
1,556.4 |
143.6 |
8.9% |
19.7 |
1.2% |
42% |
False |
False |
5,733 |
60 |
1,737.3 |
1,556.4 |
180.9 |
11.2% |
19.0 |
1.2% |
34% |
False |
False |
4,499 |
80 |
1,759.5 |
1,556.4 |
203.1 |
12.6% |
18.6 |
1.1% |
30% |
False |
False |
3,801 |
100 |
1,803.0 |
1,556.4 |
246.6 |
15.2% |
17.5 |
1.1% |
25% |
False |
False |
3,329 |
120 |
1,803.0 |
1,556.4 |
246.6 |
15.2% |
17.6 |
1.1% |
25% |
False |
False |
2,921 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,769.4 |
2.618 |
1,712.2 |
1.618 |
1,677.2 |
1.000 |
1,655.6 |
0.618 |
1,642.2 |
HIGH |
1,620.6 |
0.618 |
1,607.2 |
0.500 |
1,603.1 |
0.382 |
1,599.0 |
LOW |
1,585.6 |
0.618 |
1,564.0 |
1.000 |
1,550.6 |
1.618 |
1,529.0 |
2.618 |
1,494.0 |
4.250 |
1,436.9 |
|
|
Fisher Pivots for day following 26-Feb-2013 |
Pivot |
1 day |
3 day |
R1 |
1,612.6 |
1,610.2 |
PP |
1,607.8 |
1,603.2 |
S1 |
1,603.1 |
1,596.1 |
|