Trading Metrics calculated at close of trading on 27-Feb-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Feb-2013 |
27-Feb-2013 |
Change |
Change % |
Previous Week |
Open |
1,593.7 |
1,615.1 |
21.4 |
1.3% |
1,611.6 |
High |
1,620.6 |
1,616.1 |
-4.5 |
-0.3% |
1,620.0 |
Low |
1,585.6 |
1,593.5 |
7.9 |
0.5% |
1,556.4 |
Close |
1,617.3 |
1,597.4 |
-19.9 |
-1.2% |
1,574.5 |
Range |
35.0 |
22.6 |
-12.4 |
-35.4% |
63.6 |
ATR |
22.2 |
22.3 |
0.1 |
0.5% |
0.0 |
Volume |
17,944 |
9,498 |
-8,446 |
-47.1% |
34,227 |
|
Daily Pivots for day following 27-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,670.1 |
1,656.4 |
1,609.8 |
|
R3 |
1,647.5 |
1,633.8 |
1,603.6 |
|
R2 |
1,624.9 |
1,624.9 |
1,601.5 |
|
R1 |
1,611.2 |
1,611.2 |
1,599.5 |
1,606.8 |
PP |
1,602.3 |
1,602.3 |
1,602.3 |
1,600.1 |
S1 |
1,588.6 |
1,588.6 |
1,595.3 |
1,584.2 |
S2 |
1,579.7 |
1,579.7 |
1,593.3 |
|
S3 |
1,557.1 |
1,566.0 |
1,591.2 |
|
S4 |
1,534.5 |
1,543.4 |
1,585.0 |
|
|
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% |
25.0 |
1.6% |
64% |
False |
False |
9,604 |
10 |
1,655.8 |
1,556.4 |
99.4 |
6.2% |
26.2 |
1.6% |
41% |
False |
False |
8,392 |
20 |
1,689.1 |
1,556.4 |
132.7 |
8.3% |
22.0 |
1.4% |
31% |
False |
False |
7,611 |
40 |
1,700.0 |
1,556.4 |
143.6 |
9.0% |
20.0 |
1.3% |
29% |
False |
False |
5,879 |
60 |
1,737.3 |
1,556.4 |
180.9 |
11.3% |
19.2 |
1.2% |
23% |
False |
False |
4,617 |
80 |
1,759.5 |
1,556.4 |
203.1 |
12.7% |
18.7 |
1.2% |
20% |
False |
False |
3,917 |
100 |
1,803.0 |
1,556.4 |
246.6 |
15.4% |
17.7 |
1.1% |
17% |
False |
False |
3,418 |
120 |
1,803.0 |
1,556.4 |
246.6 |
15.4% |
17.8 |
1.1% |
17% |
False |
False |
2,991 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,712.2 |
2.618 |
1,675.3 |
1.618 |
1,652.7 |
1.000 |
1,638.7 |
0.618 |
1,630.1 |
HIGH |
1,616.1 |
0.618 |
1,607.5 |
0.500 |
1,604.8 |
0.382 |
1,602.1 |
LOW |
1,593.5 |
0.618 |
1,579.5 |
1.000 |
1,570.9 |
1.618 |
1,556.9 |
2.618 |
1,534.3 |
4.250 |
1,497.5 |
|
|
Fisher Pivots for day following 27-Feb-2013 |
Pivot |
1 day |
3 day |
R1 |
1,604.8 |
1,598.9 |
PP |
1,602.3 |
1,598.4 |
S1 |
1,599.9 |
1,597.9 |
|