Trading Metrics calculated at close of trading on 28-Feb-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Feb-2013 |
28-Feb-2013 |
Change |
Change % |
Previous Week |
Open |
1,615.1 |
1,598.4 |
-16.7 |
-1.0% |
1,611.6 |
High |
1,616.1 |
1,603.7 |
-12.4 |
-0.8% |
1,620.0 |
Low |
1,593.5 |
1,576.0 |
-17.5 |
-1.1% |
1,556.4 |
Close |
1,597.4 |
1,579.8 |
-17.6 |
-1.1% |
1,574.5 |
Range |
22.6 |
27.7 |
5.1 |
22.6% |
63.6 |
ATR |
22.3 |
22.7 |
0.4 |
1.7% |
0.0 |
Volume |
9,498 |
17,222 |
7,724 |
81.3% |
34,227 |
|
Daily Pivots for day following 28-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,669.6 |
1,652.4 |
1,595.0 |
|
R3 |
1,641.9 |
1,624.7 |
1,587.4 |
|
R2 |
1,614.2 |
1,614.2 |
1,584.9 |
|
R1 |
1,597.0 |
1,597.0 |
1,582.3 |
1,591.8 |
PP |
1,586.5 |
1,586.5 |
1,586.5 |
1,583.9 |
S1 |
1,569.3 |
1,569.3 |
1,577.3 |
1,564.1 |
S2 |
1,558.8 |
1,558.8 |
1,574.7 |
|
S3 |
1,531.1 |
1,541.6 |
1,572.2 |
|
S4 |
1,503.4 |
1,513.9 |
1,564.6 |
|
|
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 |
1,571.6 |
49.0 |
3.1% |
24.6 |
1.6% |
17% |
False |
False |
10,702 |
10 |
1,651.6 |
1,556.4 |
95.2 |
6.0% |
27.6 |
1.7% |
25% |
False |
False |
9,695 |
20 |
1,689.1 |
1,556.4 |
132.7 |
8.4% |
22.3 |
1.4% |
18% |
False |
False |
7,933 |
40 |
1,700.0 |
1,556.4 |
143.6 |
9.1% |
20.1 |
1.3% |
16% |
False |
False |
6,252 |
60 |
1,728.8 |
1,556.4 |
172.4 |
10.9% |
19.3 |
1.2% |
14% |
False |
False |
4,867 |
80 |
1,759.5 |
1,556.4 |
203.1 |
12.9% |
18.9 |
1.2% |
12% |
False |
False |
4,125 |
100 |
1,803.0 |
1,556.4 |
246.6 |
15.6% |
17.8 |
1.1% |
9% |
False |
False |
3,575 |
120 |
1,803.0 |
1,556.4 |
246.6 |
15.6% |
17.9 |
1.1% |
9% |
False |
False |
3,128 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,721.4 |
2.618 |
1,676.2 |
1.618 |
1,648.5 |
1.000 |
1,631.4 |
0.618 |
1,620.8 |
HIGH |
1,603.7 |
0.618 |
1,593.1 |
0.500 |
1,589.9 |
0.382 |
1,586.6 |
LOW |
1,576.0 |
0.618 |
1,558.9 |
1.000 |
1,548.3 |
1.618 |
1,531.2 |
2.618 |
1,503.5 |
4.250 |
1,458.3 |
|
|
Fisher Pivots for day following 28-Feb-2013 |
Pivot |
1 day |
3 day |
R1 |
1,589.9 |
1,598.3 |
PP |
1,586.5 |
1,592.1 |
S1 |
1,583.2 |
1,586.0 |
|